LLY vs. XLM-USD
LLY (Eli Lilly and Company) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, LLY returned 33.45%/yr vs 60.23%/yr for XLM-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
LLY vs. XLM-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 XLM-USD's -6.87% return. Over the past 10 years, LLY has underperformed XLM-USD with an annualized return of 33.45%, while XLM-USD has yielded a comparatively higher 60.23% 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%
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
LLY vs. XLM-USD - 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% |
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
Correlation
The correlation between LLY and XLM-USD 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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.04 |
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Return for Risk
LLY vs. XLM-USD — Risk / Return Rank
LLY
XLM-USD
LLY vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Stellar (XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.00 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.40 | +2.12 |
| Martin ratioReturn relative to average drawdown | 4.28 | -0.57 | +4.85 |
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Drawdowns
LLY vs. XLM-USD - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for LLY and XLM-USD.
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Drawdown Indicators
| LLY | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -96.21% | +27.97% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -71.19% | +47.55% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -74.37% | +39.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -83.25% | +48.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -96.21% | +61.73% |
Current DrawdownCurrent decline from peak | -2.41% | -78.80% | +76.39% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -72.14% | +52.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 50.48% | -40.99% |
Volatility
LLY vs. XLM-USD - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than XLM-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 | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 43.48% | -34.21% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 59.28% | -32.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 70.60% | -32.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 74.72% | -42.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 112.79% | -82.60% |
Frequently Asked Questions
LLY and XLM-USD 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.
XLM-USD has higher volatility (43.48%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs XLM-USD's -96.21%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.33), 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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