EZU vs. LLY
Compare and contrast key facts about iShares MSCI Eurozone ETF (EZU) and Eli Lilly and Company (LLY).
EZU is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jul 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZU or LLY.
Key characteristics
| EZU | LLY | |
|---|---|---|
| YTD Return | 6.34% | 38.97% |
| 1Y Return | 18.72% | 42.93% |
| 3Y Return (Ann) | 1.64% | 46.71% |
| 5Y Return (Ann) | 6.52% | 50.16% |
| 10Y Return (Ann) | 5.75% | 30.96% |
| Sharpe Ratio | 1.36 | 1.34 |
| Sortino Ratio | 1.94 | 1.96 |
| Omega Ratio | 1.24 | 1.26 |
| Calmar Ratio | 1.59 | 2.12 |
| Martin Ratio | 6.33 | 7.39 |
| Ulcer Index | 3.15% | 5.40% |
| Daily Std Dev | 14.63% | 29.61% |
| Max Drawdown | -66.37% | -68.27% |
| Current Drawdown | -6.36% | -16.03% |
Correlation
The correlation between EZU and LLY is 0.37, 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.
Performance
EZU vs. LLY - Performance Comparison
In the year-to-date period, EZU achieves a 6.34% return, which is significantly lower than LLY's 38.97% return. Over the past 10 years, EZU has underperformed LLY with an annualized return of 5.75%, while LLY has yielded a comparatively higher 30.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EZU vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Eurozone ETF (EZU) 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.
Dividends
EZU vs. LLY - Dividend Comparison
EZU's dividend yield for the trailing twelve months is around 2.82%, more than LLY's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZU iShares MSCI Eurozone ETF | 2.82% | 2.56% | 2.79% | 2.46% | 2.13% | 2.84% | 3.47% | 1.91% | 3.07% | 2.18% | 2.97% | 2.23% |
LLY Eli Lilly and Company | 0.62% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
EZU vs. LLY - Drawdown Comparison
The maximum EZU drawdown since its inception was -66.37%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for EZU and LLY. For additional features, visit the drawdowns tool.
Volatility
EZU vs. LLY - Volatility Comparison
The current volatility for iShares MSCI Eurozone ETF (EZU) is 3.46%, while Eli Lilly and Company (LLY) has a volatility of 8.29%. This indicates that EZU 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.