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Correlation Analysis

Eli Lilly & Co. vs PHILLIPS 66

LLY vs PSX

+0.870

Very strong positive

When one moves up, the other tends to follow.

LLY logo

Eli Lilly & Co.

LLY

Eli Lilly is a drug firm with a focus on neuroscience, cardiometabolic, cancer, and immunology. Lilly's key products include Verzenio for cancer; Mounjaro, Zepbound, Jardiance, Trulicity, Humalog, and Humulin for cardiometabolic; and Taltz and Olumiant for immunology.

Market cap 828.2B · 50,000 employees

PSX logo

PHILLIPS 66

PSX

Phillips 66 is an independent refiner that owns or holds interest in 10 refineries with a total crude throughput capacity of 2.0 million barrels per day, or mmb/d, at the end of 2025. The midstream segment comprises extensive transportation and NGL processing assets. It includes 70,000 miles of crude oil, refined petroleum product, NGL and natural gas pipeline systems, and a comprehensive set of refined petroleum product, NGL and crude oil terminals, gathering and processing plants and fractionation facilities and various other storage and loading facilities. Its CPChem chemical joint venture operates facilities primarily in the United States and the Middle East and produces olefins and polyolefins.

Market cap 71.1B · 12,600 employees

Apr 9, 2021 — Apr 7, 2026Daily1,254 data pointsStockStockHealthcareEnergy

Time Series

Relative Performance

Green: LLYGray: PSX36 of 1,254 points (sampled)

Who Moves First

PSX leads LLY by 6 days

PSX tends to move before LLY.

After testing 13 timing shifts, the strongest relationship was +0.872 (they moved in the same direction).

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

-0.089

12 periods · Return correlation when both series rose

Both Falling

N/A

4 periods · Return correlation when both series fell

Diverging

-0.552

19 periods · Return correlation when series moved apart

R-Squared

75.6%

Share of variance in one series explained by the other.

Trend Agreement

52.9%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [0.856, 0.883]

Scatter

XY Regression

1142004006008001,0001,14257.76080100120140160180183.4Eli Lilly & Co.PHILLIPS 66Data pointsFit (r = 0.87)

Pipeline

Data quality details

Pipeline Summary

1,254 paired data points survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

LLY logo

Eli Lilly & Co.

LLY

Market cap 828.2B · 50,000 employees

Stock · 1,254 raw → 1,254 prepared

Series B

PSX logo

PHILLIPS 66

PSX

Market cap 71.1B · 12,600 employees

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

11

Estimated crossover points between normalized spreads.

Slope

0.0823

Linear regression slope.

Intercept

65.1826

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

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