COMP <GO>
LLY vs PM // ALTMAN Z-SCORE & DEBT/EQUITY
Eli Lilly and Company (NYSE) VS. Philip Morris International Inc (NYSE) • 15-METRIC TALLY: LLY 9
— PM 6
▲ ALTMAN Z-SCORE & DEBT/EQUITY LEADER: LLY
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
balance-sheet
9.29
LAST: $208.79 (+0.14%) • MKT CAP: $324.98B
balance-sheet
4.52
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (LLY VS. PM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | LLY | PM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 83.64% | 67.10% | +16.54 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 32.36% | 45.30% | -12.94 | PM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 36.4x | 21.7x | +14.72 | PM | /valuation <GO> |
| Free Cash Flow Yield | 2.30% | 3.28% | -0.98 | PM | /fcf-yield <GO> |
| Operating Margin | 40.21% | 36.60% | +3.61 | LLY | /operating-margins <GO> |
| Net Profit Margin | 31.90% | 27.90% | +4.00 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 45.51% | 7.30% | +38.21 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.49% | 2.65% | -2.16 | PM | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity ACTIVE | 9.29 | 4.52 | +4.77 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 8/9 | +1.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 6.77% | 6.70% | +0.07 | PM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 77.9 | 64.5 | +13.39 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.51 | 0.93 | -0.42 | PM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 26.3x | 26.6x | -0.35 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $1.33T | $324.98B | $1.01T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | LLY REV | PM REV | LLY GROSS % | PM GROSS % | LLY FCF | PM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $65.18B | $40.65B | 83.0% | 67.1% | $16.81B | $10.66B |
| FY 2024 | $45.04B | $37.88B | 81.3% | 64.8% | $8.82B | $10.77B |
| FY 2023 | $34.12B | $35.17B | 79.3% | 44.0% | $4.24B | $7.62B |
| 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
PM // BETA 0.93