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BTC-USD vs. LLY
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, BTC-USD has outperformed LLY with an annualized return of 57.23%, while LLY has yielded a comparatively lower 33.45% annualized return.


BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%

LLY

1D
-2.41%
1M
12.74%
YTD
5.78%
6M
10.64%
1Y
39.26%
3Y*
37.45%
5Y*
39.59%
10Y*
33.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
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 BTC-USD and LLY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2012

0.03

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Return for Risk

BTC-USD vs. LLY — Risk / Return Rank

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

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 7373
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLY Martin Ratio Rank: 7575
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.

BTC-USD vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.


BTC-USDLLYDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.87

1.22

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.77

1.72

-2.49

Martin ratioReturn relative to average drawdown

-1.33

4.28

-5.62

BTC-USD vs. LLY - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.92, which is lower than the LLY Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of BTC-USD and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTC-USD vs. LLY - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for BTC-USD and LLY.


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Drawdown Indicators


BTC-USDLLYDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-68.24%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-23.64%

-27.57%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-34.48%

-16.73%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-34.48%

-42.19%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-34.48%

-49.32%

Current Drawdown

Current decline from peak

-48.27%

-2.41%

-45.86%

Average Drawdown

Average peak-to-trough decline

-42.36%

-19.21%

-23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.16%

9.49%

+25.67%

Volatility

BTC-USD vs. LLY - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that BTC-USD'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


BTC-USDLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

9.27%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

27.16%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

35.59%

38.01%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.57%

32.46%

+12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.61%

30.19%

+26.42%

Frequently Asked Questions


BTC-USD and LLY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.97%) compared to LLY (9.27%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs LLY's -68.24%.

LLY currently has the higher Sharpe Ratio (1.07 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for BTC-USD and LLY

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