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

Correlation

The correlation between USAP and LLY is 0.12, 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.


-0.50.00.51.00.1

Performance

USAP vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Stainless & Alloy Products, Inc. (USAP) 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%AugustSeptemberOctoberNovemberDecember2025
45.88%
-17.12%
USAP
LLY

Key characteristics

Sharpe Ratio

USAP:

2.78

LLY:

0.52

Sortino Ratio

USAP:

3.62

LLY:

0.93

Omega Ratio

USAP:

1.48

LLY:

1.12

Calmar Ratio

USAP:

2.12

LLY:

0.67

Martin Ratio

USAP:

20.29

LLY:

1.67

Ulcer Index

USAP:

7.06%

LLY:

9.68%

Daily Std Dev

USAP:

51.49%

LLY:

31.10%

Max Drawdown

USAP:

-90.02%

LLY:

-68.27%

Current Drawdown

USAP:

-17.12%

LLY:

-24.28%

Fundamentals

Market Cap

USAP:

$419.25M

LLY:

$652.65B

EPS

USAP:

$2.72

LLY:

$9.29

PE Ratio

USAP:

16.34

LLY:

78.12

PEG Ratio

USAP:

19.55

LLY:

0.72

Total Revenue (TTM)

USAP:

$247.65M

LLY:

$31.51B

Gross Profit (TTM)

USAP:

$57.67M

LLY:

$25.63B

EBITDA (TTM)

USAP:

$50.78M

LLY:

$9.48B

Returns By Period

In the year-to-date period, USAP achieves a 0.95% return, which is significantly higher than LLY's -5.99% return. Over the past 10 years, USAP has underperformed LLY with an annualized return of 7.69%, while LLY has yielded a comparatively higher 28.49% annualized return.


USAP

YTD

0.95%

1M

0.84%

6M

48.07%

1Y

155.17%

5Y*

26.81%

10Y*

7.69%

LLY

YTD

-5.99%

1M

-5.48%

6M

-15.94%

1Y

16.21%

5Y*

40.66%

10Y*

28.49%

*Annualized

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Risk-Adjusted Performance

USAP vs. LLY — Risk-Adjusted Performance Rank

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

USAP
The Risk-Adjusted Performance Rank of USAP is 9595
Overall Rank
The Sharpe Ratio Rank of USAP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of USAP is 9595
Sortino Ratio Rank
The Omega Ratio Rank of USAP is 9494
Omega Ratio Rank
The Calmar Ratio Rank of USAP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of USAP is 9898
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6363
Overall Rank
The Sharpe Ratio Rank of LLY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6363
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.

USAP vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Stainless & Alloy Products, Inc. (USAP) 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 USAP, currently valued at 2.78, compared to the broader market-2.000.002.004.002.780.52
The chart of Sortino ratio for USAP, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.006.003.620.93
The chart of Omega ratio for USAP, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.12
The chart of Calmar ratio for USAP, currently valued at 2.12, compared to the broader market0.002.004.006.002.120.67
The chart of Martin ratio for USAP, currently valued at 20.29, compared to the broader market-10.000.0010.0020.0030.0020.291.67
USAP
LLY

The current USAP Sharpe Ratio is 2.78, which is higher than the LLY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of USAP 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.78
0.52
USAP
LLY

Dividends

USAP vs. LLY - Dividend Comparison

USAP has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
USAP
Universal Stainless & Alloy Products, 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
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

USAP vs. LLY - Drawdown Comparison

The maximum USAP drawdown since its inception was -90.02%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for USAP and LLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.12%
-24.28%
USAP
LLY

Volatility

USAP vs. LLY - Volatility Comparison

The current volatility for Universal Stainless & Alloy Products, Inc. (USAP) is 1.54%, while Eli Lilly and Company (LLY) has a volatility of 10.25%. This indicates that USAP 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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.54%
10.25%
USAP
LLY

Financials

USAP vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Universal Stainless & Alloy Products, 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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