CSPX.L vs. LLY
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 33.45%/yr for LLY. At a 0.20 correlation, their price movements are largely independent.
Performance
CSPX.L vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, CSPX.L has underperformed LLY with an annualized return of 15.24%, while LLY has yielded a comparatively higher 33.45% annualized return.
CSPX.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.86%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
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%
CSPX.L vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
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 CSPX.L and LLY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.20 |
The correlation between CSPX.L and LLY shifts across timeframes, from 0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSPX.L vs. LLY — Risk / Return Rank
CSPX.L
LLY
CSPX.L vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) 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.
| CSPX.L | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 1.72 | +1.26 |
| Martin ratioReturn relative to average drawdown | 12.45 | 4.28 | +8.17 |
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Drawdowns
CSPX.L vs. LLY - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CSPX.L and LLY.
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Drawdown Indicators
| CSPX.L | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -68.24% | +34.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -23.64% | +15.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -34.48% | +15.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -34.48% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -34.48% | +0.58% |
Current DrawdownCurrent decline from peak | -2.27% | -2.41% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -19.21% | +15.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 9.49% | -7.53% |
Volatility
CSPX.L vs. LLY - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that CSPX.L 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.
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Volatility by Period
| CSPX.L | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 9.27% | -5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 27.16% | -18.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 38.01% | -25.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 32.46% | -16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 30.19% | -13.97% |
Dividends
CSPX.L vs. LLY - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 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 | 0.57% | 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
CSPX.L and LLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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