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AGNG vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGNG and LLY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AGNG vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Aging Population ETF (AGNG) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGNG:

0.49

LLY:

-0.23

Sortino Ratio

AGNG:

0.73

LLY:

-0.04

Omega Ratio

AGNG:

1.09

LLY:

0.99

Calmar Ratio

AGNG:

0.48

LLY:

-0.32

Martin Ratio

AGNG:

1.44

LLY:

-0.59

Ulcer Index

AGNG:

4.85%

LLY:

13.61%

Daily Std Dev

AGNG:

15.21%

LLY:

38.49%

Max Drawdown

AGNG:

-30.58%

LLY:

-68.27%

Current Drawdown

AGNG:

-5.03%

LLY:

-22.74%

Returns By Period

In the year-to-date period, AGNG achieves a 3.84% return, which is significantly higher than LLY's -4.09% return.


AGNG

YTD

3.84%

1M

1.13%

6M

-1.41%

1Y

6.39%

3Y*

6.99%

5Y*

5.99%

10Y*

N/A

LLY

YTD

-4.09%

1M

-6.92%

6M

-6.90%

1Y

-9.46%

3Y*

34.17%

5Y*

38.59%

10Y*

27.48%

*Annualized

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Global X Aging Population ETF

Eli Lilly and Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AGNG vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNG
The Risk-Adjusted Performance Rank of AGNG is 4242
Overall Rank
The Sharpe Ratio Rank of AGNG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of AGNG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of AGNG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AGNG is 4242
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 3535
Overall Rank
The Sharpe Ratio Rank of LLY is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3535
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3030
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGNG vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Aging Population ETF (AGNG) and Eli Lilly and Company (LLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current AGNG Sharpe Ratio is 0.49, which is higher than the LLY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AGNG and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGNG vs. LLY - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.80%, more than LLY's 0.76% yield.


TTM20242023202220212020201920182017201620152014
AGNG
Global X Aging Population ETF
0.80%0.83%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%0.00%0.00%
LLY
Eli Lilly and Company
0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

AGNG vs. LLY - Drawdown Comparison

The maximum AGNG drawdown since its inception was -30.58%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for AGNG and LLY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGNG vs. LLY - Volatility Comparison

The current volatility for Global X Aging Population ETF (AGNG) is 5.25%, while Eli Lilly and Company (LLY) has a volatility of 16.63%. This indicates that AGNG experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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