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

Key characteristics


WULFLLY
YTD Return76.67%59.23%
1Y Return145.09%57.18%
3Y Return (Ann)-43.00%60.11%
5Y Return (Ann)-4.19%55.02%
10Y Return (Ann)-12.15%32.89%
Sharpe Ratio1.181.82
Daily Std Dev123.13%30.43%
Max Drawdown-98.50%-68.27%
Current Drawdown-88.24%-3.78%

Fundamentals


WULFLLY
Market Cap$1.62B$831.73B
EPS-$0.18$8.13
Total Revenue (TTM)$120.25M$38.92B
Gross Profit (TTM)$37.24M$31.70B
EBITDA (TTM)$5.14M$17.93B

Correlation

-0.50.00.51.00.0

The correlation between WULF and LLY is 0.03, 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.

Performance

WULF vs. LLY - Performance Comparison

In the year-to-date period, WULF achieves a 76.67% return, which is significantly higher than LLY's 59.23% return. Over the past 10 years, WULF has underperformed LLY with an annualized return of -12.15%, while LLY has yielded a comparatively higher 32.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%AprilMayJuneJulyAugustSeptember
360.97%
16,760.33%
WULF
LLY

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Risk-Adjusted Performance

WULF vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) 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.


WULF
Sharpe ratio
The chart of Sharpe ratio for WULF, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.18
Sortino ratio
The chart of Sortino ratio for WULF, currently valued at 2.24, compared to the broader market-6.00-4.00-2.000.002.004.002.24
Omega ratio
The chart of Omega ratio for WULF, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for WULF, currently valued at 1.49, compared to the broader market0.001.002.003.004.005.001.49
Martin ratio
The chart of Martin ratio for WULF, currently valued at 4.83, compared to the broader market-10.00-5.000.005.0010.0015.0020.004.83
LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.82
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 2.56, compared to the broader market-6.00-4.00-2.000.002.004.002.56
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 2.95, compared to the broader market0.001.002.003.004.005.002.95
Martin ratio
The chart of Martin ratio for LLY, currently valued at 10.48, compared to the broader market-10.00-5.000.005.0010.0015.0020.0010.48

WULF vs. LLY - Sharpe Ratio Comparison

The current WULF Sharpe Ratio is 1.18, which is lower than the LLY Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of WULF and LLY.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00AprilMayJuneJulyAugustSeptember
1.18
1.82
WULF
LLY

Dividends

WULF vs. LLY - Dividend Comparison

WULF has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
WULF
TeraWulf Inc.
0.00%0.00%0.00%33.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.54%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Drawdowns

WULF vs. LLY - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for WULF and LLY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-88.24%
-3.78%
WULF
LLY

Volatility

WULF vs. LLY - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 30.70% compared to Eli Lilly and Company (LLY) at 6.56%. This indicates that WULF'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%AprilMayJuneJulyAugustSeptember
30.70%
6.56%
WULF
LLY

Financials

WULF vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between TeraWulf 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