COMP <GO>
NVO vs LLY // 10Y YIELD & FRED MACRO BETA
Novo Nordisk A/S (NYSE) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: NVO 3
— LLY 12
▲ 10Y YIELD & FRED MACRO BETA LEADER: NVO
LAST: $40.00 (+2.20%) • MKT CAP: $173.31B
macro-sensitivity
0.87
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
macro-sensitivity
0.51
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (NVO VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | NVO | 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) | 9.90% | 32.36% | -22.46 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | 36.4x | -15.42 | NVO | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | 2.30% | -0.09 | LLY | /fcf-yield <GO> |
| Operating Margin | 13.90% | 40.21% | -26.31 | LLY | /operating-margins <GO> |
| Net Profit Margin | 10.90% | 31.90% | -21.00 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 2.20% | 45.51% | -43.31 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.49% | -0.49 | LLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.74 | 9.29 | -5.55 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 9/9 | -2.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 6.50% | 6.77% | -0.27 | NVO | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 53.9 | 77.9 | -23.98 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta ACTIVE | 0.87 | 0.51 | +0.36 | NVO | /macro-sensitivity <GO> |
| Forward P/E Multiple | 30.5x | 26.3x | +4.25 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $173.31B | $1.33T | -$1.16T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | NVO REV | LLY REV | NVO GROSS % | LLY GROSS % | NVO FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | — | $65.18B | — | 83.0% | — | $16.81B |
| FY 2024 | — | $45.04B | — | 81.3% | — | $8.82B |
| FY 2023 | — | $34.12B | — | 79.3% | — | $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
NVO // BETA 0.87
LLY // BETA 0.51