LLY vs. XEMD
LLY (Eli Lilly and Company) is a stock, while XEMD (BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF) is Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. Over the past 3 years, LLY returned 40.33%/yr vs 10.88%/yr for XEMD. At a 0.16 correlation, their price movements are largely independent.
Performance
LLY vs. XEMD - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 10.97% return, which is significantly higher than XEMD's 3.09% return.
LLY
- 1D
- -2.33%
- 1M
- 2.38%
- 6M
- 12.13%
- YTD
- 10.97%
- 1Y
- 50.94%
- 3Y*
- 40.33%
- 5Y*
- 39.60%
- 10Y*
- 33.16%
XEMD
- 1D
- 0.10%
- 1M
- -0.07%
- 6M
- 2.43%
- YTD
- 3.09%
- 1Y
- 10.58%
- 3Y*
- 10.88%
- 5Y*
- —
- 10Y*
- —
LLY vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 10.97% | 40.25% | 33.30% | 60.91% | 13.95% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 3.09% | 13.98% | 8.77% | 10.26% | 2.40% |
Correlation
The correlation between LLY and XEMD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.16 |
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Return for Risk
LLY vs. XEMD — Risk / Return Rank
LLY
XEMD
LLY vs. XEMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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 | XEMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.90 | -0.67 |
| Martin ratioReturn relative to average drawdown | 5.56 | 12.99 | -7.42 |
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Drawdowns
LLY vs. XEMD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for LLY and XEMD.
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Drawdown Indicators
| LLY | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -10.01% | -58.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -3.52% | -19.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -4.31% | -30.17% |
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 | -3.80% | -0.38% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -19.19% | -1.24% | -17.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.27% | 0.79% | +8.48% |
Volatility
LLY vs. XEMD - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.93% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.26%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.93% | 1.26% | +8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 27.64% | 3.77% | +23.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.71% | 4.71% | +34.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.51% | 6.84% | +25.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.30% | 6.84% | +23.46% |
Dividends
LLY vs. XEMD - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.54%, less than XEMD's 5.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.54% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 5.78% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLY and XEMD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.93%) compared to XEMD (1.26%). In terms of maximum drawdown, LLY dropped -68.24% vs XEMD's -10.01%.
XEMD currently has the higher Sharpe Ratio (2.17 vs 1.33), 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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