WULF vs. LLY

In the year-to-date period, WULF achieves a 243.33% return, which is significantly higher than LLY's 34.51% return. Over the past 10 years, WULF has underperformed LLY with an annualized return of -4.61%, while LLY has yielded a comparatively higher 29.35% annualized return.

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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.

The current WULF Sharpe Ratio is 2.94, which is higher than the LLY Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WULF 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.

WULF has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.67%.

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.

TeraWulf Inc. (WULF) has a higher volatility of 34.06% compared to Eli Lilly and Company (LLY) at 9.48%. 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.

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.