WWD vs. LLY
Compare and contrast key facts about Woodward, Inc. (WWD) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WWD or LLY.
Key characteristics
| WWD | LLY | |
|---|---|---|
| YTD Return | 25.15% | 28.85% |
| 1Y Return | 27.80% | 27.57% |
| 3Y Return (Ann) | 14.72% | 44.09% |
| 5Y Return (Ann) | 8.80% | 47.80% |
| 10Y Return (Ann) | 13.49% | 29.62% |
| Sharpe Ratio | 0.92 | 0.93 |
| Sortino Ratio | 1.27 | 1.46 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 1.41 | 1.25 |
| Martin Ratio | 3.51 | 4.58 |
| Ulcer Index | 7.62% | 6.03% |
| Daily Std Dev | 28.96% | 29.63% |
| Max Drawdown | -83.18% | -68.27% |
| Current Drawdown | -9.30% | -22.14% |
Fundamentals
| WWD | LLY | |
|---|---|---|
| Market Cap | $10.45B | $777.36B |
| EPS | $5.99 | $9.24 |
| PE Ratio | 29.25 | 88.62 |
| PEG Ratio | 1.97 | 0.78 |
| Total Revenue (TTM) | $2.47B | $40.86B |
| Gross Profit (TTM) | $668.72M | $33.33B |
| EBITDA (TTM) | $400.42M | $13.78B |
Correlation
The correlation between WWD and LLY is 0.23, 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
WWD vs. LLY - Performance Comparison
In the year-to-date period, WWD achieves a 25.15% return, which is significantly lower than LLY's 28.85% return. Over the past 10 years, WWD has underperformed LLY with an annualized return of 13.49%, while LLY has yielded a comparatively higher 29.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WWD vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Woodward, Inc. (WWD) 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.
Dividends
WWD vs. LLY - Dividend Comparison
WWD's dividend yield for the trailing twelve months is around 0.57%, less than LLY's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WWD Woodward, Inc. | 0.57% | 0.65% | 0.79% | 0.59% | 0.43% | 0.55% | 0.77% | 0.65% | 0.64% | 0.81% | 0.65% | 0.70% |
LLY Eli Lilly and Company | 0.70% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
WWD vs. LLY - Drawdown Comparison
The maximum WWD drawdown since its inception was -83.18%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for WWD and LLY. For additional features, visit the drawdowns tool.
Volatility
WWD vs. LLY - Volatility Comparison
The current volatility for Woodward, Inc. (WWD) is 6.76%, while Eli Lilly and Company (LLY) has a volatility of 10.92%. This indicates that WWD experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WWD vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Woodward, 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