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

Correlation

The correlation between USM and LLY is 0.37, 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.


Performance

USM vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Cellular Corporation (USM) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

USM:

0.91

LLY:

-0.10

Sortino Ratio

USM:

1.60

LLY:

0.18

Omega Ratio

USM:

1.21

LLY:

1.02

Calmar Ratio

USM:

0.68

LLY:

-0.10

Martin Ratio

USM:

5.89

LLY:

-0.19

Ulcer Index

USM:

6.72%

LLY:

12.99%

Daily Std Dev

USM:

41.82%

LLY:

38.39%

Max Drawdown

USM:

-86.23%

LLY:

-68.27%

Current Drawdown

USM:

-40.63%

LLY:

-21.76%

Fundamentals

Market Cap

USM:

$5.20B

LLY:

$677.89B

EPS

USM:

-$0.46

LLY:

$12.27

PEG Ratio

USM:

1.42

LLY:

1.16

PS Ratio

USM:

1.40

LLY:

13.83

PB Ratio

USM:

1.15

LLY:

43.13

Total Revenue (TTM)

USM:

$3.71B

LLY:

$49.00B

Gross Profit (TTM)

USM:

$2.30B

LLY:

$40.03B

EBITDA (TTM)

USM:

$773.00M

LLY:

$16.67B

Returns By Period

In the year-to-date period, USM achieves a -2.17% return, which is significantly higher than LLY's -2.87% return. Over the past 10 years, USM has underperformed LLY with an annualized return of 4.73%, while LLY has yielded a comparatively higher 28.25% annualized return.


USM

YTD

-2.17%

1M

-10.62%

6M

-1.29%

1Y

37.89%

3Y*

27.91%

5Y*

14.97%

10Y*

4.73%

LLY

YTD

-2.87%

1M

-10.88%

6M

2.75%

1Y

-3.97%

3Y*

36.90%

5Y*

39.06%

10Y*

28.25%

*Annualized

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Eli Lilly and Company

Risk-Adjusted Performance

USM vs. LLY — Risk-Adjusted Performance Rank

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

USM
The Risk-Adjusted Performance Rank of USM is 8181
Overall Rank
The Sharpe Ratio Rank of USM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of USM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of USM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of USM is 7777
Calmar Ratio Rank
The Martin Ratio Rank of USM is 8989
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4444
Overall Rank
The Sharpe Ratio Rank of LLY is 4646
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 4545
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.

USM vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Cellular Corporation (USM) 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 current USM Sharpe Ratio is 0.91, which is higher than the LLY Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of USM 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.


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Dividends

USM vs. LLY - Dividend Comparison

USM has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.75%.


TTM20242023202220212020201920182017201620152014
USM
United States Cellular 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%
LLY
Eli Lilly and Company
0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%

Drawdowns

USM vs. LLY - Drawdown Comparison

The maximum USM drawdown since its inception was -86.23%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for USM and LLY. For additional features, visit the drawdowns tool.


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Volatility

USM vs. LLY - Volatility Comparison

The current volatility for United States Cellular Corporation (USM) is 15.81%, while Eli Lilly and Company (LLY) has a volatility of 17.32%. This indicates that USM 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.


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Financials

USM vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between United States Cellular 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
891.00M
12.73B
(USM) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

USM vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between United States Cellular Corporation and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
80.0%
82.5%
(USM) Gross Margin
(LLY) Gross Margin
USM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, United States Cellular Corporation reported a gross profit of 713.00M and revenue of 891.00M. Therefore, the gross margin over that period was 80.0%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

USM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, United States Cellular Corporation reported an operating income of 41.00M and revenue of 891.00M, resulting in an operating margin of 4.6%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

USM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, United States Cellular Corporation reported a net income of 18.00M and revenue of 891.00M, resulting in a net margin of 2.0%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.