AGNG vs. LLY
Compare and contrast key facts about Global X Aging Population ETF (AGNG) and Eli Lilly and Company (LLY).
AGNG is a passively managed fund by Global X that tracks the performance of the Indxx Aging Population Thematic Index. It was launched on May 9, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGNG or LLY.
Key characteristics
| AGNG | LLY | |
|---|---|---|
| YTD Return | 11.50% | 39.94% |
| 1Y Return | 22.11% | 33.55% |
| 3Y Return (Ann) | 2.79% | 47.75% |
| 5Y Return (Ann) | 7.24% | 50.37% |
| Sharpe Ratio | 2.09 | 1.14 |
| Sortino Ratio | 2.90 | 1.72 |
| Omega Ratio | 1.36 | 1.23 |
| Calmar Ratio | 1.59 | 1.75 |
| Martin Ratio | 11.57 | 5.68 |
| Ulcer Index | 2.12% | 5.87% |
| Daily Std Dev | 11.76% | 29.26% |
| Max Drawdown | -30.58% | -68.27% |
| Current Drawdown | -4.73% | -15.44% |
Correlation
The correlation between AGNG and LLY is 0.37, 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 11.50% return, which is significantly lower than LLY's 39.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Dividends
AGNG vs. LLY - Dividend Comparison
AGNG's dividend yield for the trailing twelve months is around 0.71%, more than LLY's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNG Global X Aging Population ETF | 0.71% | 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 | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 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%. Use the drawdown chart below to compare losses from any high point for AGNG and LLY. For additional features, visit the drawdowns tool.
Volatility
AGNG vs. LLY - Volatility Comparison
The current volatility for Global X Aging Population ETF (AGNG) is 3.52%, while Eli Lilly and Company (LLY) has a volatility of 9.78%. 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.