Correlation Analysis
Eli Lilly & Co. vs Ross Stores Inc
LLY vs ROST
+0.824
Strong positive
When one moves up, the other tends to follow.
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
Ross Stores Inc
↗ROST
Ross Stores, founded in 1982, is a US-focused off-price apparel and home fashion retailer operating more than 2,100 stores across 43 states, primarily under the Ross Dress for Less banner, with a smaller footprint through DD's Discounts. In fiscal 2024, the company generated over $21 billion in sales. Ross offers branded apparel, footwear, accessories, and home goods at a 20%-60% discount to department and specialty store prices, sourcing closeouts and excess inventory from vendors worldwide.
Market cap 71.3B · 111,000 employees
Time Series
Relative Performance
Who Moves First
LLY leads ROST by 6 days
LLY tends to move before ROST.
After testing 13 timing shifts, the strongest relationship was +0.830 (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
+0.297
11 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-0.654
20 periods · Return correlation when series moved apart
R-Squared
67.9%
Share of variance in one series explained by the other.
Trend Agreement
57.4%
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: [0.805, 0.841]
Scatter
XY Regression
Pipeline
Data quality details
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
Eli Lilly & Co.
LLY
Market cap 828.2B · 50,000 employees
Stock · 1,254 raw → 1,254 prepared
Series B
Ross Stores Inc
ROST
Market cap 71.3B · 111,000 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
0.0861
Linear regression slope.
Intercept
78.6241
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 7 hours ago · ID: stock-lly-vs-stock-rost-daily