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

Key characteristics


AGNGLLY
YTD Return5.98%33.73%
1Y Return15.55%132.40%
3Y Return (Ann)3.78%63.38%
5Y Return (Ann)7.78%45.43%
Sharpe Ratio1.304.57
Daily Std Dev11.76%29.44%
Max Drawdown-30.58%-68.27%
Current Drawdown-1.45%-1.78%

Correlation

0.38
-1.001.00

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

In the year-to-date period, AGNG achieves a 5.98% return, which is significantly lower than LLY's 33.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
109.11%
1,078.69%
AGNG
LLY

Compare stocks, funds, or ETFs


Global X Aging Population ETF

Eli Lilly and Company

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGNG
Global X Aging Population ETF
1.30
LLY
Eli Lilly and Company
4.57

AGNG vs. LLY - Sharpe Ratio Comparison

The current AGNG Sharpe Ratio is 1.30, which is lower than the LLY Sharpe Ratio of 4.57. The chart below compares the 12-month rolling Sharpe Ratio of AGNG and LLY.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
1.30
4.57
AGNG
LLY

Dividends

AGNG vs. LLY - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.91%, more than LLY's 0.60% yield.


TTM20232022202120202019201820172016201520142013
AGNG
Global X Aging Population ETF
0.91%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

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%. The drawdown chart below compares losses from any high point along the way for AGNG and LLY


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.45%
-1.78%
AGNG
LLY

Volatility

AGNG vs. LLY - Volatility Comparison

The current volatility for Global X Aging Population ETF (AGNG) is 3.29%, while Eli Lilly and Company (LLY) has a volatility of 7.35%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
3.29%
7.35%
AGNG
LLY