FLIN vs. LLY
FLIN (Franklin FTSE India ETF) is Asia Pacific Equities fund tracking the FTSE India RIC Capped Index, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, FLIN returned 3.89%/yr vs 39.59%/yr for LLY. At a 0.19 correlation, their price movements are largely independent.
Performance
FLIN vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, FLIN achieves a -10.29% return, which is significantly lower than LLY's 5.78% return.
FLIN
- 1D
- 1.11%
- 1M
- -0.40%
- YTD
- -10.29%
- 6M
- -8.41%
- 1Y
- -10.13%
- 3Y*
- 5.77%
- 5Y*
- 3.89%
- 10Y*
- —
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%
FLIN vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | -10.29% | 2.40% | 10.33% | 20.58% | -7.96% | 24.96% | 14.50% | 4.77% | -7.13% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 54.62% |
Correlation
The correlation between FLIN and LLY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018 | 0.19 |
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Return for Risk
FLIN vs. LLY — Risk / Return Rank
FLIN
LLY
FLIN vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) 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.
| FLIN | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.22 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.72 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.44 | 4.28 | -5.72 |
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Drawdowns
FLIN vs. LLY - Drawdown Comparison
The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FLIN and LLY.
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Drawdown Indicators
| FLIN | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -68.24% | +26.34% |
Max Drawdown (1Y)Largest decline over 1 year | -18.79% | -23.64% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -34.48% | +11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -34.48% | +11.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -17.41% | -2.41% | -15.00% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -19.21% | +11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 9.49% | -1.56% |
Volatility
FLIN vs. LLY - Volatility Comparison
The current volatility for Franklin FTSE India ETF (FLIN) is 4.11%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that FLIN 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
| FLIN | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 9.27% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 27.16% | -14.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 38.01% | -22.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 32.46% | -16.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 30.19% | -9.76% |
Dividends
FLIN vs. LLY - Dividend Comparison
FLIN's dividend yield for the trailing twelve months is around 0.62%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 0.62% | 0.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 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
FLIN and LLY have a correlation of 0.17, 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 FLIN (4.11%). In terms of maximum drawdown, FLIN dropped -41.90% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.76), 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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