COMP <GO>
LLY vs ABBV // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Eli Lilly and Company (NYSE) VS. AbbVie Inc. (NYSE) • 15-METRIC TALLY: LLY 11
— ABBV 4
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: LLY
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
options-implied-move
6.77%
LAST: $294.89 (+1.41%) • MKT CAP: $513.86B
options-implied-move
7.40%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (LLY VS. ABBV)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | LLY | ABBV | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 83.64% | 70.20% | +13.44 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 32.36% | 29.00% | +3.36 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 36.4x | 33.3x | +3.12 | ABBV | /valuation <GO> |
| Free Cash Flow Yield | 2.30% | 3.47% | -1.17 | ABBV | /fcf-yield <GO> |
| Operating Margin | 40.21% | 24.60% | +15.61 | LLY | /operating-margins <GO> |
| Net Profit Margin | 31.90% | 6.90% | +25.00 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 45.51% | 8.60% | +36.91 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.49% | 2.27% | -1.78 | ABBV | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 9.29 | 5.33 | +3.96 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 7/9 | +2.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.77% | 7.40% | -0.63 | LLY | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 77.9 | 72.8 | +5.10 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.51 | 1.15 | -0.64 | ABBV | /macro-sensitivity <GO> |
| Forward P/E Multiple | 26.3x | 113.1x | -86.85 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $1.33T | $513.86B | $820.55B | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | LLY REV | ABBV REV | LLY GROSS % | ABBV GROSS % | LLY FCF | ABBV FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $65.18B | $61.16B | 83.0% | 70.2% | $16.81B | $17.82B |
| FY 2024 | $45.04B | $56.33B | 81.3% | 70.0% | $8.82B | $17.83B |
| FY 2023 | $34.12B | $54.32B | 79.3% | 44.0% | $4.24B | $20.39B |
| FY 2022 | $28.54B | — | 76.8% | — | $7.59B | — |
| FY 2021 | $28.32B | — | 74.2% | — | $7.37B | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
LLY // BETA 0.51
ABBV // BETA 1.15