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BBC vs. LLY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BBC vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBC
Virtus LifeSci Biotech Clinical Trials ETF
7.95%63.77%-1.11%-1.80%-35.13%-22.31%30.32%63.81%-18.29%57.85%
LLY
Eli Lilly and Company
-14.27%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Returns By Period

In the year-to-date period, BBC achieves a 7.95% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, BBC has underperformed LLY with an annualized return of 8.41%, while LLY has yielded a comparatively higher 30.92% annualized return.


BBC

1D
7.67%
1M
-1.98%
YTD
7.95%
6M
55.07%
1Y
141.32%
3Y*
25.09%
5Y*
-3.63%
10Y*
8.41%

LLY

1D
3.74%
1M
-12.57%
YTD
-14.27%
6M
20.93%
1Y
12.19%
3Y*
39.90%
5Y*
39.16%
10Y*
30.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BBC vs. LLY — Risk / Return Rank

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

BBC
BBC Risk / Return Rank: 9797
Overall Rank
BBC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BBC Sortino Ratio Rank: 9797
Sortino Ratio Rank
BBC Omega Ratio Rank: 9595
Omega Ratio Rank
BBC Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBC Martin Ratio Rank: 9898
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 5151
Overall Rank
LLY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 4848
Sortino Ratio Rank
LLY Omega Ratio Rank: 4949
Omega Ratio Rank
LLY Calmar Ratio Rank: 5353
Calmar Ratio Rank
LLY Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBC vs. LLY - Risk-Adjusted Trends 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.


BBCLLYDifference

Sharpe ratio

Return per unit of total volatility

3.52

0.29

+3.23

Sortino ratio

Return per unit of downside risk

3.86

0.69

+3.17

Omega ratio

Gain probability vs. loss probability

1.47

1.10

+0.38

Calmar ratio

Return relative to maximum drawdown

6.54

0.42

+6.12

Martin ratio

Return relative to average drawdown

25.10

1.02

+24.08

BBC vs. LLY - Sharpe Ratio Comparison

The current BBC Sharpe Ratio is 3.52, which is higher than the LLY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BBC 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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Sharpe Ratios by Period


BBCLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

0.29

+3.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

1.23

-1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

1.04

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.56

-0.45

Correlation

The correlation between BBC and LLY is 0.29, 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.


Dividends

BBC vs. LLY - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 1.57%, more than LLY's 0.68% yield.


TTM20252024202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.57%1.70%1.00%0.34%0.00%0.00%0.00%0.00%0.00%2.09%0.00%0.51%
LLY
Eli Lilly and Company
0.68%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Drawdowns

BBC vs. LLY - Drawdown Comparison

The maximum BBC drawdown since its inception was -76.85%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for BBC and LLY.


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Drawdown Indicators


BBCLLYDifference

Max Drawdown

Largest peak-to-trough decline

-76.85%

-68.24%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-30.26%

+12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-72.58%

-34.48%

-38.10%

Max Drawdown (10Y)

Largest decline over 10 years

-76.85%

-34.48%

-42.37%

Current Drawdown

Current decline from peak

-30.71%

-17.00%

-13.71%

Average Drawdown

Average peak-to-trough decline

-37.30%

-19.25%

-18.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

12.39%

-7.34%

Volatility

BBC vs. LLY - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 13.21% compared to Eli Lilly and Company (LLY) at 9.04%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

9.04%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

26.21%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

40.92%

42.44%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.30%

32.14%

+7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.86%

29.80%

+8.06%