BSV vs. LLY
BSV (Vanguard Short-Term Bond Index Fund ETF Shares) is Short-Term Bond fund tracking the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, BSV returned 1.94%/yr vs 33.45%/yr for LLY. At a correlation of -0.06, they often move in opposite directions.
Performance
BSV vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSV achieves a 0.42% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, BSV has underperformed LLY with an annualized return of 1.94%, while LLY has yielded a comparatively higher 33.45% annualized return.
BSV
- 1D
- 0.00%
- 1M
- 0.41%
- YTD
- 0.42%
- 6M
- 0.75%
- 1Y
- 3.67%
- 3Y*
- 4.57%
- 5Y*
- 1.63%
- 10Y*
- 1.94%
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
BSV vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.42% | 6.00% | 3.78% | 4.90% | -5.49% | -1.09% | 4.70% | 4.98% | 1.34% | 1.20% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between BSV and LLY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.06 |
The correlation between BSV and LLY shifts across timeframes, from -0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSV vs. LLY — Risk / Return Rank
BSV
LLY
BSV vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) 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.
| BSV | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.72 | +1.07 |
| Martin ratioReturn relative to average drawdown | 9.42 | 4.28 | +5.14 |
Loading charts...
Drawdowns
BSV vs. LLY - Drawdown Comparison
The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for BSV and LLY.
Loading charts...
Drawdown Indicators
| BSV | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.54% | -68.24% | +59.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -23.64% | +22.35% |
Max Drawdown (3Y)Largest decline over 3 years | -1.53% | -34.48% | +32.95% |
Max Drawdown (5Y)Largest decline over 5 years | -8.54% | -34.48% | +25.94% |
Max Drawdown (10Y)Largest decline over 10 years | -8.54% | -34.48% | +25.94% |
Current DrawdownCurrent decline from peak | -0.50% | -2.41% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -0.97% | -19.21% | +18.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 9.49% | -9.11% |
Volatility
BSV vs. LLY - Volatility Comparison
The current volatility for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) is 0.57%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that BSV 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.
Loading charts...
Volatility by Period
| BSV | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 9.27% | -8.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 27.16% | -25.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.79% | 38.01% | -36.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 32.46% | -29.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 30.19% | -27.81% |
Dividends
BSV vs. LLY - Dividend Comparison
BSV's dividend yield for the trailing twelve months is around 3.99%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.99% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
LLY Eli Lilly and Company | 0.57% | 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
BSV and LLY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to BSV (0.57%). In terms of maximum drawdown, BSV dropped -8.54% vs LLY's -68.24%.
BSV currently has the higher Sharpe Ratio (2.01 vs 1.07), 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.
Find the right allocation for BSV and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer