TMHC vs. LLY
TMHC (Taylor Morrison Home Corporation) and LLY (Eli Lilly and Company) are both stocks. TMHC operates in Residential Construction (Consumer Cyclical), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, TMHC returned 17.21%/yr vs 33.45%/yr for LLY. At a 0.18 correlation, their price movements are largely independent.
Performance
TMHC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, TMHC achieves a 22.13% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, TMHC has underperformed LLY with an annualized return of 17.21%, while LLY has yielded a comparatively higher 33.45% annualized return.
TMHC
- 1D
- -0.01%
- 1M
- 26.25%
- YTD
- 22.13%
- 6M
- 14.86%
- 1Y
- 23.90%
- 3Y*
- 15.27%
- 5Y*
- 20.87%
- 10Y*
- 17.21%
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
TMHC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMHC Taylor Morrison Home Corporation | 22.13% | -3.82% | 14.73% | 75.78% | -13.19% | 36.30% | 17.34% | 37.48% | -35.02% | 27.05% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between TMHC and LLY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | 0.18 |
Fundamentals
TMHC:
$7.01B
LLY:
$1.02T
TMHC:
$6.75
LLY:
$28.14
TMHC:
10.65
LLY:
40.26
TMHC:
0.66
LLY:
0.81
TMHC:
0.94
LLY:
14.08
TMHC:
1.12
LLY:
32.54
TMHC:
$7.61B
LLY:
$72.25B
TMHC:
$1.71B
LLY:
$59.75B
TMHC:
$1.00B
LLY:
$32.97B
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Return for Risk
TMHC vs. LLY — Risk / Return Rank
TMHC
LLY
TMHC vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TMHC | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.72 | -0.83 |
| Martin ratioReturn relative to average drawdown | 1.66 | 4.28 | -2.62 |
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Drawdowns
TMHC vs. LLY - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for TMHC and LLY.
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Drawdown Indicators
| TMHC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -68.24% | -6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -23.80% | -23.64% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.90% | -34.48% | +6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.84% | -34.48% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -75.18% | -34.48% | -40.70% |
Current DrawdownCurrent decline from peak | -3.88% | -2.41% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -20.26% | -19.21% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.79% | 9.49% | +3.30% |
Volatility
TMHC vs. LLY - Volatility Comparison
Taylor Morrison Home Corporation (TMHC) has a higher volatility of 21.03% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that TMHC'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.
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Volatility by Period
| TMHC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 9.27% | +11.76% |
Volatility (6M)Calculated over the trailing 6-month period | 29.55% | 27.16% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.09% | 38.01% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 32.46% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.77% | 30.19% | +14.58% |
Dividends
TMHC vs. LLY - Dividend Comparison
TMHC has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
TMHC Taylor Morrison Home Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TMHC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Taylor Morrison Home Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
TMHC vs. LLY - Profitability Comparison
TMHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a gross profit of 290.64M and revenue of 1.39B. Therefore, the gross margin over that period was 21.0%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
TMHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported an operating income of 141.79M and revenue of 1.39B, resulting in an operating margin of 10.2%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
TMHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a net income of 100.43M and revenue of 1.39B, resulting in a net margin of 7.2%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
TMHC and LLY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMHC has higher volatility (21.03%) compared to LLY (9.27%). In terms of maximum drawdown, TMHC dropped -75.18% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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