LLY vs. FLIN
LLY (Eli Lilly and Company) is a stock, while FLIN (Franklin FTSE India ETF) is Asia Pacific Equities fund tracking the FTSE India RIC Capped Index. Over the past 5 years, LLY returned 39.59%/yr vs 3.89%/yr for FLIN. At a 0.19 correlation, their price movements are largely independent.
Performance
LLY vs. FLIN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than FLIN's -10.29% 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%
FLIN
- 1D
- 1.11%
- 1M
- -0.40%
- YTD
- -10.29%
- 6M
- -8.41%
- 1Y
- -10.13%
- 3Y*
- 5.77%
- 5Y*
- 3.89%
- 10Y*
- —
LLY vs. FLIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 54.62% |
FLIN Franklin FTSE India ETF | -10.29% | 2.40% | 10.33% | 20.58% | -7.96% | 24.96% | 14.50% | 4.77% | -7.13% |
Correlation
The correlation between LLY and FLIN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018 | 0.19 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLY vs. FLIN — Risk / Return Rank
LLY
FLIN
LLY vs. FLIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Franklin FTSE India ETF (FLIN). 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 | FLIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.88 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.61 | +2.33 |
| Martin ratioReturn relative to average drawdown | 4.28 | -1.44 | +5.72 |
Loading charts...
Drawdowns
LLY vs. FLIN - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for LLY and FLIN.
Loading charts...
Drawdown Indicators
| LLY | FLIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -41.90% | -26.34% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -18.79% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -22.85% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -22.85% | -11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -17.41% | +15.00% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -8.04% | -11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 7.93% | +1.56% |
Volatility
LLY vs. FLIN - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to Franklin FTSE India ETF (FLIN) at 4.11%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | FLIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 4.11% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 12.89% | +14.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 15.03% | +22.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 15.76% | +16.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 20.43% | +9.76% |
Dividends
LLY vs. FLIN - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than FLIN's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 0.62% | 0.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 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 FLIN 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.
LLY has higher volatility (9.27%) compared to FLIN (4.11%). In terms of maximum drawdown, LLY dropped -68.24% vs FLIN's -41.90%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.76), 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.
Find the right allocation for LLY and FLIN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer