LLY vs. DIVO

Last updated Aug 1, 2026

LLY (Eli Lilly and Company) is a stock, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 5 years, LLY returned 37.67%/yr vs 10.70%/yr for DIVO. Their 0.32 correlation means their historical movements had little consistent relationship.

Performance

LLY vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLY achieves a 7.26% return, which is significantly lower than DIVO's 8.38% return.

LLY

• 1D: -0.53%
• 1M: -3.60%
• 6M: 11.14%
• YTD: 7.26%
• 1Y: 56.33%
• 3Y*: 37.33%
• 5Y*: 37.67%
• 10Y*: 32.12%
• ALL TIME*: 16.04%

DIVO

• 1D: -0.02%
• 1M: 2.82%
• 6M: 5.32%
• YTD: 8.38%
• 1Y: 17.18%
• 3Y*: 14.53%
• 5Y*: 10.70%
• 10Y*: —
• ALL TIME*: 12.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIVO Amplify CWP Enhanced Dividend Income ETF	$39.08M	$36.10M	$38.51M
LLY Eli Lilly and Company	$2.62B	$2.84B	$3.35B

LLY vs. DIVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LLY Eli Lilly and Company	7.26%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%
DIVO Amplify CWP Enhanced Dividend Income ETF	8.38%	17.40%	16.22%	6.95%	-1.46%	22.87%	12.40%	24.90%	-3.18%	21.41%

Correlation

The correlation between LLY and DIVO is 0.17, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.17
Correlation (3Y) Balances recent behavior with more history.	0.27
Correlation (5Y) Shows whether the relationship held over a longer period.	0.32
Correlation (All Time) Calculated using the full available price history since Dec 14, 2016	0.32

The correlation between LLY and DIVO shifts across timeframes, from 0.17 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LLY vs. DIVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LLY

LLY Risk / Return Rank: 83
LLY Sharpe Ratio Rank: 85
LLY Sortino Ratio Rank: 81
LLY Omega Ratio Rank: 82
LLY Calmar Ratio Rank: 83
LLY Martin Ratio Rank: 84

DIVO

DIVO Risk / Return Rank: 81
DIVO Sharpe Ratio Rank: 81
DIVO Sortino Ratio Rank: 84
DIVO Omega Ratio Rank: 78
DIVO Calmar Ratio Rank: 80
DIVO Martin Ratio Rank: 80

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LLY vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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	DIVO	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.85	-0.37
Sortino ratio: Return per unit of downside risk	2.10	2.74	-0.64
Omega ratio: Gain probability vs. loss probability	1.28	1.33	-0.05
Calmar ratio: Return relative to maximum drawdown	2.44	2.90	-0.46
Martin ratio: Return relative to average drawdown	6.60	10.27	-3.66

LLY vs. DIVO - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.48, which is comparable to the DIVO Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LLY and DIVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LLY vs. DIVO - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for LLY and DIVO.

Drawdown Indicators

	LLY	DIVO	Difference
Max Drawdown Largest peak-to-trough decline	-68.24%	-30.04%	-38.20%
Max Drawdown (1Y) Largest decline over 1 year	-23.18%	-5.95%	-17.23%
Max Drawdown (3Y) Largest decline over 3 years	-34.48%	-12.12%	-22.36%
Max Drawdown (5Y) Largest decline over 5 years	-34.48%	-13.72%	-20.76%
Max Drawdown (10Y) Largest decline over 10 years	-34.48%	—	—
Current Drawdown Current decline from peak	-7.02%	-0.17%	-6.85%
Average Drawdown Average peak-to-trough decline	-19.17%	-2.58%	-16.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.56%	1.68%	+6.88%

Volatility

LLY vs. DIVO - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 8.88% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.86%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLY	DIVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	2.86%	+6.02%
Volatility (6M) Calculated over the trailing 6-month period	27.69%	7.22%	+20.47%
Volatility (1Y) Calculated over the trailing 1-year period	38.37%	9.32%	+29.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.64%	11.91%	+20.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.37%	14.77%	+15.60%

Dividends

LLY vs. DIVO - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.56%, less than DIVO's 6.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVO Amplify CWP Enhanced Dividend Income ETF	6.37%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	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

Can I hold both LLY and DIVO in my portfolio?

LLY and DIVO 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.

Which is riskier, LLY or DIVO?

LLY has higher volatility (8.88%) compared to DIVO (2.86%). In terms of maximum drawdown, LLY dropped -68.24% vs DIVO's -30.04%.

Which has better risk-adjusted returns?

DIVO currently has the higher Sharpe Ratio (1.85 vs 1.48), 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.