COMP <GO>
HUM vs LLY // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Humana Inc. (NYSE) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: HUM 4
— LLY 11
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: HUM
LAST: $414.50 (-0.73%) • MKT CAP: $50.14B
options-implied-move
6.50%
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
options-implied-move
6.77%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (HUM VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | HUM | LLY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 83.64% | -42.64 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 8.30% | 32.36% | -24.06 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 18.4x | 36.4x | -18.02 | HUM | /valuation <GO> |
| Free Cash Flow Yield | 0.75% | 2.30% | -1.55 | LLY | /fcf-yield <GO> |
| Operating Margin | 2.10% | 40.21% | -38.11 | LLY | /operating-margins <GO> |
| Net Profit Margin | 0.90% | 31.90% | -31.00 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 10.10% | 45.51% | -35.41 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.86% | 0.49% | +0.37 | HUM | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 5.03 | 9.29 | -4.26 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 9/9 | -2.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.50% | 6.77% | -0.27 | HUM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 52.2 | 77.9 | -25.70 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.88 | 0.51 | +0.37 | HUM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 39.2x | 26.3x | +12.95 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $50.14B | $1.33T | -$1.28T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | HUM REV | LLY REV | HUM GROSS % | LLY GROSS % | HUM FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $129.66B | $65.18B | 44.0% | 83.0% | $375.0M | $16.81B |
| FY 2024 | $117.76B | $45.04B | 44.0% | 81.3% | $2.39B | $8.82B |
| FY 2023 | $106.37B | $34.12B | 44.0% | 79.3% | -$805.8M | $4.24B |
| FY 2022 | — | $28.54B | — | 76.8% | — | $7.59B |
| FY 2021 | — | $28.32B | — | 74.2% | — | $7.37B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
HUM // BETA 0.88
LLY // BETA 0.51