LEXCX vs. LLY
Compare and contrast key facts about Voya Corporate Leaders Trust Fund (LEXCX) and Eli Lilly and Company (LLY).
LEXCX is managed by Voya. It was launched on Nov 18, 1935.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEXCX or LLY.
Key characteristics
| LEXCX | LLY | |
|---|---|---|
| YTD Return | 6.12% | 38.97% |
| 1Y Return | 12.52% | 42.93% |
| 3Y Return (Ann) | 9.35% | 46.71% |
| 5Y Return (Ann) | 11.23% | 50.16% |
| 10Y Return (Ann) | 9.21% | 30.96% |
| Sharpe Ratio | 1.05 | 1.34 |
| Sortino Ratio | 1.53 | 1.96 |
| Omega Ratio | 1.18 | 1.26 |
| Calmar Ratio | 1.45 | 2.12 |
| Martin Ratio | 3.51 | 7.39 |
| Ulcer Index | 3.50% | 5.40% |
| Daily Std Dev | 11.78% | 29.61% |
| Max Drawdown | -50.42% | -68.27% |
| Current Drawdown | -7.41% | -16.03% |
Correlation
The correlation between LEXCX 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
LEXCX vs. LLY - Performance Comparison
In the year-to-date period, LEXCX achieves a 6.12% return, which is significantly lower than LLY's 38.97% return. Over the past 10 years, LEXCX has underperformed LLY with an annualized return of 9.21%, 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
LEXCX vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) 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
LEXCX vs. LLY - Dividend Comparison
LEXCX's dividend yield for the trailing twelve months is around 1.54%, more than LLY's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEXCX Voya Corporate Leaders Trust Fund | 1.54% | 1.58% | 1.65% | 1.54% | 1.91% | 2.78% | 2.03% | 1.79% | 3.93% | 2.37% | 5.64% | 1.53% |
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
LEXCX vs. LLY - Drawdown Comparison
The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for LEXCX and LLY. For additional features, visit the drawdowns tool.
Volatility
LEXCX vs. LLY - Volatility Comparison
The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.17%, while Eli Lilly and Company (LLY) has a volatility of 8.29%. This indicates that LEXCX 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.