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LEXCX vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

LEXCX vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders Trust Fund (LEXCX) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.40%
-6.96%
LEXCX
LLY

Returns By Period

In the year-to-date period, LEXCX achieves a 10.97% return, which is significantly lower than LLY's 29.49% return. Over the past 10 years, LEXCX has underperformed LLY with an annualized return of 9.51%, while LLY has yielded a comparatively higher 29.85% annualized return.


LEXCX

YTD

10.97%

1M

0.22%

6M

5.40%

1Y

14.89%

5Y (annualized)

12.39%

10Y (annualized)

9.51%

LLY

YTD

29.49%

1M

-17.38%

6M

-6.96%

1Y

26.84%

5Y (annualized)

47.22%

10Y (annualized)

29.85%

Key characteristics


LEXCXLLY
Sharpe Ratio1.230.92
Sortino Ratio1.851.44
Omega Ratio1.221.19
Calmar Ratio1.801.13
Martin Ratio4.234.10
Ulcer Index3.62%6.68%
Daily Std Dev12.44%29.89%
Max Drawdown-50.42%-68.27%
Current Drawdown-3.18%-21.76%

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Correlation

-0.50.00.51.00.4

The correlation between LEXCX and LLY is 0.36, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for LEXCX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.005.001.230.92
The chart of Sortino ratio for LEXCX, currently valued at 1.85, compared to the broader market0.005.0010.001.851.44
The chart of Omega ratio for LEXCX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.19
The chart of Calmar ratio for LEXCX, currently valued at 1.80, compared to the broader market0.005.0010.0015.0020.0025.001.801.13
The chart of Martin ratio for LEXCX, currently valued at 4.23, compared to the broader market0.0020.0040.0060.0080.00100.004.234.10
LEXCX
LLY

The current LEXCX Sharpe Ratio is 1.23, which is higher than the LLY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LEXCX and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.23
0.92
LEXCX
LLY

Dividends

LEXCX vs. LLY - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.47%, more than LLY's 0.69% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.47%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%
LLY
Eli Lilly and Company
0.69%0.78%1.07%1.23%1.75%1.96%1.95%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.18%
-21.76%
LEXCX
LLY

Volatility

LEXCX vs. LLY - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 5.47%, while Eli Lilly and Company (LLY) has a volatility of 11.78%. 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.47%
11.78%
LEXCX
LLY