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

Correlation

The correlation between WGS and LLY is 0.07, 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

WGS vs. LLY - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
-76.39%
498.26%
WGS
LLY

Key characteristics

Sharpe Ratio

WGS:

15.11

LLY:

0.47

Sortino Ratio

WGS:

6.87

LLY:

0.86

Omega Ratio

WGS:

1.85

LLY:

1.11

Calmar Ratio

WGS:

18.18

LLY:

0.60

Martin Ratio

WGS:

146.91

LLY:

1.39

Ulcer Index

WGS:

12.31%

LLY:

10.48%

Daily Std Dev

WGS:

119.58%

LLY:

31.18%

Max Drawdown

WGS:

-99.85%

LLY:

-68.27%

Current Drawdown

WGS:

-91.04%

LLY:

-11.76%

Fundamentals

Market Cap

WGS:

$2.14B

LLY:

$759.27B

EPS

WGS:

-$3.02

LLY:

$11.74

Total Revenue (TTM)

WGS:

$209.81M

LLY:

$45.04B

Gross Profit (TTM)

WGS:

$119.35M

LLY:

$36.76B

EBITDA (TTM)

WGS:

-$38.88M

LLY:

$15.63B

Returns By Period

In the year-to-date period, WGS achieves a -0.66% return, which is significantly lower than LLY's 9.55% return.


WGS

YTD

-0.66%

1M

9.89%

6M

120.86%

1Y

1,411.88%

5Y*

N/A

10Y*

N/A

LLY

YTD

9.55%

1M

16.54%

6M

-8.13%

1Y

8.66%

5Y*

44.97%

10Y*

30.56%

*Annualized

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Risk-Adjusted Performance

WGS vs. LLY — Risk-Adjusted Performance Rank

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

WGS
The Risk-Adjusted Performance Rank of WGS is 9999
Overall Rank
The Sharpe Ratio Rank of WGS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of WGS is 9999
Sortino Ratio Rank
The Omega Ratio Rank of WGS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WGS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of WGS is 100100
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 5959
Overall Rank
The Sharpe Ratio Rank of LLY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6060
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.

WGS vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) 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 WGS, currently valued at 15.11, compared to the broader market-2.000.002.004.0015.110.47
The chart of Sortino ratio for WGS, currently valued at 6.87, compared to the broader market-6.00-4.00-2.000.002.004.006.006.870.86
The chart of Omega ratio for WGS, currently valued at 1.85, compared to the broader market0.501.001.502.001.851.11
The chart of Calmar ratio for WGS, currently valued at 18.18, compared to the broader market0.002.004.006.0018.180.60
The chart of Martin ratio for WGS, currently valued at 146.91, compared to the broader market-10.000.0010.0020.0030.00146.911.39
WGS
LLY

The current WGS Sharpe Ratio is 15.11, which is higher than the LLY Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of WGS 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 Ratio0.0010.0020.0030.0040.0050.00SeptemberOctoberNovemberDecember2025February
15.11
0.47
WGS
LLY

Dividends

WGS vs. LLY - Dividend Comparison

WGS has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.64%.


TTM20242023202220212020201920182017201620152014
WGS
GeneDx Holdings Corp.
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
0.64%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

WGS vs. LLY - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for WGS and LLY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.04%
-11.76%
WGS
LLY

Volatility

WGS vs. LLY - Volatility Comparison

GeneDx Holdings Corp. (WGS) has a higher volatility of 26.81% compared to Eli Lilly and Company (LLY) at 8.93%. This indicates that WGS'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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
26.81%
8.93%
WGS
LLY

Financials

WGS vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between GeneDx Holdings Corp. 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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