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

Performance

W vs. LLY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-28.03%
-7.08%
W
LLY

Returns By Period

In the year-to-date period, W achieves a -28.64% return, which is significantly lower than LLY's 29.16% return. Over the past 10 years, W has underperformed LLY with an annualized return of 6.60%, while LLY has yielded a comparatively higher 29.83% annualized return.


W

YTD

-28.64%

1M

-5.17%

6M

-28.03%

1Y

-9.90%

5Y (annualized)

-12.29%

10Y (annualized)

6.60%

LLY

YTD

29.16%

1M

-17.05%

6M

-7.08%

1Y

26.52%

5Y (annualized)

47.10%

10Y (annualized)

29.83%

Fundamentals


WLLY
Market Cap$5.31B$715.22B
EPS-$4.46$9.57
PEG Ratio23.500.69
Total Revenue (TTM)$11.84B$40.86B
Gross Profit (TTM)$3.48B$33.33B
EBITDA (TTM)-$108.00M$12.51B

Key characteristics


WLLY
Sharpe Ratio-0.150.89
Sortino Ratio0.241.41
Omega Ratio1.031.19
Calmar Ratio-0.111.10
Martin Ratio-0.383.89
Ulcer Index26.37%6.82%
Daily Std Dev64.79%29.89%
Max Drawdown-91.79%-68.27%
Current Drawdown-87.26%-21.95%

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Correlation

-0.50.00.51.00.1

The correlation between W 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.

Risk-Adjusted Performance

W vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) 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 W, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.150.89
The chart of Sortino ratio for W, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.41
The chart of Omega ratio for W, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.19
The chart of Calmar ratio for W, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.111.10
The chart of Martin ratio for W, currently valued at -0.38, compared to the broader market0.0010.0020.0030.00-0.383.89
W
LLY

The current W Sharpe Ratio is -0.15, which is lower than the LLY Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of W 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.15
0.89
W
LLY

Dividends

W vs. LLY - Dividend Comparison

W has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.70%.


TTM20232022202120202019201820172016201520142013
W
Wayfair 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
0.70%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

W vs. LLY - Drawdown Comparison

The maximum W drawdown since its inception was -91.79%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for W and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-87.26%
-21.95%
W
LLY

Volatility

W vs. LLY - Volatility Comparison

Wayfair Inc. (W) has a higher volatility of 17.24% compared to Eli Lilly and Company (LLY) at 11.79%. This indicates that W'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.24%
11.79%
W
LLY

Financials

W vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Wayfair 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