LLY vs. VUAA.L
LLY (Eli Lilly and Company) is a stock, while VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return. Over the past 5 years, LLY returned 39.59%/yr vs 13.22%/yr for VUAA.L. At a 0.15 correlation, their price movements are largely independent.
Performance
LLY vs. VUAA.L - 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 VUAA.L's 8.41% 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%
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
LLY vs. VUAA.L - 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% | 16.88% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
Correlation
The correlation between LLY and VUAA.L is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.15 |
The correlation between LLY and VUAA.L shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY vs. VUAA.L — Risk / Return Rank
LLY
VUAA.L
LLY vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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 | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.99 | -1.27 |
| Martin ratioReturn relative to average drawdown | 4.28 | 12.46 | -8.17 |
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Drawdowns
LLY vs. VUAA.L - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for LLY and VUAA.L.
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Drawdown Indicators
| LLY | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -34.05% | -34.19% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -8.18% | -15.46% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -18.39% | -16.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -24.36% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -2.26% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -4.99% | -14.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 1.97% | +7.52% |
Volatility
LLY vs. VUAA.L - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 3.99%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 3.99% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 9.03% | +18.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 12.03% | +25.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 16.05% | +16.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 17.81% | +12.38% |
Dividends
LLY vs. VUAA.L - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, while VUAA.L has not paid dividends to shareholders.
| 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% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLY and VUAA.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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