LLY vs. EDD
LLY (Eli Lilly and Company) is a stock, while EDD (Morgan Stanley Emerging Markets Domestic Fund) is Emerging Markets Bonds fund managed by Morgan Stanley. Over the past 10 years, LLY returned 32.12%/yr vs 5.50%/yr for EDD. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
LLY vs. EDD - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.26% return, which is significantly lower than EDD's 14.80% return. Over the past 10 years, LLY has outperformed EDD with an annualized return of 32.12%, while EDD has yielded a comparatively lower 5.50% annualized 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%
EDD
- 1D
- -0.17%
- 1M
- 0.69%
- 6M
- 6.55%
- YTD
- 14.80%
- 1Y
- 27.62%
- 3Y*
- 18.63%
- 5Y*
- 8.18%
- 10Y*
- 5.50%
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10M | $3.03M | $2.42M | |
| $2.62B | $2.84B | $3.35B |
LLY vs. EDD - 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% |
EDD Morgan Stanley Emerging Markets Domestic Fund | 14.80% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
Correlation
The correlation between LLY and EDD is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2007 | 0.19 |
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Return for Risk
LLY vs. EDD — Risk / Return Rank
LLY
EDD
LLY vs. EDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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 | EDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.57 | +0.87 |
| Martin ratioReturn relative to average drawdown | 6.60 | 5.03 | +1.57 |
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Drawdowns
LLY vs. EDD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for LLY and EDD.
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Drawdown Indicators
| LLY | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -59.38% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -17.67% | -5.51% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -17.67% | -16.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -32.04% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -42.70% | +8.22% |
Current DrawdownCurrent decline from peak | -7.02% | -2.84% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -24.06% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 5.50% | +3.06% |
Volatility
LLY vs. EDD - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 8.88% compared to Morgan Stanley Emerging Markets Domestic Fund (EDD) at 4.62%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 4.62% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 13.86% | +13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.37% | 16.72% | +21.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.64% | 15.57% | +17.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 17.66% | +12.71% |
Dividends
LLY vs. EDD - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than EDD's 10.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.82% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
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 EDD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to EDD (4.62%). In terms of maximum drawdown, LLY dropped -68.24% vs EDD's -59.38%.
EDD currently has the higher Sharpe Ratio (1.66 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.
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