COMP <GO>
ILMN vs LLY // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Illumina Inc. (NASDAQ) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: ILMN 2
— LLY 12
■ METRIC PARITY
LAST: $290.06 (+0.44%) • MKT CAP: $43.80B
options-implied-move
—
LAST: $1,373.70 (+6.63%) • MKT CAP: $1.29T
options-implied-move
6.77%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (ILMN VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | ILMN | LLY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 66.10% | 83.64% | -17.54 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 18.20% | 32.36% | -14.16 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 47.5x | 36.4x | +11.08 | LLY | /valuation <GO> |
| Free Cash Flow Yield | 2.13% | 2.30% | -0.17 | LLY | /fcf-yield <GO> |
| Operating Margin | 18.60% | 40.21% | -21.61 | LLY | /operating-margins <GO> |
| Net Profit Margin | 19.60% | 31.90% | -12.30 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | -0.70% | 45.51% | -46.21 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.49% | -0.49 | LLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 9.52 | 9.29 | +0.23 | ILMN | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 9/9 | -1.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | 6.77% | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 57.1 | 66.6 | -9.50 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.16 | 0.51 | +0.65 | ILMN | /macro-sensitivity <GO> |
| Forward P/E Multiple | 47.9x | 26.3x | +21.65 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $43.80B | $1.29T | -$1.25T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | ILMN REV | LLY REV | ILMN GROSS % | LLY GROSS % | ILMN FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $4.34B | $65.18B | 66.1% | 83.0% | $931.0M | $16.81B |
| FY 2024 | $4.37B | $45.04B | 65.4% | 81.3% | $709.0M | $8.82B |
| FY 2023 | $4.50B | $34.12B | — | 79.3% | $275.3M | $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
ILMN // BETA 1.16
LLY // BETA 0.51