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LLY.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLY.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eli Lilly and Company (LLY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LLY.DE achieves a 7.08% return, which is significantly lower than EUNL.DE's 10.86% return. Over the past 10 years, LLY.DE has outperformed EUNL.DE with an annualized return of 32.87%, while EUNL.DE has yielded a comparatively lower 12.82% annualized return.


LLY.DE

1D
4.63%
1M
17.16%
YTD
7.08%
6M
13.15%
1Y
46.47%
3Y*
33.86%
5Y*
43.52%
10Y*
32.87%

EUNL.DE

1D
0.02%
1M
4.80%
YTD
10.86%
6M
11.29%
1Y
23.80%
3Y*
17.55%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLY.DE
Eli Lilly and Company
7.08%24.06%41.62%55.09%41.92%81.45%18.83%21.40%41.20%3.95%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%

Correlation

The correlation between LLY.DE and EUNL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2009

0.37

The correlation between LLY.DE and EUNL.DE shifts across timeframes, from 0.20 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LLY.DE vs. EUNL.DE — Risk / Return Rank

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

LLY.DE
LLY.DE Risk / Return Rank: 7474
Overall Rank
LLY.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LLY.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LLY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LLY.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LLY.DE Martin Ratio Rank: 7474
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

LLY.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.


LLY.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.24

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

1.95

3.64

-1.70

Martin ratioReturn relative to average drawdown

4.74

14.52

-9.78

LLY.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current LLY.DE Sharpe Ratio is 1.25, which is lower than the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of LLY.DE and EUNL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LLY.DEEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.12

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.90

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.84

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.82

-0.41

Drawdowns

LLY.DE vs. EUNL.DE - Drawdown Comparison

The maximum LLY.DE drawdown since its inception was -79.63%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for LLY.DE and EUNL.DE.


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Drawdown Indicators


LLY.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.63%

-33.63%

-46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.77%

-6.50%

-17.27%

Max Drawdown (3Y)

Largest decline over 3 years

-38.76%

-21.73%

-17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-21.73%

-17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-33.63%

-5.13%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-36.68%

-4.25%

-32.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

1.64%

+8.15%

Volatility

LLY.DE vs. EUNL.DE - Volatility Comparison

Eli Lilly and Company (LLY.DE) has a higher volatility of 10.20% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that LLY.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLY.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

2.62%

+7.58%

Volatility (6M)

Calculated over the trailing 6-month period

24.93%

7.72%

+17.21%

Volatility (1Y)

Calculated over the trailing 1-year period

37.08%

11.16%

+25.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.48%

14.17%

+19.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.77%

15.17%

+15.60%

Dividends

LLY.DE vs. EUNL.DE - Dividend Comparison

LLY.DE's dividend yield for the trailing twelve months is around 0.49%, while EUNL.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY.DE
Eli Lilly and Company
0.49%0.50%0.56%0.68%0.93%1.01%1.65%1.70%1.68%2.33%2.33%

Frequently Asked Questions


LLY.DE and EUNL.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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