LLII vs. LLY

Last updated Jul 17, 2026

LLII (REX LLY Growth & Income ETF) is Derivative Income fund actively managed by REX, while LLY (Eli Lilly and Company) is a stock. Their correlation of 0.92 suggests significant overlap in exposure.

Performance

LLII vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX LLY Growth & Income ETF (LLII) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLII achieves a 2.07% return, which is significantly lower than LLY's 9.16% return.

LLII

• 1D: 0.00%
• 1M: 0.00%
• 6M: 6.16%
• YTD: 2.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLY

• 1D: 1.08%
• 1M: 4.16%
• 6M: 13.57%
• YTD: 9.16%
• 1Y: 49.08%
• 3Y*: 38.75%
• 5Y*: 39.45%
• 10Y*: 32.90%

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

LLII vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025
LLII REX LLY Growth & Income ETF	2.07%	19.74%
LLY Eli Lilly and Company	9.16%	20.05%

Correlation

The correlation between LLII and LLY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.92

Return for Risk

LLII vs. LLY — Risk / Return Rank

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

LLII

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

LLY

LLY Risk / Return Rank: 79
LLY Sharpe Ratio Rank: 81
LLY Sortino Ratio Rank: 77
LLY Omega Ratio Rank: 78
LLY Calmar Ratio Rank: 79
LLY Martin Ratio Rank: 80

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.

LLII vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) 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.

	LLII	LLY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.28	—
Sortino ratio: Return per unit of downside risk	—	1.88	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	2.13	—
Martin ratio: Return relative to average drawdown	—	5.31	—

Drawdowns

LLII vs. LLY - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for LLII and LLY.

Drawdown Indicators

	LLII	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	-68.24%	+44.28%
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	-0.71%	-5.37%	+4.66%
Average Drawdown Average peak-to-trough decline	-8.63%	-19.18%	+10.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.28%	—

Volatility

Volatility by Period

	LLII	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	27.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.58%	38.64%	-3.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.58%	32.53%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.58%	30.31%	+5.27%

Dividends

LLII vs. LLY - Dividend Comparison

LLII has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.55%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLII REX LLY Growth & Income ETF	25.62%	5.13%	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	0.55%	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

Can I hold both LLII and LLY in my portfolio?

With a correlation of 0.92, LLII and LLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.