LLY vs. ADA-USD
LLY (Eli Lilly and Company) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, LLY returned 39.59%/yr vs -35.83%/yr for ADA-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
LLY vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than ADA-USD's -48.46% return.
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
LLY vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 1.17% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between LLY and ADA-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.06 |
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Return for Risk
LLY vs. ADA-USD — Risk / Return Rank
LLY
ADA-USD
LLY vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Cardano (ADA-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.
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.
| LLY | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.83 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.88 | +2.60 |
| Martin ratioReturn relative to average drawdown | 4.28 | -1.36 | +5.64 |
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Drawdowns
LLY vs. ADA-USD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for LLY and ADA-USD.
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Drawdown Indicators
| LLY | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -97.85% | +29.61% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -83.69% | +60.05% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -87.24% | +52.76% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -94.72% | +60.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -94.22% | +91.81% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -77.55% | +58.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 61.12% | -51.63% |
Volatility
LLY vs. ADA-USD - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 22.15% | -12.88% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 52.67% | -25.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 64.06% | -26.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 74.90% | -42.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 103.19% | -73.00% |
Frequently Asked Questions
LLY and ADA-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs ADA-USD's -97.85%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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