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LLY vs. ZROZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLY vs. ZROZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than ZROZ's -0.11% return. Over the past 10 years, LLY has outperformed ZROZ with an annualized return of 33.45%, while ZROZ has yielded a comparatively lower -4.28% annualized return.


LLY

1D
-2.41%
1M
11.74%
YTD
5.78%
6M
10.64%
1Y
40.51%
3Y*
37.45%
5Y*
39.59%
10Y*
33.45%

ZROZ

1D
-0.31%
1M
3.23%
YTD
-0.11%
6M
-0.09%
1Y
0.65%
3Y*
-6.87%
5Y*
-11.89%
10Y*
-4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY vs. ZROZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
-0.11%-1.84%-16.18%1.19%-41.28%-5.22%24.57%21.22%-5.43%14.77%

Correlation

The correlation between LLY and ZROZ is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2009

-0.09

The correlation between LLY and ZROZ shifts across timeframes, from -0.09 (all time) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LLY vs. ZROZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLY
LLY Risk / Return Rank: 7373
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLY Martin Ratio Rank: 7575
Martin Ratio Rank

ZROZ
ZROZ Risk / Return Rank: 1010
Overall Rank
ZROZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ZROZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
ZROZ Omega Ratio Rank: 1010
Omega Ratio Rank
ZROZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
ZROZ Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLY vs. ZROZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.


LLYZROZDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.22

1.02

+0.20

Calmar ratioReturn relative to maximum drawdown

1.72

0.05

+1.68

Martin ratioReturn relative to average drawdown

4.28

0.10

+4.18

LLY vs. ZROZ - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.07, which is higher than the ZROZ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of LLY and ZROZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LLY vs. ZROZ - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, which is greater than ZROZ's maximum drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for LLY and ZROZ.


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Drawdown Indicators


LLYZROZDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-62.93%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-23.64%

-14.02%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-34.48%

-28.62%

-5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-57.98%

+23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-62.93%

+28.45%

Current Drawdown

Current decline from peak

-2.41%

-59.54%

+57.13%

Average Drawdown

Average peak-to-trough decline

-19.21%

-24.10%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

6.31%

+3.18%

Volatility

LLY vs. ZROZ - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 4.59%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLYZROZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

4.59%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

27.16%

10.78%

+16.38%

Volatility (1Y)

Calculated over the trailing 1-year period

38.01%

16.12%

+21.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.46%

23.89%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

22.06%

+8.13%

Dividends

LLY vs. ZROZ - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.57%, less than ZROZ's 5.10% yield.


PositionTTM20252024202320222021202020192018201720162015
LLY
Eli Lilly and Company
0.57%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
5.10%4.96%4.58%3.52%2.76%1.60%1.68%2.22%2.06%2.53%3.00%2.98%

Frequently Asked Questions


LLY and ZROZ have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LLY has higher volatility (9.27%) compared to ZROZ (4.59%). In terms of maximum drawdown, LLY dropped -68.24% vs ZROZ's -62.93%.

LLY currently has the higher Sharpe Ratio (1.07 vs 0.04), 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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