LLY vs. BOTZ
LLY (Eli Lilly and Company) is a stock, while BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) is Robotics fund tracking the Indxx Global Robotics & Artificial Intelligence Thematic Index. Over the past 5 years, LLY returned 39.59%/yr vs 1.51%/yr for BOTZ. At a 0.24 correlation, their price movements are largely independent.
Performance
LLY vs. BOTZ - 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 BOTZ's 2.46% 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%
BOTZ
- 1D
- -0.38%
- 1M
- -9.73%
- YTD
- 2.46%
- 6M
- 2.47%
- 1Y
- 20.91%
- 3Y*
- 8.57%
- 5Y*
- 1.51%
- 10Y*
- —
LLY vs. BOTZ - 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% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 2.46% | 14.17% | 12.26% | 38.97% | -42.69% | 8.65% | 51.92% | 31.80% | -28.34% | 58.01% |
Correlation
The correlation between LLY and BOTZ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016 | 0.24 |
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Return for Risk
LLY vs. BOTZ — Risk / Return Rank
LLY
BOTZ
LLY vs. BOTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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 | BOTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.99 | +0.74 |
| Martin ratioReturn relative to average drawdown | 4.28 | 3.26 | +1.02 |
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Drawdowns
LLY vs. BOTZ - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for LLY and BOTZ.
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Drawdown Indicators
| LLY | BOTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -55.54% | -12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -19.34% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -29.02% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -55.54% | +21.06% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -10.83% | +8.42% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -18.29% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 5.84% | +3.65% |
Volatility
LLY vs. BOTZ - Volatility Comparison
Eli Lilly and Company (LLY) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) have volatilities of 9.27% and 8.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | BOTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 8.89% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 19.49% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 25.07% | +12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 26.90% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 25.79% | +4.40% |
Dividends
LLY vs. BOTZ - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than BOTZ's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.64% | 0.66% | 0.13% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 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 BOTZ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to BOTZ (8.89%). In terms of maximum drawdown, LLY dropped -68.24% vs BOTZ's -55.54%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.76), 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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