LLY vs. VB
LLY (Eli Lilly and Company) is a stock, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, LLY returned 33.45%/yr vs 11.61%/yr for VB. At a 0.38 correlation, their price movements are largely independent.
Performance
LLY vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than VB's 15.33% return. Over the past 10 years, LLY has outperformed VB with an annualized return of 33.45%, while VB has yielded a comparatively lower 11.61% annualized 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%
VB
- 1D
- 0.70%
- 1M
- 3.26%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
LLY vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
VB Vanguard Small-Cap ETF | 15.33% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between LLY and VB is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.38 |
Over the past year, the correlation between LLY and VB has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
LLY vs. VB — Risk / Return Rank
LLY
VB
LLY vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.21 | -1.49 |
| Martin ratioReturn relative to average drawdown | 4.28 | 11.80 | -7.52 |
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Drawdowns
LLY vs. VB - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for LLY and VB.
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Drawdown Indicators
| LLY | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -59.56% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -8.98% | -14.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -25.36% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -28.15% | -6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -42.05% | +7.57% |
Current DrawdownCurrent decline from peak | -2.41% | 0.00% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -8.43% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 2.44% | +7.05% |
Volatility
LLY vs. VB - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to Vanguard Small-Cap ETF (VB) at 5.41%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 5.41% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 12.24% | +14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 16.68% | +21.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 20.80% | +11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 21.44% | +8.75% |
Dividends
LLY vs. VB - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than VB's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
LLY and VB have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to VB (5.41%). In terms of maximum drawdown, LLY dropped -68.24% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.73 vs 1.07), 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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