HXSCL vs. LLY

Last updated Jun 23, 2026

HXSCL (SK hynix, Inc.) and LLY (Eli Lilly and Company) are both stocks. HXSCL operates in Semiconductors (Technology), while LLY operates in Drug Manufacturers - General (Healthcare). At a 0.16 correlation, their price movements are largely independent.

Performance

HXSCL vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SK hynix, Inc. (HXSCL) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HXSCL

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLY

• 1D: 0.32%
• 1M: 3.48%
• YTD: 2.90%
• 6M: 2.73%
• 1Y: 45.51%
• 3Y*: 34.88%
• 5Y*: 39.70%
• 10Y*: 33.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HXSCL vs. LLY - Yearly Performance Comparison

	2026 (YTD)
HXSCL SK hynix, Inc.	27.27%
LLY Eli Lilly and Company	8.32%

Correlation

The correlation between HXSCL and LLY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 6, 2026	0.16

Return for Risk

HXSCL vs. LLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HXSCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LLY

LLY Risk / Return Rank: 75
LLY Sharpe Ratio Rank: 77
LLY Sortino Ratio Rank: 72
LLY Omega Ratio Rank: 74
LLY Calmar Ratio Rank: 75
LLY Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HXSCL vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK hynix, Inc. (HXSCL) 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.

	HXSCL	LLY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.21	—
Sortino ratio: Return per unit of downside risk	—	1.78	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.97	—
Martin ratio: Return relative to average drawdown	—	4.93	—

Drawdowns

HXSCL vs. LLY - Drawdown Comparison

The maximum HXSCL drawdown since its inception was 0.00%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for HXSCL and LLY.

Drawdown Indicators

	HXSCL	LLY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-68.24%	+68.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.18%	—
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 Drawdown Current decline from peak	0.00%	-5.07%	+5.07%
Average Drawdown Average peak-to-trough decline	0.00%	-19.20%	+19.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.26%	—

Volatility

Volatility by Period

	HXSCL	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.89%	—
Volatility (1Y) Calculated over the trailing 1-year period	45.64%	37.90%	+7.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.64%	32.46%	+13.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.64%	30.20%	+15.44%

Dividends

HXSCL vs. LLY - Dividend Comparison

HXSCL has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HXSCL SK hynix, Inc.	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	0.59%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Financials

Frequently Asked Questions

Can I hold both HXSCL and LLY in my portfolio?

HXSCL and LLY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.