TPC vs. LLY
TPC (Tutor Perini Corporation) and LLY (Eli Lilly and Company) are both stocks. TPC operates in Engineering & Construction (Industrials), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, TPC returned 12.26%/yr vs 32.66%/yr for LLY. At a 0.15 correlation, their price movements are largely independent.
Performance
TPC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, TPC achieves a 7.99% return, which is significantly higher than LLY's 0.72% return. Over the past 10 years, TPC has underperformed LLY with an annualized return of 12.26%, while LLY has yielded a comparatively higher 32.66% annualized return.
TPC
- 1D
- -2.73%
- 1M
- -22.04%
- YTD
- 7.99%
- 6M
- 7.11%
- 1Y
- 88.40%
- 3Y*
- 125.59%
- 5Y*
- 35.76%
- 10Y*
- 12.26%
LLY
- 1D
- 1.37%
- 1M
- 11.64%
- YTD
- 0.72%
- 6M
- 4.73%
- 1Y
- 44.70%
- 3Y*
- 35.56%
- 5Y*
- 41.13%
- 10Y*
- 32.66%
TPC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPC Tutor Perini Corporation | 7.99% | 177.18% | 165.93% | 20.53% | -38.97% | -4.48% | 0.70% | -19.47% | -37.00% | -9.46% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between TPC and LLY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 1978 | 0.15 |
The correlation between TPC and LLY shifts across timeframes, from -0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TPC:
$3.88B
LLY:
$966.48B
TPC:
$2.35
LLY:
$28.14
TPC:
30.75
LLY:
38.33
TPC:
0.68
LLY:
13.41
TPC:
3.20
LLY:
30.98
TPC:
$5.69B
LLY:
$72.25B
TPC:
$667.75M
LLY:
$59.75B
TPC:
$285.88M
LLY:
$32.97B
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Return for Risk
TPC vs. LLY — Risk / Return Rank
TPC
LLY
TPC vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tutor Perini Corporation (TPC) 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.
| TPC | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.90 | +1.46 |
| Martin ratioReturn relative to average drawdown | 9.63 | 4.73 | +4.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPC | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.19 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.26 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 1.09 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.57 | -0.44 |
Drawdowns
TPC vs. LLY - Drawdown Comparison
The maximum TPC drawdown since its inception was -95.89%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for TPC and LLY.
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Drawdown Indicators
| TPC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -68.24% | -27.65% |
Max Drawdown (1Y)Largest decline over 1 year | -26.48% | -23.64% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -40.94% | -34.48% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -67.79% | -34.48% | -33.31% |
Max Drawdown (10Y)Largest decline over 10 years | -91.02% | -34.48% | -56.54% |
Current DrawdownCurrent decline from peak | -25.68% | -4.26% | -21.42% |
Average DrawdownAverage peak-to-trough decline | -51.98% | -19.22% | -32.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 9.49% | -0.28% |
Volatility
TPC vs. LLY - Volatility Comparison
Tutor Perini Corporation (TPC) has a higher volatility of 20.49% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that TPC'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
| TPC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.49% | 9.16% | +11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 37.33% | 26.81% | +10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.44% | 37.88% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.29% | 32.79% | +22.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.07% | 30.14% | +34.93% |
Dividends
TPC vs. LLY - Dividend Comparison
TPC's dividend yield for the trailing twelve months is around 0.25%, less than LLY's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.60% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
TPC Tutor Perini Corporation | 0.25% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TPC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Tutor Perini 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
TPC vs. LLY - Profitability Comparison
TPC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a gross profit of 154.63M and revenue of 1.39B. Therefore, the gross margin over that period was 11.1%.
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%.
TPC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported an operating income of 59.18M and revenue of 1.39B, resulting in an operating margin of 4.3%.
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%.
TPC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a net income of 73.49M and revenue of 1.39B, resulting in a net margin of 5.3%.
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
TPC and LLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPC has higher volatility (20.49%) compared to LLY (9.16%). In terms of maximum drawdown, TPC dropped -95.89% vs LLY's -68.24%.
TPC currently has the higher Sharpe Ratio (1.91 vs 1.19), 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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