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

Correlation

The correlation between BBC and LLY is 0.40, 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

BBC vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BBC:

87.01%

LLY:

38.01%

Max Drawdown

BBC:

-10.68%

LLY:

-68.27%

Current Drawdown

BBC:

-9.05%

LLY:

-23.23%

Returns By Period


BBC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

-4.68%

1M

0.29%

6M

-11.36%

1Y

-2.72%

5Y*

37.88%

10Y*

28.33%

*Annualized

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Risk-Adjusted Performance

BBC vs. LLY — Risk-Adjusted Performance Rank

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

BBC
The Risk-Adjusted Performance Rank of BBC is 11
Overall Rank
The Sharpe Ratio Rank of BBC is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BBC is 11
Sortino Ratio Rank
The Omega Ratio Rank of BBC is 11
Omega Ratio Rank
The Calmar Ratio Rank of BBC is 22
Calmar Ratio Rank
The Martin Ratio Rank of BBC is 11
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 3939
Overall Rank
The Sharpe Ratio Rank of LLY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3535
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3939
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.

BBC vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) 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.



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Dividends

BBC vs. LLY - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 1.39%, more than LLY's 0.74% yield.


TTM20242023202220212020201920182017201620152014
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

BBC vs. LLY - Drawdown Comparison

The maximum BBC drawdown since its inception was -10.68%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BBC and LLY. For additional features, visit the drawdowns tool.


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Volatility

BBC vs. LLY - Volatility Comparison


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