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

Correlation

The correlation between UNH and LLY is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

UNH vs. LLY - Performance Comparison

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

100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%600,000.00%NovemberDecember2025FebruaryMarchApril
481,597.25%
57,410.91%
UNH
LLY

Key characteristics

Sharpe Ratio

UNH:

0.56

LLY:

-0.13

Sortino Ratio

UNH:

0.90

LLY:

0.04

Omega Ratio

UNH:

1.13

LLY:

1.00

Calmar Ratio

UNH:

0.62

LLY:

-0.18

Martin Ratio

UNH:

1.50

LLY:

-0.38

Ulcer Index

UNH:

10.70%

LLY:

11.26%

Daily Std Dev

UNH:

28.88%

LLY:

32.38%

Max Drawdown

UNH:

-82.68%

LLY:

-68.27%

Current Drawdown

UNH:

-15.34%

LLY:

-22.84%

Fundamentals

Market Cap

UNH:

$480.27B

LLY:

$662.90B

EPS

UNH:

$15.49

LLY:

$11.68

PE Ratio

UNH:

33.90

LLY:

63.20

PEG Ratio

UNH:

0.93

LLY:

1.15

Total Revenue (TTM)

UNH:

$297.84B

LLY:

$36.27B

Gross Profit (TTM)

UNH:

$63.75B

LLY:

$29.53B

EBITDA (TTM)

UNH:

$21.97B

LLY:

$12.51B

Returns By Period

In the year-to-date period, UNH achieves a 4.24% return, which is significantly higher than LLY's -4.21% return. Over the past 10 years, UNH has underperformed LLY with an annualized return of 17.99%, while LLY has yielded a comparatively higher 28.68% annualized return.


UNH

YTD

4.24%

1M

10.78%

6M

-10.47%

1Y

17.14%

5Y*

19.80%

10Y*

17.99%

LLY

YTD

-4.21%

1M

-20.60%

6M

-16.51%

1Y

-3.26%

5Y*

41.35%

10Y*

28.68%

*Annualized

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Risk-Adjusted Performance

UNH vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNH
The Risk-Adjusted Performance Rank of UNH is 7171
Overall Rank
The Sharpe Ratio Rank of UNH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 6666
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 6767
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 7171
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4444
Overall Rank
The Sharpe Ratio Rank of LLY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4141
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNH vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) 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.


The chart of Sharpe ratio for UNH, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.00
UNH: 0.56
LLY: -0.13
The chart of Sortino ratio for UNH, currently valued at 0.90, compared to the broader market-6.00-4.00-2.000.002.004.00
UNH: 0.90
LLY: 0.04
The chart of Omega ratio for UNH, currently valued at 1.13, compared to the broader market0.501.001.502.00
UNH: 1.13
LLY: 1.00
The chart of Calmar ratio for UNH, currently valued at 0.62, compared to the broader market0.001.002.003.004.00
UNH: 0.62
LLY: -0.18
The chart of Martin ratio for UNH, currently valued at 1.50, compared to the broader market-10.000.0010.0020.00
UNH: 1.50
LLY: -0.38

The current UNH Sharpe Ratio is 0.56, which is higher than the LLY Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of UNH 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.56
-0.13
UNH
LLY

Dividends

UNH vs. LLY - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 1.60%, more than LLY's 0.73% yield.


TTM20242023202220212020201920182017201620152014
UNH
UnitedHealth Group Incorporated
1.60%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
LLY
Eli Lilly and Company
0.73%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

UNH vs. LLY - Drawdown Comparison

The maximum UNH drawdown since its inception was -82.68%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for UNH and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.34%
-22.84%
UNH
LLY

Volatility

UNH vs. LLY - Volatility Comparison

The current volatility for UnitedHealth Group Incorporated (UNH) is 6.48%, while Eli Lilly and Company (LLY) has a volatility of 11.57%. This indicates that UNH experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.48%
11.57%
UNH
LLY

Financials

UNH vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between UnitedHealth Group Incorporated 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