ZVRA vs. LLY
ZVRA (Zevra Therapeutics Inc.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — ZVRA in Biotechnology, LLY in Drug Manufacturers - General. Over the past 10 years, ZVRA returned -17.62%/yr vs 32.12%/yr for LLY. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
ZVRA vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, ZVRA achieves a 6.14% return, which is significantly lower than LLY's 7.26% return. Over the past 10 years, ZVRA has underperformed LLY with an annualized return of -17.62%, while LLY has yielded a comparatively higher 32.12% annualized return.
ZVRA
- 1D
- -1.35%
- 1M
- -31.14%
- 6M
- 5.67%
- YTD
- 6.14%
- 1Y
- -14.40%
- 3Y*
- 24.74%
- 5Y*
- -1.18%
- 10Y*
- -17.62%
- ALL TIME*
- -23.23%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.62B | $2.84B | $3.35B | |
| $18.33M | $18.68M | $21.76M |
ZVRA vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZVRA Zevra Therapeutics Inc. | 6.14% | 7.43% | 27.33% | 42.70% | -47.30% | -22.23% | 84.70% | -78.71% | -56.05% | 37.29% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between ZVRA and LLY is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.12 |
Fundamentals
ZVRA:
$562.18M
LLY:
$1.08T
ZVRA:
$2.15
LLY:
$28.16
ZVRA:
4.43
LLY:
40.80
ZVRA:
4.50
LLY:
14.27
ZVRA:
2.78
LLY:
32.99
ZVRA:
$122.29M
LLY:
$72.25B
ZVRA:
$104.94M
LLY:
$59.75B
ZVRA:
$149.15M
LLY:
$32.97B
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Return for Risk
ZVRA vs. LLY — Risk / Return Rank
ZVRA
LLY
ZVRA vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zevra Therapeutics Inc. (ZVRA) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZVRA | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.28 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.44 | -2.80 |
| Martin ratioReturn relative to average drawdown | -0.65 | 6.60 | -7.25 |
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Drawdowns
ZVRA vs. LLY - Drawdown Comparison
The maximum ZVRA drawdown since its inception was -99.27%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ZVRA and LLY.
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Drawdown Indicators
| ZVRA | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.27% | -68.24% | -31.03% |
Max Drawdown (1Y)Largest decline over 1 year | -40.40% | -23.18% | -17.22% |
Max Drawdown (3Y)Largest decline over 3 years | -43.47% | -34.48% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -60.97% | -34.48% | -26.49% |
Max Drawdown (10Y)Largest decline over 10 years | -97.85% | -34.48% | -63.37% |
Current DrawdownCurrent decline from peak | -97.48% | -7.02% | -90.46% |
Average DrawdownAverage peak-to-trough decline | -86.53% | -19.17% | -67.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.22% | 8.56% | +13.66% |
Volatility
ZVRA vs. LLY - Volatility Comparison
Zevra Therapeutics Inc. (ZVRA) has a higher volatility of 29.44% compared to Eli Lilly and Company (LLY) at 8.88%. This indicates that ZVRA'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.
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Volatility by Period
| ZVRA | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.44% | 8.88% | +20.56% |
Volatility (6M)Calculated over the trailing 6-month period | 49.17% | 27.69% | +21.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.35% | 38.37% | +26.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.11% | 32.64% | +28.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.05% | 30.37% | +50.68% |
Dividends
ZVRA vs. LLY - Dividend Comparison
ZVRA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
ZVRA Zevra Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ZVRA vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Zevra Therapeutics 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
Frequently Asked Questions
ZVRA and LLY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZVRA has higher volatility (29.44%) compared to LLY (8.88%). In terms of maximum drawdown, ZVRA dropped -99.27% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.48 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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