LLY.DE vs. SPY
Compare and contrast key facts about Eli Lilly and Company (LLY.DE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY.DE or SPY.
Key characteristics
| LLY.DE | SPY | |
|---|---|---|
| YTD Return | 59.95% | 23.66% |
| 1Y Return | 48.34% | 35.35% |
| 3Y Return (Ann) | 60.80% | 10.96% |
| 5Y Return (Ann) | 55.73% | 16.17% |
| 10Y Return (Ann) | 36.00% | 13.96% |
| Sharpe Ratio | 1.74 | 2.85 |
| Sortino Ratio | 2.35 | 3.80 |
| Omega Ratio | 1.31 | 1.52 |
| Calmar Ratio | 2.79 | 3.03 |
| Martin Ratio | 10.35 | 17.65 |
| Ulcer Index | 5.15% | 2.00% |
| Daily Std Dev | 30.89% | 12.40% |
| Max Drawdown | -79.63% | -55.19% |
| Current Drawdown | -3.99% | -0.35% |
Correlation
The correlation between LLY.DE and SPY is 0.19, 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. SPY - Performance Comparison
In the year-to-date period, LLY.DE achieves a 59.95% return, which is significantly higher than SPY's 23.66% return. Over the past 10 years, LLY.DE has outperformed SPY with an annualized return of 36.00%, while SPY has yielded a comparatively lower 13.96% 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY.DE) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
LLY.DE's dividend yield for the trailing twelve months is around 0.55%, less than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LLY.DE vs. SPY - Drawdown Comparison
The maximum LLY.DE drawdown since its inception was -79.63%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LLY.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
LLY.DE vs. SPY - Volatility Comparison
Eli Lilly and Company (LLY.DE) has a higher volatility of 6.97% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that LLY.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.