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TAYD vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TAYD and LLY is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

TAYD vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taylor Devices, Inc. (TAYD) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-3.47%
-14.03%
TAYD
LLY

Key characteristics

Sharpe Ratio

TAYD:

1.02

LLY:

1.05

Sortino Ratio

TAYD:

1.72

LLY:

1.62

Omega Ratio

TAYD:

1.22

LLY:

1.21

Calmar Ratio

TAYD:

2.08

LLY:

1.31

Martin Ratio

TAYD:

3.83

LLY:

3.84

Ulcer Index

TAYD:

19.38%

LLY:

8.20%

Daily Std Dev

TAYD:

72.70%

LLY:

30.07%

Max Drawdown

TAYD:

-74.53%

LLY:

-68.27%

Current Drawdown

TAYD:

-34.16%

LLY:

-20.96%

Fundamentals

Market Cap

TAYD:

$138.78M

LLY:

$700.23B

EPS

TAYD:

$2.91

LLY:

$9.27

PE Ratio

TAYD:

15.24

LLY:

83.99

PEG Ratio

TAYD:

0.00

LLY:

0.74

Total Revenue (TTM)

TAYD:

$35.94M

LLY:

$40.86B

Gross Profit (TTM)

TAYD:

$17.15M

LLY:

$33.33B

EBITDA (TTM)

TAYD:

$9.58M

LLY:

$12.51B

Returns By Period

In the year-to-date period, TAYD achieves a 89.52% return, which is significantly higher than LLY's 30.80% return. Over the past 10 years, TAYD has underperformed LLY with an annualized return of 16.38%, while LLY has yielded a comparatively higher 29.14% annualized return.


TAYD

YTD

89.52%

1M

-6.07%

6M

0.33%

1Y

71.96%

5Y*

33.20%

10Y*

16.38%

LLY

YTD

30.80%

1M

3.81%

6M

-14.24%

1Y

33.72%

5Y*

43.70%

10Y*

29.14%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TAYD vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and Eli Lilly and Company (LLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TAYD, currently valued at 1.02, compared to the broader market-4.00-2.000.002.001.021.05
The chart of Sortino ratio for TAYD, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.721.62
The chart of Omega ratio for TAYD, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.21
The chart of Calmar ratio for TAYD, currently valued at 2.08, compared to the broader market0.002.004.006.002.081.31
The chart of Martin ratio for TAYD, currently valued at 3.83, compared to the broader market0.0010.0020.003.833.84
TAYD
LLY

The current TAYD Sharpe Ratio is 1.02, which is comparable to the LLY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of TAYD and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.02
1.05
TAYD
LLY

Dividends

TAYD vs. LLY - Dividend Comparison

TAYD has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.69%.


TTM20232022202120202019201820172016201520142013
TAYD
Taylor Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

TAYD vs. LLY - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for TAYD and LLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.16%
-20.96%
TAYD
LLY

Volatility

TAYD vs. LLY - Volatility Comparison

Taylor Devices, Inc. (TAYD) has a higher volatility of 12.80% compared to Eli Lilly and Company (LLY) at 7.72%. This indicates that TAYD's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
7.72%
TAYD
LLY

Financials

TAYD vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, Inc. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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