LLY vs. HBAR-USD
LLY (Eli Lilly and Company) is a stock, while HBAR-USD (HederaHashgraph) is a cryptocurrency. Over the past 5 years, LLY returned 39.59%/yr vs -16.92%/yr for HBAR-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
LLY vs. HBAR-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 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*
- —
LLY vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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 |
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Return for Risk
LLY vs. HBAR-USD — Risk / Return Rank
LLY
HBAR-USD
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.
| LLY | HBAR-USD | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| LLY | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.41% | -84.50% | +82.09% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -74.51% | +55.30% |
Ulcer IndexDepth 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.
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Volatility by Period
| LLY | HBAR-USD | Difference | |
|---|---|---|---|
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.
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