LLY vs. SOL-USD
LLY (Eli Lilly and Company) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, LLY returned 39.59%/yr vs 12.17%/yr for SOL-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
LLY vs. SOL-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 SOL-USD's -44.76% 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%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
LLY vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 17.57% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between LLY and SOL-USD is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.05 |
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Return for Risk
LLY vs. SOL-USD — Risk / Return Rank
LLY
SOL-USD
LLY vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Solana (SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.91 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.72 | +2.44 |
| Martin ratioReturn relative to average drawdown | 4.28 | -1.16 | +5.44 |
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Drawdowns
LLY vs. SOL-USD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LLY and SOL-USD.
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Drawdown Indicators
| LLY | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -96.27% | +28.03% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -74.89% | +51.25% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -76.28% | +41.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -96.27% | +61.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -73.76% | +71.35% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -51.42% | +32.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 53.06% | -43.57% |
Volatility
LLY vs. SOL-USD - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 17.62% | -8.35% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 46.90% | -19.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 60.08% | -22.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 82.35% | -49.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 99.82% | -69.63% |
Frequently Asked Questions
LLY and SOL-USD 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.
SOL-USD has higher volatility (17.62%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs SOL-USD's -96.27%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.74), 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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