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

Performance

ZTS vs. LLY - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
1.65%
-6.86%
ZTS
LLY

Returns By Period

In the year-to-date period, ZTS achieves a -9.73% return, which is significantly lower than LLY's 25.57% return. Over the past 10 years, ZTS has underperformed LLY with an annualized return of 15.82%, while LLY has yielded a comparatively higher 29.39% annualized return.


ZTS

YTD

-9.73%

1M

-8.51%

6M

1.64%

1Y

1.93%

5Y (annualized)

8.93%

10Y (annualized)

15.82%

LLY

YTD

25.57%

1M

-20.65%

6M

-6.86%

1Y

23.70%

5Y (annualized)

46.77%

10Y (annualized)

29.39%

Fundamentals


ZTSLLY
Market Cap$79.47B$777.36B
EPS$5.32$9.24
PE Ratio33.1188.62
PEG Ratio2.450.78
Total Revenue (TTM)$9.15B$40.86B
Gross Profit (TTM)$6.30B$33.33B
EBITDA (TTM)$3.75B$13.78B

Key characteristics


ZTSLLY
Sharpe Ratio0.040.82
Sortino Ratio0.231.32
Omega Ratio1.031.17
Calmar Ratio0.021.01
Martin Ratio0.093.91
Ulcer Index10.70%6.22%
Daily Std Dev25.23%29.81%
Max Drawdown-46.52%-68.27%
Current Drawdown-26.68%-24.13%

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Correlation

-0.50.00.51.00.4

The correlation between ZTS and LLY is 0.38, 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.

Risk-Adjusted Performance

ZTS vs. LLY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ZTS, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.040.82
The chart of Sortino ratio for ZTS, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.231.32
The chart of Omega ratio for ZTS, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.17
The chart of Calmar ratio for ZTS, currently valued at 0.02, compared to the broader market0.002.004.006.000.021.01
The chart of Martin ratio for ZTS, currently valued at 0.09, compared to the broader market-10.000.0010.0020.0030.000.093.91
ZTS
LLY

The current ZTS Sharpe Ratio is 0.04, which is lower than the LLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ZTS 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.04
0.82
ZTS
LLY

Dividends

ZTS vs. LLY - Dividend Comparison

ZTS's dividend yield for the trailing twelve months is around 0.98%, more than LLY's 0.72% yield.


TTM20232022202120202019201820172016201520142013
ZTS
Zoetis Inc.
0.98%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
LLY
Eli Lilly and Company
0.72%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

ZTS vs. LLY - Drawdown Comparison

The maximum ZTS drawdown since its inception was -46.52%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ZTS and LLY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.68%
-24.13%
ZTS
LLY

Volatility

ZTS vs. LLY - Volatility Comparison

The current volatility for Zoetis Inc. (ZTS) is 8.25%, while Eli Lilly and Company (LLY) has a volatility of 10.97%. This indicates that ZTS 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.25%
10.97%
ZTS
LLY

Financials

ZTS vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Zoetis 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