WWD vs. LLY

Last updated Apr 1, 2026

Compare and contrast key facts about Woodward, Inc. (WWD) and Eli Lilly and Company (LLY).

Performance

WWD vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woodward, Inc. (WWD) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

WWD vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WWD Woodward, Inc.	18.49%	82.58%	23.01%	41.97%	-11.09%	-9.43%	3.18%	60.42%	-2.23%	11.63%
LLY Eli Lilly and Company	-14.27%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%

Fundamentals

Market Cap WWD : $22.04B LLY : $825.96B
EPS WWD : $7.94 LLY : $22.96
PE Ratio WWD : 45.08 LLY : 40.06
PEG Ratio WWD : 1.75 LLY : 0.81
PS Ratio WWD : 5.81 LLY : 12.68
PB Ratio WWD : 8.52 LLY : 31.13
Total Revenue (TTM) WWD : $3.79B LLY : $65.18B
Gross Profit (TTM) WWD : $766.66M LLY : $54.62B
EBITDA (TTM) WWD : $498.98M LLY : $27.94B

Returns By Period

In the year-to-date period, WWD achieves a 18.49% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, WWD has underperformed LLY with an annualized return of 21.97%, while LLY has yielded a comparatively higher 30.92% annualized return.

WWD

• 1D: 4.80%
• 1M: -7.46%
• YTD: 18.49%
• 6M: 41.90%
• 1Y: 96.99%
• 3Y*: 55.23%
• 5Y*: 24.56%
• 10Y*: 21.97%

LLY

• 1D: 3.74%
• 1M: -12.57%
• YTD: -14.27%
• 6M: 20.93%
• 1Y: 12.19%
• 3Y*: 39.90%
• 5Y*: 39.16%
• 10Y*: 30.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WWD vs. LLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WWD

WWD Risk / Return Rank: 95
WWD Sharpe Ratio Rank: 95
WWD Sortino Ratio Rank: 95
WWD Omega Ratio Rank: 94
WWD Calmar Ratio Rank: 95
WWD Martin Ratio Rank: 96

LLY

LLY Risk / Return Rank: 51
LLY Sharpe Ratio Rank: 53
LLY Sortino Ratio Rank: 48
LLY Omega Ratio Rank: 49
LLY Calmar Ratio Rank: 53
LLY Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WWD vs. LLY - Risk-Adjusted Trends 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.

	WWD	LLY	Difference
Sharpe ratio Return per unit of total volatility	2.62	0.29	+2.33
Sortino ratio Return per unit of downside risk	3.42	0.69	+2.73
Omega ratio Gain probability vs. loss probability	1.48	1.10	+0.38
Calmar ratio Return relative to maximum drawdown	5.56	0.42	+5.15
Martin ratio Return relative to average drawdown	17.60	1.02	+16.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WWD vs. LLY - Sharpe Ratio Comparison

The current WWD Sharpe Ratio is 2.62, which is higher than the LLY Sharpe Ratio of 0.29. 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.

Sharpe Ratios by Period

	WWD	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	0.29	+2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	1.23	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	1.04	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.56	-0.10

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.

Dividends

WWD vs. LLY - Dividend Comparison

WWD's dividend yield for the trailing twelve months is around 0.32%, less than LLY's 0.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WWD Woodward, Inc.	0.32%	0.37%	0.60%	0.65%	0.79%	0.59%	0.43%	0.55%	0.77%	0.65%	0.64%	0.81%
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

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 -68.24%. Use the drawdown chart below to compare losses from any high point for WWD and LLY.

Drawdown Indicators

	WWD	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-83.18%	-68.24%	-14.94%
Max Drawdown (1Y) Largest decline over 1 year	-17.28%	-30.26%	+12.98%
Max Drawdown (5Y) Largest decline over 5 years	-37.64%	-34.48%	-3.16%
Max Drawdown (10Y) Largest decline over 10 years	-60.61%	-34.48%	-26.13%
Current Drawdown Current decline from peak	-11.09%	-17.00%	+5.91%
Average Drawdown Average peak-to-trough decline	-17.94%	-19.25%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.46%	12.39%	-6.93%

Volatility

WWD vs. LLY - Volatility Comparison

Woodward, Inc. (WWD) has a higher volatility of 13.20% compared to Eli Lilly and Company (LLY) at 9.04%. 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.

Volatility by Period

	WWD	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.20%	9.04%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	27.81%	26.21%	+1.60%
Volatility (1Y) Calculated over the trailing 1-year period	37.20%	42.44%	-5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.46%	32.14%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.02%	29.80%	+5.22%

Financials

WWD vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Woodward, Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Woodward, Inc. reported a gross profit of 0.00 and revenue of 996.45M. Therefore, the gross margin over that period was 0.0%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a gross profit of 16.41B and revenue of 19.29B. Therefore, the gross margin over that period was 85.1%.

WWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Woodward, Inc. reported an operating income of 0.00 and revenue of 996.45M, resulting in an operating margin of 0.0%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported an operating income of 8.78B and revenue of 19.29B, resulting in an operating margin of 45.5%.

WWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Woodward, Inc. reported a net income of 133.72M and revenue of 996.45M, resulting in a net margin of 13.4%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a net income of 6.64B and revenue of 19.29B, resulting in a net margin of 34.4%.