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US Market Closed: May 26, 12:26 PM 2012  
005380 000270 012330 FNMFO 051910 032830 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for LLY and SNY ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Eli Lilly & Co.  and   SanofiAventis
Check Correlation Matrix  
Daily Returns (%)
LLY  SNY  
Timeline
Considering 30-days investment horizon, Eli Lilly & is expected to generate 0.52 times more return on investment than SanofiAventis. However, Eli Lilly & is 1.92 times less risky than SanofiAventis. It trades about 0.04 of its potential returns per unit of risk. SanofiAventis is currently generating about -0.31 per unit of risk. If you would invest 4,130 in Eli Lilly & on April 26, 2012 and sell it today you would lose (19.00) from holding Eli Lilly & or give up 0.46% of portfolio value over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding Eli Lilly & Co. and SanofiAventis in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

0.26
 Parameters
Time Period1 Month [change]
DirectionPositive SNY Moved Up vs LLY
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
LLY  SNY  

Eli Lilly &

 
    
    
Eli Lilly
Performance
1
Out Of
100
Over 30
Days
99% of all equities and portfolios perform better than Eli Lilly &. Compared with the overall equity markets, risk-adjusted returns on investments in Eli Lilly & are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
    
    
Johnson & Johnson vs. Eli Lilly &
Pfizer Inc. vs. Eli Lilly &
Novartis AG vs. Eli Lilly &
Merck & Inc. vs. Eli Lilly &
GlaxoSmithKline plc vs. Eli Lilly &
Abbott Laboratories vs. Eli Lilly &
  

SanofiAventis

 
    
    
SanofiAventis
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days SanofiAventis has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Johnson & Johnson vs. SanofiAventis
Pfizer Inc. vs. SanofiAventis
Novartis AG vs. SanofiAventis
Merck & Inc. vs. SanofiAventis
GlaxoSmithKline plc vs. SanofiAventis
Abbott Laboratories vs. SanofiAventis
       


 

 
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