LLY vs. XLK
LLY (Eli Lilly and Company) is a stock, while XLK (State Street Technology Select Sector SPDR ETF) is Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. Over the past 10 years, LLY returned 33.71%/yr vs 25.04%/yr for XLK. At a 0.34 correlation, their price movements are largely independent.
Performance
LLY vs. XLK - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly lower than XLK's 28.09% return. Over the past 10 years, LLY has outperformed XLK with an annualized return of 33.71%, while XLK has yielded a comparatively lower 25.04% annualized return.
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
XLK
- 1D
- 2.15%
- 1M
- 4.93%
- YTD
- 28.09%
- 6M
- 25.10%
- 1Y
- 55.42%
- 3Y*
- 31.33%
- 5Y*
- 22.26%
- 10Y*
- 25.04%
LLY vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
XLK State Street Technology Select Sector SPDR ETF | 28.09% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
Correlation
The correlation between LLY and XLK is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.34 |
Over the past year, the correlation between LLY and XLK has dropped to 0.02 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
LLY vs. XLK — Risk / Return Rank
LLY
XLK
LLY vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and State Street Technology Select Sector SPDR ETF (XLK). 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.
| LLY | XLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 3.50 | -1.36 |
| Martin ratioReturn relative to average drawdown | 5.32 | 11.58 | -6.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLY | XLK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.53 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.89 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 1.02 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.41 | +0.17 |
Drawdowns
LLY vs. XLK - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for LLY and XLK.
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Drawdown Indicators
| LLY | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -82.05% | +13.81% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -15.92% | -7.72% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -25.66% | -8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -33.56% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -33.56% | -0.92% |
Current DrawdownCurrent decline from peak | 0.00% | -7.08% | +7.08% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -34.95% | +15.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 4.80% | +4.69% |
Volatility
LLY vs. XLK - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.55%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 10.42%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 10.42% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 18.32% | +8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 22.08% | +16.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 25.10% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 24.60% | +5.58% |
Dividends
LLY vs. XLK - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, more than XLK's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
XLK State Street Technology Select Sector SPDR ETF | 0.41% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Frequently Asked Questions
LLY and XLK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLK has higher volatility (10.42%) compared to LLY (9.55%). In terms of maximum drawdown, LLY dropped -68.24% vs XLK's -82.05%.
XLK currently has the higher Sharpe Ratio (2.53 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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