W vs. LLY
W (Wayfair Inc.) and LLY (Eli Lilly and Company) are both stocks. W operates in Internet Retail (Consumer Cyclical), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, W returned 5.57%/yr vs 32.48%/yr for LLY. At a 0.13 correlation, their price movements are largely independent.
Performance
W vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, W achieves a -27.98% return, which is significantly lower than LLY's -0.64% return. Over the past 10 years, W has underperformed LLY with an annualized return of 5.57%, while LLY has yielded a comparatively higher 32.48% annualized return.
W
- 1D
- -0.39%
- 1M
- 10.41%
- YTD
- -27.98%
- 6M
- -28.69%
- 1Y
- 73.97%
- 3Y*
- 18.73%
- 5Y*
- -25.98%
- 10Y*
- 5.57%
LLY
- 1D
- -1.67%
- 1M
- 10.66%
- YTD
- -0.64%
- 6M
- 2.07%
- 1Y
- 43.44%
- 3Y*
- 34.95%
- 5Y*
- 40.65%
- 10Y*
- 32.48%
W vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
W Wayfair Inc. | -27.98% | 126.56% | -28.17% | 87.60% | -82.69% | -15.87% | 149.87% | 0.32% | 12.22% | 129.02% |
LLY Eli Lilly and Company | -0.64% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between W and LLY is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2014 | 0.13 |
Fundamentals
W:
$9.47B
LLY:
$953.37B
W:
-$2.34
LLY:
$28.14
W:
0.74
LLY:
13.23
W:
$12.66B
LLY:
$72.25B
W:
$3.81B
LLY:
$59.75B
W:
$115.00M
LLY:
$32.97B
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Return for Risk
W vs. LLY — Risk / Return Rank
W
LLY
W vs. LLY - Risk-Adjusted Trends 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.
| W | LLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.15 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.71 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.92 | -0.46 |
Martin ratioReturn relative to average drawdown | 3.36 | 4.78 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| W | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.15 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 1.25 | -1.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 1.08 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.57 | -0.50 |
Drawdowns
W vs. LLY - Drawdown Comparison
The maximum W drawdown since its inception was -93.01%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for W and LLY.
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Drawdown Indicators
| W | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.01% | -68.24% | -24.77% |
Max Drawdown (1Y)Largest decline over 1 year | -51.78% | -23.64% | -28.14% |
Max Drawdown (3Y)Largest decline over 3 years | -71.49% | -34.48% | -37.01% |
Max Drawdown (5Y)Largest decline over 5 years | -92.75% | -34.48% | -58.27% |
Max Drawdown (10Y)Largest decline over 10 years | -93.01% | -34.48% | -58.53% |
Current DrawdownCurrent decline from peak | -79.07% | -5.56% | -73.51% |
Average DrawdownAverage peak-to-trough decline | -44.35% | -19.22% | -25.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.41% | 9.48% | +12.93% |
Volatility
W vs. LLY - Volatility Comparison
Wayfair Inc. (W) has a higher volatility of 19.10% compared to Eli Lilly and Company (LLY) at 9.11%. 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.
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Volatility by Period
| W | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.10% | 9.11% | +9.99% |
Volatility (6M)Calculated over the trailing 6-month period | 45.86% | 26.83% | +19.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.30% | 37.88% | +24.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.88% | 32.79% | +47.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.87% | 30.15% | +44.72% |
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 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.61% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
W vs. LLY - Profitability Comparison
W - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported a gross profit of 880.00M and revenue of 2.93B. Therefore, the gross margin over that period was 30.0%.
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%.
W - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported an operating income of -11.00M and revenue of 2.93B, resulting in an operating margin of -0.4%.
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%.
W - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported a net income of -105.00M and revenue of 2.93B, resulting in a net margin of -3.6%.
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
W and LLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
W has higher volatility (19.10%) compared to LLY (9.11%). In terms of maximum drawdown, W dropped -93.01% vs LLY's -68.24%.
W currently has the higher Sharpe Ratio (1.19 vs 1.15), 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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