LLY vs. BTAL
LLY (Eli Lilly and Company) is a stock, while BTAL (AGF U.S. Market Neutral Anti-Beta Fund) is Equity Market Neutral fund actively managed by AGF. Over the past 10 years, LLY returned 32.37%/yr vs -4.60%/yr for BTAL. At a correlation of -0.11, they often move in opposite directions.
Performance
LLY vs. BTAL - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.08% return, which is significantly higher than BTAL's -15.84% return. Over the past 10 years, LLY has outperformed BTAL with an annualized return of 32.37%, while BTAL has yielded a comparatively lower -4.60% annualized return.
LLY
- 1D
- -2.73%
- 1M
- 4.40%
- 6M
- 10.82%
- YTD
- 7.08%
- 1Y
- 49.67%
- 3Y*
- 36.36%
- 5Y*
- 38.34%
- 10Y*
- 32.37%
- ALL TIME*
- 16.05%
BTAL
- 1D
- 0.00%
- 1M
- 10.49%
- 6M
- -12.25%
- YTD
- -15.84%
- 1Y
- -25.57%
- 3Y*
- -9.44%
- 5Y*
- -4.30%
- 10Y*
- -4.60%
- ALL TIME*
- -3.86%
LLY vs. BTAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.08% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
BTAL AGF U.S. Market Neutral Anti-Beta Fund | -15.84% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -13.86% | 1.07% | 15.13% | -2.13% |
Correlation
The correlation between LLY and BTAL 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 | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2011 | -0.11 |
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Return for Risk
LLY vs. BTAL — Risk / Return Rank
LLY
BTAL
LLY vs. BTAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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 | BTAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.83 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.74 | +2.90 |
| Martin ratioReturn relative to average drawdown | 5.36 | -1.39 | +6.75 |
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Drawdowns
LLY vs. BTAL - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for LLY and BTAL.
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Drawdown Indicators
| LLY | BTAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -52.70% | -15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -34.57% | +11.39% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -47.83% | +13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -47.83% | +13.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -52.70% | +18.22% |
Current DrawdownCurrent decline from peak | -7.18% | -47.55% | +40.37% |
Average DrawdownAverage peak-to-trough decline | -19.18% | -22.19% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 18.40% | -9.11% |
Volatility
LLY vs. BTAL - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 10.15% compared to AGF U.S. Market Neutral Anti-Beta Fund (BTAL) at 7.95%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | BTAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 7.95% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 27.46% | 17.50% | +9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.57% | 23.51% | +15.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.56% | 19.27% | +13.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.33% | 17.40% | +12.93% |
Dividends
LLY vs. BTAL - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than BTAL's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTAL AGF U.S. Market Neutral Anti-Beta Fund | 2.96% | 2.49% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.56% | 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 BTAL 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.
LLY has higher volatility (10.15%) compared to BTAL (7.95%). In terms of maximum drawdown, LLY dropped -68.24% vs BTAL's -52.70%.
LLY currently has the higher Sharpe Ratio (1.30 vs -1.09), 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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