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VCTR vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VCTR vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Capital Holdings, Inc. (VCTR) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCTR achieves a 35.68% return, which is significantly higher than LLY's 0.72% return.


VCTR

1D
-0.08%
1M
8.74%
YTD
35.68%
6M
38.28%
1Y
40.27%
3Y*
42.35%
5Y*
27.03%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCTR vs. LLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VCTR
Victory Capital Holdings, Inc.
35.68%-0.76%95.94%33.46%-23.85%49.73%19.73%106.30%-11.90%
LLY
Eli Lilly and Company
0.72%40.25%33.30%60.91%34.26%66.08%31.04%16.14%59.85%

Correlation

The correlation between VCTR and LLY is 0.10, 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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2018

0.15

Fundamentals

Market Cap

VCTR:

$5.47B

LLY:

$966.48B

EPS

VCTR:

$6.79

LLY:

$28.14

PE Ratio

VCTR:

12.51

LLY:

38.33

PEG Ratio

VCTR:

5.35

LLY:

0.77

PS Ratio

VCTR:

3.83

LLY:

13.41

PB Ratio

VCTR:

2.32

LLY:

30.98

Total Revenue (TTM)

VCTR:

$1.47B

LLY:

$72.25B

Gross Profit (TTM)

VCTR:

$766.06M

LLY:

$59.75B

EBITDA (TTM)

VCTR:

$615.91M

LLY:

$32.97B

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Return for Risk

VCTR vs. LLY — Risk / Return Rank

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

VCTR
VCTR Risk / Return Rank: 7474
Overall Rank
VCTR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VCTR Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCTR Omega Ratio Rank: 7171
Omega Ratio Rank
VCTR Calmar Ratio Rank: 7676
Calmar Ratio Rank
VCTR Martin Ratio Rank: 7575
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 7272
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7373
Calmar Ratio Rank
LLY Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VCTR vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Capital Holdings, Inc. (VCTR) 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.


VCTRLLYDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.23

1.90

+0.33

Martin ratioReturn relative to average drawdown

5.04

4.73

+0.32

VCTR vs. LLY - Sharpe Ratio Comparison

The current VCTR Sharpe Ratio is 1.31, which is comparable to the LLY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VCTR and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VCTRLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.19

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.26

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.57

+0.19

Drawdowns

VCTR vs. LLY - Drawdown Comparison

The maximum VCTR drawdown since its inception was -45.22%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for VCTR and LLY.


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Drawdown Indicators


VCTRLLYDifference

Max Drawdown

Largest peak-to-trough decline

-45.22%

-68.24%

+23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-23.64%

+5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-28.06%

-34.48%

+6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-45.22%

-34.48%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

Current Drawdown

Current decline from peak

-3.34%

-4.26%

+0.92%

Average Drawdown

Average peak-to-trough decline

-14.75%

-19.22%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

9.49%

-1.48%

Volatility

VCTR vs. LLY - Volatility Comparison

Victory Capital Holdings, Inc. (VCTR) and Eli Lilly and Company (LLY) have volatilities of 9.60% and 9.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCTRLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

9.16%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

26.81%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

30.80%

37.88%

-7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.94%

32.79%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.95%

30.14%

+8.81%

Dividends

VCTR vs. LLY - Dividend Comparison

VCTR's dividend yield for the trailing twelve months is around 2.31%, more than LLY's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VCTR
Victory Capital Holdings, Inc.
2.31%3.07%2.38%3.72%3.73%1.45%0.93%0.48%0.00%0.00%0.00%0.00%

Financials

VCTR vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Victory Capital Holdings, 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


0.005.00B10.00B15.00B20.00B20222023202420252026
387.99M
19.80B
(VCTR) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

VCTR vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Victory Capital Holdings, Inc. 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

0.0%20.0%40.0%60.0%80.0%202220232024202520260
79.0%
Portfolio components
VCTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Victory Capital Holdings, Inc. reported a gross profit of 0.00 and revenue of 387.99M. Therefore, the gross margin over that period was 0.0%.

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%.

VCTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Victory Capital Holdings, Inc. reported an operating income of 159.19M and revenue of 387.99M, resulting in an operating margin of 41.0%.

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%.

VCTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Victory Capital Holdings, Inc. reported a net income of 183.58M and revenue of 387.99M, resulting in a net margin of 47.3%.

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


VCTR and LLY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCTR has higher volatility (9.60%) compared to LLY (9.16%). In terms of maximum drawdown, VCTR dropped -45.22% vs LLY's -68.24%.

VCTR currently has the higher Sharpe Ratio (1.31 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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