Eli Lilly and Co (XSWX:LLY) 1-Year Sharpe Ratio: 1.10 (As of Jul. 14, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

XSWX:LLY Eli Lilly and Co XSWX:LLY
100 GF Score
Price CHF965.00
GF Value CHF1,133.11
Valuation Modestly Undervalued
! 5 Warning Signs
View Full Analysis

What is Eli Lilly and Co 1-Year Sharpe Ratio?

Eli Lilly and Co XSWX:LLY 100 1-Year Sharpe Ratio is 1.10 as of Jul. 14, 2026. GuruFocus rates XSWX:LLY with a GF Score™ of 100/100 and a GF Value™ of CHF1,133.11 (Modestly Undervalued). The stock has 5 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-14), Eli Lilly and Co's 1-Year Sharpe Ratio is 1.10.

Eli Lilly and Co  (XSWX:LLY) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Eli Lilly and Co 1-Year Sharpe Ratio Related Terms

XSWX:LLY vs JNJ, ABBV, MRK: 1-Year Sharpe Ratio Comparison

For the Drug Manufacturers - General subindustry, Eli Lilly and Co's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Eli Lilly and Co 1-Year Sharpe Ratio vs Drug Manufacturers Industry

For the Drug Manufacturers industry and Healthcare sector, Eli Lilly and Co's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Eli Lilly and Co's 1-Year Sharpe Ratio falls into.


XSWX:LLY
100GF Score
Eli Lilly and Co XSWX:LLY
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Eli Lilly and Co 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of 1.10 mean?
Eli Lilly and Co (XSWX:LLY) has a 1-Year Sharpe Ratio of 1.10 as of Jul. 14, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Eli Lilly and Co and its competitors.
Is Eli Lilly and Co's 1-Year Sharpe Ratio too high?
Eli Lilly and Co's current 1-Year Sharpe Ratio is 1.10. Overall, Eli Lilly and Co has a GF Score™ of 100/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Eli Lilly and Co's 1-Year Sharpe Ratio compare to JNJ and ABBV?
Eli Lilly and Co's 1-Year Sharpe Ratio of 1.10 can be compared against companies in the Drug Manufacturers industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Drug Manufacturers company?
A good 1-Year Sharpe Ratio depends on the Drug Manufacturers industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Eli Lilly and Co and its competitors. Eli Lilly and Co's current 1-Year Sharpe Ratio is 1.10. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Eli Lilly and Co stock overvalued right now?
Based on GuruFocus' analysis, Eli Lilly and Co (XSWX:LLY) is currently considered Modestly Undervalued. The stock's GF Value™ is CHF1,133.11, compared to a current price of CHF965.00 — trading 14.8% below its estimated fair value. The current 1-Year Sharpe Ratio is 1.10. Eli Lilly and Co's overall GF Score™ is 100/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Eli Lilly and Co (XSWX:LLY), the current 1-Year Sharpe Ratio is 1.10 as of Jul. 14, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Eli Lilly and Co (XSWX:LLY) Overvalued in 2026?

Based on GuruFocus' analysis, Eli Lilly and Co stock appears to be undervalued. The current stock price of CHF965.00 is trading 14.8% below its estimated GF Value™ of CHF1,133.11. GuruFocus considers Eli Lilly and Co to be Modestly Undervalued.

Key valuation signals for XSWX:LLY:

  • 1-Year Sharpe Ratio: 1.10
  • GF Value™: CHF1,133.11 vs. price of CHF965.00 (14.8% below fair value)
  • GF Score™: 100/100 with 5 warning signs

No single metric tells the full story. See the XSWX:LLY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Eli Lilly and Co Business Description

Address Lilly Corporate Center, Indianapolis, IN, USA, 46285
Eli Lilly is a drug firm with a focus on neuroscience, cardiometabolic, cancer, and immunology. Lilly's key products include Verzenio and Jaypirca for cancer; Mounjaro, Zepbound, Foundayo, Jardiance, Trulicity, Humalog, and Humulin for cardiometabolic; and Taltz and Olumiant for immunology.
100GF Score

Get the complete analysis for XSWX:LLY

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

CHF965.00
Price
CHF1,133.11
GF Value