LLY.DE vs. SMH
Compare and contrast key facts about Eli Lilly and Company (LLY.DE) and VanEck Vectors Semiconductor ETF (SMH).
SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY.DE or SMH.
Key characteristics
| LLY.DE | SMH | |
|---|---|---|
| YTD Return | 61.57% | 43.87% |
| 1Y Return | 47.76% | 74.13% |
| 3Y Return (Ann) | 60.54% | 25.60% |
| 5Y Return (Ann) | 55.98% | 35.91% |
| 10Y Return (Ann) | 35.72% | 30.11% |
| Sharpe Ratio | 1.82 | 2.05 |
| Sortino Ratio | 2.43 | 2.54 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 2.92 | 2.85 |
| Martin Ratio | 10.80 | 8.23 |
| Ulcer Index | 5.16% | 8.59% |
| Daily Std Dev | 30.79% | 34.45% |
| Max Drawdown | -79.63% | -95.73% |
| Current Drawdown | -3.02% | -10.56% |
Correlation
The correlation between LLY.DE and SMH is 0.12, 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
LLY.DE vs. SMH - Performance Comparison
In the year-to-date period, LLY.DE achieves a 61.57% return, which is significantly higher than SMH's 43.87% return. Over the past 10 years, LLY.DE has outperformed SMH with an annualized return of 35.72%, while SMH has yielded a comparatively lower 30.11% 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
LLY.DE vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY.DE) and VanEck Vectors Semiconductor ETF (SMH). 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
LLY.DE vs. SMH - Dividend Comparison
LLY.DE's dividend yield for the trailing twelve months is around 0.55%, more than SMH's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY.DE Eli Lilly and Company | 0.55% | 0.79% | 1.08% | 1.17% | 1.92% | 1.98% | 1.96% | 2.42% | 2.34% | 0.00% | 0.00% | 0.97% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
LLY.DE vs. SMH - Drawdown Comparison
The maximum LLY.DE drawdown since its inception was -79.63%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for LLY.DE and SMH. For additional features, visit the drawdowns tool.
Volatility
LLY.DE vs. SMH - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY.DE) is 7.00%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.57%. This indicates that LLY.DE experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.