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LILM vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

LILM vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lilium N.V. (LILM) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LILM

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

BTC-USD

1D
-5.18%
1M
-20.79%
YTD
-27.71%
6M
-32.32%
1Y
-40.02%
3Y*
32.61%
5Y*
11.41%
10Y*
60.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LILM vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)
LILM
Lilium N.V.
0.00%
BTC-USD
Bitcoin
-10.32%

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Return for Risk

LILM vs. BTC-USD — Risk / Return Rank

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

LILM

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
Martin Ratio Rank
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.

LILM vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lilium N.V. (LILM) and Bitcoin (BTC-USD). 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.


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

LILM vs. BTC-USD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LILMBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

Drawdowns

LILM vs. BTC-USD - Drawdown Comparison

The maximum LILM drawdown since its inception was 0.00%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LILM and BTC-USD.


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Drawdown Indicators


LILMBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-85.30%

+85.30%

Max Drawdown (1Y)

Largest decline over 1 year

-49.65%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

0.00%

-49.29%

+49.29%

Average Drawdown

Average peak-to-trough decline

0.00%

-42.27%

+42.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.73%

Volatility

LILM vs. BTC-USD - Volatility Comparison


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Volatility by Period


LILMBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

Volatility (6M)

Calculated over the trailing 6-month period

34.33%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

35.60%

-35.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

45.05%

-45.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

56.69%

-56.69%

Portfolio Optimizer

Find the right allocation for LILM and BTC-USD

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