ZTS vs. LLY
Compare and contrast key facts about Zoetis Inc. (ZTS) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZTS or LLY.
Performance
ZTS vs. LLY - Performance Comparison
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
-9.73%
-8.51%
1.64%
1.93%
8.93%
15.82%
LLY
25.57%
-20.65%
-6.86%
23.70%
46.77%
29.39%
Fundamentals
ZTS | LLY | |
---|---|---|
Market Cap | $79.47B | $777.36B |
EPS | $5.32 | $9.24 |
PE Ratio | 33.11 | 88.62 |
PEG Ratio | 2.45 | 0.78 |
Total Revenue (TTM) | $9.15B | $40.86B |
Gross Profit (TTM) | $6.30B | $33.33B |
EBITDA (TTM) | $3.75B | $13.78B |
Key characteristics
ZTS | LLY | |
---|---|---|
Sharpe Ratio | 0.04 | 0.82 |
Sortino Ratio | 0.23 | 1.32 |
Omega Ratio | 1.03 | 1.17 |
Calmar Ratio | 0.02 | 1.01 |
Martin Ratio | 0.09 | 3.91 |
Ulcer Index | 10.70% | 6.22% |
Daily Std Dev | 25.23% | 29.81% |
Max Drawdown | -46.52% | -68.27% |
Current Drawdown | -26.68% | -24.13% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities