WWD vs. LLY

In the year-to-date period, WWD achieves a 25.82% return, which is significantly lower than LLY's 37.49% return. Over the past 10 years, WWD has underperformed LLY with an annualized return of 13.78%, while LLY has yielded a comparatively higher 29.98% annualized return.

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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.

The current WWD Sharpe Ratio is 0.93, which is lower than the LLY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of WWD 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.

WWD's dividend yield for the trailing twelve months is around 0.59%, less than LLY's 0.65% yield.

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.

Woodward, Inc. (WWD) has a higher volatility of 8.83% compared to Eli Lilly and Company (LLY) at 7.96%. This indicates that WWD'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 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.