LLY vs. XLV
Compare and contrast key facts about Eli Lilly and Company (LLY) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY or XLV.
Key characteristics
| LLY | XLV | |
|---|---|---|
| YTD Return | 26.31% | 3.64% |
| 1Y Return | 72.98% | 8.11% |
| 3Y Return (Ann) | 59.47% | 6.31% |
| 5Y Return (Ann) | 46.72% | 11.24% |
| 10Y Return (Ann) | 31.56% | 11.15% |
| Sharpe Ratio | 2.43 | 0.69 |
| Daily Std Dev | 29.52% | 10.53% |
| Max Drawdown | -68.27% | -39.18% |
| Current Drawdown | -7.23% | -4.67% |
Correlation
The correlation between LLY and XLV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LLY vs. XLV - Performance Comparison
In the year-to-date period, LLY achieves a 26.31% return, which is significantly higher than XLV's 3.64% return. Over the past 10 years, LLY has outperformed XLV with an annualized return of 31.56%, while XLV has yielded a comparatively lower 11.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LLY vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Health Care Select Sector SPDR Fund (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.
Dividends
LLY vs. XLV - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.64%, less than XLV's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.64% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
XLV Health Care Select Sector SPDR Fund | 1.56% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
Drawdowns
LLY vs. XLV - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.27%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for LLY and XLV. For additional features, visit the drawdowns tool.
Volatility
LLY vs. XLV - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.17% compared to Health Care Select Sector SPDR Fund (XLV) at 2.83%. 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.