WGS vs. LLY
WGS (GeneDx Holdings Corp.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — WGS in Health Information Services, LLY in Drug Manufacturers - General. Over the past 5 years, WGS returned -33.09%/yr vs 41.13%/yr for LLY. At a 0.10 correlation, their price movements are largely independent.
Performance
WGS vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, WGS achieves a -59.23% return, which is significantly lower than LLY's 0.72% return.
WGS
- 1D
- -0.21%
- 1M
- -21.95%
- YTD
- -59.23%
- 6M
- -66.94%
- 1Y
- -27.18%
- 3Y*
- 101.82%
- 5Y*
- -33.09%
- 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%
WGS vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WGS GeneDx Holdings Corp. | -59.23% | 69.22% | 2,694.91% | -68.41% | -94.09% | -59.60% | 12.65% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 14.21% |
Correlation
The correlation between WGS and LLY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2020 | 0.10 |
Fundamentals
WGS:
$1.56B
LLY:
$966.48B
WGS:
-$2.71
LLY:
$28.14
WGS:
3.44
LLY:
13.41
WGS:
6.12
LLY:
30.98
WGS:
$442.68M
LLY:
$72.25B
WGS:
$302.56M
LLY:
$59.75B
WGS:
-$51.08M
LLY:
$32.97B
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Return for Risk
WGS vs. LLY — Risk / Return Rank
WGS
LLY
WGS vs. LLY - Risk-Adjusted Trends 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.
| WGS | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.90 | -2.24 |
| Martin ratioReturn relative to average drawdown | -0.74 | 4.73 | -5.46 |
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
| WGS | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 1.19 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 1.26 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.57 | -0.83 |
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 -68.24%. Use the drawdown chart below to compare losses from any high point for WGS and LLY.
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Drawdown Indicators
| WGS | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.85% | -68.24% | -31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -79.40% | -23.64% | -55.76% |
Max Drawdown (3Y)Largest decline over 3 years | -84.28% | -34.48% | -49.80% |
Max Drawdown (5Y)Largest decline over 5 years | -99.73% | -34.48% | -65.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -93.78% | -4.26% | -89.52% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -19.22% | -64.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.97% | 9.49% | +27.48% |
Volatility
WGS vs. LLY - Volatility Comparison
GeneDx Holdings Corp. (WGS) has a higher volatility of 72.31% compared to Eli Lilly and Company (LLY) at 9.16%. 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.
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Volatility by Period
| WGS | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 72.31% | 9.16% | +63.15% |
Volatility (6M)Calculated over the trailing 6-month period | 83.67% | 26.81% | +56.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.86% | 37.88% | +45.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.84% | 32.79% | +77.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 107.46% | 30.14% | +77.32% |
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 0.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
WGS vs. LLY - Profitability Comparison
WGS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a gross profit of 68.21M and revenue of 102.25M. Therefore, the gross margin over that period was 66.7%.
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%.
WGS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported an operating income of -57.47M and revenue of 102.25M, resulting in an operating margin of -56.2%.
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%.
WGS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a net income of -63.32M and revenue of 102.25M, resulting in a net margin of -61.9%.
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
WGS and LLY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGS has higher volatility (72.31%) compared to LLY (9.16%). In terms of maximum drawdown, WGS dropped -99.85% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.19 vs -0.33), 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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