LLY vs. ETH-USD
LLY (Eli Lilly and Company) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, LLY returned 33.45%/yr vs 57.05%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
LLY vs. ETH-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 ETH-USD's -43.34% return. Over the past 10 years, LLY has underperformed ETH-USD with an annualized return of 33.45%, while ETH-USD has yielded a comparatively higher 57.05% 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%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
LLY vs. ETH-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% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between LLY and ETH-USD is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
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 Aug 7, 2015 | 0.04 |
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Return for Risk
LLY vs. ETH-USD — Risk / Return Rank
LLY
ETH-USD
LLY vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.96 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.52 | +2.24 |
| Martin ratioReturn relative to average drawdown | 4.28 | -0.89 | +5.17 |
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Drawdowns
LLY vs. ETH-USD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for LLY and ETH-USD.
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Drawdown Indicators
| LLY | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -94.01% | +25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -67.53% | +43.89% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -67.53% | +33.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -79.35% | +44.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -94.01% | +59.53% |
Current DrawdownCurrent decline from peak | -2.41% | -65.20% | +62.79% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -50.89% | +31.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 45.49% | -36.00% |
Volatility
LLY vs. ETH-USD - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 17.20% | -7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 46.29% | -19.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 56.08% | -18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 59.55% | -27.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 77.88% | -47.69% |
Frequently Asked Questions
LLY and ETH-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs ETH-USD's -94.01%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.52), 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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