FNGS vs. LLY
Compare and contrast key facts about MicroSectors FANG+ ETN (FNGS) and Eli Lilly and Company (LLY).
FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNGS or LLY.
Key characteristics
| FNGS | LLY | |
|---|---|---|
| YTD Return | 16.51% | 30.61% |
| 1Y Return | 57.32% | 75.95% |
| 3Y Return (Ann) | 16.30% | 59.43% |
| Sharpe Ratio | 2.48 | 2.54 |
| Daily Std Dev | 23.74% | 29.80% |
| Max Drawdown | -48.98% | -68.27% |
| Current Drawdown | -1.46% | -4.07% |
Correlation
The correlation between FNGS and LLY is 0.23, 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
FNGS vs. LLY - Performance Comparison
In the year-to-date period, FNGS achieves a 16.51% return, which is significantly lower than LLY's 30.61% 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
FNGS vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) 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
FNGS vs. LLY - Dividend Comparison
FNGS has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | 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 | 0.47% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
FNGS vs. LLY - Drawdown Comparison
The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FNGS and LLY. For additional features, visit the drawdowns tool.
Volatility
FNGS vs. LLY - Volatility Comparison
The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.01%, while Eli Lilly and Company (LLY) has a volatility of 9.78%. This indicates that FNGS 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.