GEME vs. LLY
GEME (Pacific North of South Global Emerging Markets Equity Active ETF) is Emerging Markets Equities fund actively managed by Pacific AM, while LLY (Eli Lilly and Company) is a stock. Over the past year, GEME returned 71.47% vs 39.26% for LLY. At a 0.17 correlation, their price movements are largely independent.
Performance
GEME vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, GEME achieves a 34.02% return, which is significantly higher than LLY's 5.78% return.
GEME
- 1D
- 1.27%
- 1M
- 0.45%
- YTD
- 34.02%
- 6M
- 38.52%
- 1Y
- 71.47%
- 3Y*
- —
- 5Y*
- —
- 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%
GEME vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 34.02% | 37.43% |
LLY Eli Lilly and Company | 5.78% | 43.60% |
Correlation
The correlation between GEME and LLY is 0.09, 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 | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.17 |
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Return for Risk
GEME vs. LLY — Risk / Return Rank
GEME
LLY
GEME vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) 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.
| GEME | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.22 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 5.12 | 1.72 | +3.39 |
| Martin ratioReturn relative to average drawdown | 19.06 | 4.28 | +14.77 |
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Drawdowns
GEME vs. LLY - Drawdown Comparison
The maximum GEME drawdown since its inception was -16.86%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for GEME and LLY.
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Drawdown Indicators
| GEME | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -68.24% | +51.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -23.64% | +10.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.48% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -4.44% | -2.41% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -19.21% | +16.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 9.49% | -5.88% |
Volatility
GEME vs. LLY - Volatility Comparison
Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a higher volatility of 9.90% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that GEME'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
| GEME | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.90% | 9.27% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 27.16% | -7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 38.01% | -15.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.65% | 32.46% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 30.19% | -6.54% |
Dividends
GEME vs. LLY - Dividend Comparison
GEME's dividend yield for the trailing twelve months is around 5.23%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 5.23% | 7.01% | 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
GEME and LLY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEME has higher volatility (9.90%) compared to LLY (9.27%). In terms of maximum drawdown, GEME dropped -16.86% vs LLY's -68.24%.
GEME currently has the higher Sharpe Ratio (3.05 vs 1.07), 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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