LLY vs. EGLN.L
LLY (Eli Lilly and Company) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, LLY returned 33.45%/yr vs 11.12%/yr for EGLN.L. At a 0.04 correlation, their price movements are largely independent.
Performance
LLY vs. EGLN.L - Performance Comparison
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Different Trading Currencies
LLY is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than EGLN.L's -2.27% return. Over the past 10 years, LLY has outperformed EGLN.L with an annualized return of 33.45%, while EGLN.L has yielded a comparatively lower 11.12% annualized return.
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
EGLN.L
- 1D
- 2.73%
- 1M
- -10.28%
- YTD
- -2.27%
- 6M
- -1.66%
- 1Y
- 24.16%
- 3Y*
- 29.23%
- 5Y*
- 17.39%
- 10Y*
- 11.12%
LLY vs. EGLN.L - 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% |
EGLN.L iShares Physical Gold ETC | -2.27% | 65.63% | 26.01% | 12.82% | -0.37% | -3.23% | 23.75% | 18.25% | -1.44% | 13.61% |
Correlation
The correlation between LLY and EGLN.L is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.04 |
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Return for Risk
LLY vs. EGLN.L — Risk / Return Rank
LLY
EGLN.L
LLY vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and iShares Physical Gold ETC (EGLN.L). 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 | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.06 | +0.66 |
| Martin ratioReturn relative to average drawdown | 4.28 | 3.23 | +1.05 |
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Drawdowns
LLY vs. EGLN.L - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than EGLN.L's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for LLY and EGLN.L.
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Drawdown Indicators
| LLY | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -59.11% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -22.68% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -22.68% | -11.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -22.68% | -11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -26.49% | -7.99% |
Current DrawdownCurrent decline from peak | -2.41% | -20.57% | +18.16% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -33.85% | +14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 7.44% | +2.05% |
Volatility
LLY vs. EGLN.L - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to iShares Physical Gold ETC (EGLN.L) at 7.25%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 7.25% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 21.66% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 24.87% | +13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 18.43% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 17.10% | +13.09% |
Dividends
LLY vs. EGLN.L - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, while EGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 EGLN.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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