LLY vs. BTC-USD
LLY (Eli Lilly and Company) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, LLY returned 33.45%/yr vs 57.23%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
LLY vs. BTC-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 BTC-USD's -26.27% return. Over the past 10 years, LLY has underperformed BTC-USD with an annualized return of 33.45%, while BTC-USD has yielded a comparatively higher 57.23% 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%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
LLY vs. BTC-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% | 17.83% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between LLY and BTC-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.03 |
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Return for Risk
LLY vs. BTC-USD — Risk / Return Rank
LLY
BTC-USD
LLY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Bitcoin (BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.87 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.77 | +2.49 |
| Martin ratioReturn relative to average drawdown | 4.28 | -1.33 | +5.62 |
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Drawdowns
LLY vs. BTC-USD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LLY and BTC-USD.
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Drawdown Indicators
| LLY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -85.30% | +17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -51.21% | +27.57% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -51.21% | +16.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -76.67% | +42.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -83.80% | +49.32% |
Current DrawdownCurrent decline from peak | -2.41% | -48.27% | +45.86% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -42.36% | +23.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 35.16% | -25.67% |
Volatility
LLY vs. BTC-USD - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 11.97% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 34.64% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 35.59% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 44.57% | -12.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 56.61% | -26.42% |
Frequently Asked Questions
LLY and BTC-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs BTC-USD's -85.30%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.92), 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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