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

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.


-0.50.00.51.00.4

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
110.53%
1,068.48%
AGNG
LLY

Key characteristics

Sharpe Ratio

AGNG:

0.87

LLY:

1.18

Sortino Ratio

AGNG:

1.25

LLY:

1.78

Omega Ratio

AGNG:

1.15

LLY:

1.23

Calmar Ratio

AGNG:

1.12

LLY:

1.47

Martin Ratio

AGNG:

3.44

LLY:

4.28

Ulcer Index

AGNG:

2.93%

LLY:

8.29%

Daily Std Dev

AGNG:

11.64%

LLY:

30.04%

Max Drawdown

AGNG:

-30.58%

LLY:

-68.27%

Current Drawdown

AGNG:

-8.83%

LLY:

-19.89%

Returns By Period

In the year-to-date period, AGNG achieves a 6.70% return, which is significantly lower than LLY's 32.57% return.


AGNG

YTD

6.70%

1M

-1.53%

6M

0.51%

1Y

8.92%

5Y*

5.57%

10Y*

N/A

LLY

YTD

32.57%

1M

1.90%

6M

-12.87%

1Y

35.10%

5Y*

44.05%

10Y*

29.62%

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.


Sharpe ratio
The chart of Sharpe ratio for AGNG, currently valued at 0.87, compared to the broader market0.002.004.000.871.18
The chart of Sortino ratio for AGNG, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.251.78
The chart of Omega ratio for AGNG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.23
The chart of Calmar ratio for AGNG, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.121.47
The chart of Martin ratio for AGNG, currently valued at 3.44, compared to the broader market0.0020.0040.0060.0080.00100.003.444.28
AGNG
LLY

The current AGNG Sharpe Ratio is 0.87, which is comparable to the LLY Sharpe Ratio of 1.18. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.87
1.18
AGNG
LLY

Dividends

AGNG vs. LLY - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.74%, more than LLY's 0.68% yield.


TTM20232022202120202019201820172016201520142013
AGNG
Global X Aging Population ETF
0.74%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
0.68%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.83%
-19.89%
AGNG
LLY

Volatility

AGNG vs. LLY - Volatility Comparison

The current volatility for Global X Aging Population ETF (AGNG) is 3.54%, while Eli Lilly and Company (LLY) has a volatility of 7.16%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
7.16%
AGNG
LLY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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