PortfoliosLab logoPortfoliosLab logo
LLY vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

LLY vs. HBAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and HederaHashgraph (HBAR-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than HBAR-USD's -26.14% 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%

HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LLY
Eli Lilly and Company
5.78%40.25%33.30%60.91%34.26%66.08%31.04%20.03%
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between LLY and HBAR-USD is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.05

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. HBAR-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLY
LLY Risk / Return Rank: 7373
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLY Martin Ratio Rank: 7575
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLY vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and HederaHashgraph (HBAR-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.


LLYHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.22

0.93

+0.29

Calmar ratioReturn relative to maximum drawdown

1.72

-0.69

+2.41

Martin ratioReturn relative to average drawdown

4.28

-0.98

+5.26

LLY vs. HBAR-USD - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.07, which is higher than the HBAR-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of LLY and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LLY vs. HBAR-USD - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for LLY and HBAR-USD.


Loading charts...

Drawdown Indicators


LLYHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-97.58%

+29.34%

Max Drawdown (1Y)

Largest decline over 1 year

-23.64%

-73.39%

+49.75%

Max Drawdown (3Y)

Largest decline over 3 years

-34.48%

-79.29%

+44.81%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-92.79%

+58.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

Current Drawdown

Current decline from peak

-2.41%

-84.50%

+82.09%

Average Drawdown

Average peak-to-trough decline

-19.21%

-74.51%

+55.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

51.80%

-42.31%

Volatility

LLY vs. HBAR-USD - Volatility Comparison

The current volatility for Eli Lilly and Company (LLY) is 9.27%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LLYHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

16.33%

-7.06%

Volatility (6M)

Calculated over the trailing 6-month period

27.16%

43.30%

-16.14%

Volatility (1Y)

Calculated over the trailing 1-year period

38.01%

65.06%

-27.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.46%

85.17%

-52.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

108.57%

-78.38%

Frequently Asked Questions


LLY and HBAR-USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs HBAR-USD's -97.58%.

LLY currently has the higher Sharpe Ratio (1.07 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for LLY and HBAR-USD

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