LLY vs. XLV
LLY (Eli Lilly and Company) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, LLY returned 32.12%/yr vs 9.81%/yr for XLV. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
LLY vs. XLV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 7.26% return, which is significantly higher than XLV's 5.90% return. Over the past 10 years, LLY has outperformed XLV with an annualized return of 32.12%, while XLV has yielded a comparatively lower 9.81% annualized return.
LLY
- 1D
- -0.53%
- 1M
- -5.36%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 51.77%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
XLV
- 1D
- -0.59%
- 1M
- -0.73%
- 6M
- 5.94%
- YTD
- 5.90%
- 1Y
- 26.13%
- 3Y*
- 8.60%
- 5Y*
- 5.93%
- 10Y*
- 9.81%
- ALL TIME*
- 8.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.62B | $2.84B | $3.35B | |
| $1.43B | $1.62B | $1.62B |
LLY vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
XLV State Street Health Care Select Sector SPDR ETF | 5.90% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Correlation
The correlation between LLY and XLV is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.58 |
The correlation between LLY and XLV shifts across timeframes, from 0.58 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLY vs. XLV — Risk / Return Rank
LLY
XLV
LLY vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and State Street Health Care Select Sector SPDR ETF (XLV). 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 | XLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.57 | -0.13 |
| Martin ratioReturn relative to average drawdown | 6.60 | 6.15 | +0.45 |
Loading charts...
Drawdowns
LLY vs. XLV - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for LLY and XLV.
Loading charts...
Drawdown Indicators
| LLY | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -39.17% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -10.47% | -12.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -17.11% | -17.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -17.11% | -17.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -28.40% | -6.08% |
Current DrawdownCurrent decline from peak | -7.02% | -2.82% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -7.09% | -12.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 4.37% | +4.19% |
Volatility
LLY vs. XLV - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 8.88% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 6.03%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 6.03% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 12.07% | +15.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.37% | 15.90% | +22.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.64% | 15.04% | +17.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 16.66% | +13.71% |
Dividends
LLY vs. XLV - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than XLV's 1.56% 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% |
XLV State Street Health Care Select Sector SPDR ETF | 1.56% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Frequently Asked Questions
LLY and XLV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to XLV (6.03%). In terms of maximum drawdown, LLY dropped -68.24% vs XLV's -39.17%.
XLV currently has the higher Sharpe Ratio (1.72 vs 1.48), 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.
Find the right allocation for LLY and XLV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer