LLY vs. NVDW
LLY (Eli Lilly and Company) is a stock, while NVDW (Roundhill NVDA WeeklyPay ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, LLY returned 44.67% vs 40.81% for NVDW. At a correlation of -0.01, they often move in opposite directions.
Performance
LLY vs. NVDW - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 3.36% return, which is significantly lower than NVDW's 6.30% return.
LLY
- 1D
- 0.45%
- 1M
- 3.95%
- YTD
- 3.36%
- 6M
- 3.66%
- 1Y
- 44.67%
- 3Y*
- 35.08%
- 5Y*
- 37.87%
- 10Y*
- 33.14%
NVDW
- 1D
- -4.59%
- 1M
- -8.60%
- YTD
- 6.30%
- 6M
- 4.41%
- 1Y
- 40.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLY vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLY Eli Lilly and Company | 3.36% | 46.22% |
NVDW Roundhill NVDA WeeklyPay ETF | 6.30% | 33.44% |
Correlation
The correlation between LLY and NVDW is -0.00, 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 | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | -0.01 |
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Return for Risk
LLY vs. NVDW — Risk / Return Rank
LLY
NVDW
LLY vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Roundhill NVDA WeeklyPay ETF (NVDW). 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 | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.61 | +0.33 |
| Martin ratioReturn relative to average drawdown | 4.84 | 3.72 | +1.12 |
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Drawdowns
LLY vs. NVDW - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for LLY and NVDW.
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Drawdown Indicators
| LLY | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -25.54% | -42.70% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -25.54% | +2.36% |
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 | -4.64% | -18.09% | +13.45% |
Average DrawdownAverage peak-to-trough decline | -19.20% | -8.50% | -10.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 11.01% | -1.75% |
Volatility
LLY vs. NVDW - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 8.54%, while Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 15.16%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than NVDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 15.16% | -6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 26.85% | 32.09% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.83% | 42.50% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.45% | 42.02% | -9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 42.02% | -11.82% |
Dividends
LLY vs. NVDW - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.58%, less than NVDW's 63.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
NVDW Roundhill NVDA WeeklyPay ETF | 63.83% | 38.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLY and NVDW have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDW has higher volatility (15.16%) compared to LLY (8.54%). In terms of maximum drawdown, LLY dropped -68.24% vs NVDW's -25.54%.
LLY currently has the higher Sharpe Ratio (1.19 vs 0.96), 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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