LLY vs. ANXU.L
LLY (Eli Lilly and Company) is a stock, while ANXU.L (Amundi Nasdaq-100 UCITS USD) is Nasdaq-100 fund tracking the Russell 1000 Growth TR USD. Over the past 10 years, LLY returned 33.45%/yr vs 21.68%/yr for ANXU.L. At a 0.27 correlation, their price movements are largely independent.
Performance
LLY vs. ANXU.L - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than ANXU.L's 16.81% return. Over the past 10 years, LLY has outperformed ANXU.L with an annualized return of 33.45%, while ANXU.L has yielded a comparatively lower 21.68% annualized 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%
ANXU.L
- 1D
- 3.02%
- 1M
- 0.06%
- YTD
- 16.81%
- 6M
- 18.06%
- 1Y
- 36.71%
- 3Y*
- 26.40%
- 5Y*
- 16.87%
- 10Y*
- 21.68%
LLY vs. ANXU.L - 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% | 17.83% |
ANXU.L Amundi Nasdaq-100 UCITS USD | 16.81% | 19.86% | 26.74% | 56.50% | -33.24% | 27.99% | 48.47% | 39.48% | -1.06% | 32.58% |
Correlation
The correlation between LLY and ANXU.L is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2010 | 0.27 |
The correlation between LLY and ANXU.L shifts across timeframes, from -0.05 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY vs. ANXU.L — Risk / Return Rank
LLY
ANXU.L
LLY vs. ANXU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Amundi Nasdaq-100 UCITS USD (ANXU.L). 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 | ANXU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.25 | -1.52 |
| Martin ratioReturn relative to average drawdown | 4.28 | 11.32 | -7.03 |
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Drawdowns
LLY vs. ANXU.L - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than ANXU.L's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for LLY and ANXU.L.
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Drawdown Indicators
| LLY | ANXU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -35.13% | -33.11% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -11.01% | -12.63% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -22.45% | -12.03% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -35.13% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -35.13% | +0.65% |
Current DrawdownCurrent decline from peak | -2.41% | -3.14% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -5.05% | -14.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 3.16% | +6.33% |
Volatility
LLY vs. ANXU.L - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to Amundi Nasdaq-100 UCITS USD (ANXU.L) at 6.29%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | ANXU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 6.29% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 12.80% | +14.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 16.52% | +21.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 20.84% | +11.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 20.12% | +10.07% |
Dividends
LLY vs. ANXU.L - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, while ANXU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANXU.L Amundi Nasdaq-100 UCITS USD | 0.00% | 0.00% | 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 | 0.57% | 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
LLY and ANXU.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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