LLY vs. GSIB
LLY (Eli Lilly and Company) is a stock, while GSIB (Themes Global Systemically Important Banks ETF) is Financials Equities fund actively managed by Themes. Over the past year, LLY returned 56.33% vs 46.76% for GSIB. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
LLY vs. GSIB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 7.26% return, which is significantly lower than GSIB's 22.66% 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%
GSIB
- 1D
- -0.11%
- 1M
- 7.17%
- 6M
- 18.14%
- YTD
- 22.66%
- 1Y
- 46.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37M | $1.31M | $753.15K | |
| $2.62B | $2.84B | $3.35B |
LLY vs. GSIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 1.61% |
GSIB Themes Global Systemically Important Banks ETF | 22.66% | 61.67% | 32.86% | 1.75% |
Correlation
The correlation between LLY and GSIB is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | 0.13 |
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. GSIB — Risk / Return Rank
LLY
GSIB
LLY vs. GSIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Themes Global Systemically Important Banks ETF (GSIB). 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 | GSIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.38 | -0.94 |
| Martin ratioReturn relative to average drawdown | 6.60 | 11.87 | -5.27 |
Loading charts...
Drawdowns
LLY vs. GSIB - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for LLY and GSIB.
Loading charts...
Drawdown Indicators
| LLY | GSIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -17.71% | -50.53% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -13.90% | -9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -7.02% | -0.11% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -1.99% | -17.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 3.95% | +4.61% |
Volatility
LLY vs. GSIB - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 8.88% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.74%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | GSIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 5.74% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 14.93% | +12.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.37% | 17.90% | +20.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.64% | 18.46% | +14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 18.46% | +11.91% |
Dividends
LLY vs. GSIB - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than GSIB's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIB Themes Global Systemically Important Banks ETF | 1.55% | 1.91% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
LLY and GSIB 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.
LLY has higher volatility (8.88%) compared to GSIB (5.74%). In terms of maximum drawdown, LLY dropped -68.24% vs GSIB's -17.71%.
GSIB currently has the higher Sharpe Ratio (2.63 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.
Find the right allocation for LLY and GSIB
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