BBC vs. LLY
BBC (Virtus LifeSci Biotech Clinical Trials ETF) is Health & Biotech Equities fund tracking the LifeSci Biotechnology Clinical Trials Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, BBC returned 10.98%/yr vs 33.08%/yr for LLY. At a 0.29 correlation, their price movements are largely independent.
Performance
BBC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, BBC achieves a 23.79% return, which is significantly higher than LLY's 2.90% return. Over the past 10 years, BBC has underperformed LLY with an annualized return of 10.98%, while LLY has yielded a comparatively higher 33.08% annualized return.
BBC
- 1D
- 4.97%
- 1M
- 11.76%
- YTD
- 23.79%
- 6M
- 18.79%
- 1Y
- 151.23%
- 3Y*
- 26.34%
- 5Y*
- -0.15%
- 10Y*
- 10.98%
LLY
- 1D
- 0.32%
- 1M
- 3.48%
- YTD
- 2.90%
- 6M
- 2.73%
- 1Y
- 45.51%
- 3Y*
- 34.88%
- 5Y*
- 39.70%
- 10Y*
- 33.08%
BBC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBC Virtus LifeSci Biotech Clinical Trials ETF | 23.79% | 63.77% | -1.11% | -1.80% | -35.13% | -22.31% | 30.32% | 63.81% | -18.29% | 57.85% |
LLY Eli Lilly and Company | 2.90% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between BBC and LLY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2014 | 0.29 |
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Return for Risk
BBC vs. LLY — Risk / Return Rank
BBC
LLY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBC | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.24 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 10.08 | 1.97 | +8.10 |
| Martin ratioReturn relative to average drawdown | 29.53 | 4.93 | +24.60 |
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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
| BBC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.85% | -68.24% | -8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -23.18% | +8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -54.45% | -34.48% | -19.97% |
Max Drawdown (5Y)Largest decline over 5 years | -71.97% | -34.48% | -37.49% |
Max Drawdown (10Y)Largest decline over 10 years | -76.85% | -34.48% | -42.37% |
Current DrawdownCurrent decline from peak | -20.54% | -5.07% | -15.47% |
Average DrawdownAverage peak-to-trough decline | -37.09% | -19.20% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 9.26% | -4.12% |
Volatility
BBC vs. LLY - Volatility Comparison
Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 12.13% compared to Eli Lilly and Company (LLY) at 8.76%. 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
| BBC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 8.76% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 26.75% | 26.89% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.33% | 37.90% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.51% | 32.46% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.79% | 30.20% | +7.59% |
Dividends
BBC vs. LLY - Dividend Comparison
BBC's dividend yield for the trailing twelve months is around 1.37%, more than LLY's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBC Virtus LifeSci Biotech Clinical Trials ETF | 1.37% | 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 | 0.59% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Frequently Asked Questions
BBC and LLY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBC has higher volatility (12.13%) compared to LLY (8.76%). In terms of maximum drawdown, BBC dropped -76.85% vs LLY's -68.24%.
BBC currently has the higher Sharpe Ratio (4.20 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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