LLYH.TO vs. LLY

Last updated Jun 4, 2026

LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) is Dividend fund actively managed by Harvest, while LLY (Eli Lilly and Company) is a stock. Over the past year, LLYH.TO returned 39.69% vs 46.57% for LLY. Their correlation of 0.92 suggests significant overlap in exposure.

Performance

LLYH.TO vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LLYH.TO is traded in CAD, while LLY is traded in USD. To make them comparable, the LLY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LLYH.TO achieves a 3.76% return, which is significantly higher than LLY's 2.00% return.

LLYH.TO

• 1D: 1.49%
• 1M: 11.47%
• YTD: 3.76%
• 6M: 6.93%
• 1Y: 39.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLY

• 1D: 1.79%
• 1M: 13.87%
• YTD: 2.00%
• 6M: 4.32%
• 1Y: 46.57%
• 3Y*: 37.14%
• 5Y*: 45.16%
• 10Y*: 33.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LLYH.TO vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units	3.76%	24.63%	-11.16%
LLY Eli Lilly and Company	2.00%	33.81%	-14.07%

Correlation

The correlation between LLYH.TO and LLY is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024	0.92

The correlation between LLYH.TO and LLY has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

LLYH.TO vs. LLY — Risk / Return Rank

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

LLYH.TO

LLYH.TO Risk / Return Rank: 36
LLYH.TO Sharpe Ratio Rank: 34
LLYH.TO Sortino Ratio Rank: 33
LLYH.TO Omega Ratio Rank: 38
LLYH.TO Calmar Ratio Rank: 39
LLYH.TO Martin Ratio Rank: 35

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 70
LLY Omega Ratio Rank: 71
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

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.

LLYH.TO vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) and Eli Lilly and Company (LLY). 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.

	LLYH.TO	LLY	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.24	-0.03
Sortino ratio: Return per unit of downside risk	1.72	1.81	-0.09
Omega ratio: Gain probability vs. loss probability	1.25	1.24	0.00
Calmar ratio: Return relative to maximum drawdown	1.90	1.84	+0.06
Martin ratio: Return relative to average drawdown	5.21	4.49	+0.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LLYH.TO vs. LLY - Sharpe Ratio Comparison

The current LLYH.TO Sharpe Ratio is 1.21, which is comparable to the LLY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of LLYH.TO and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LLYH.TO	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.24	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.05	-0.81

Drawdowns

LLYH.TO vs. LLY - Drawdown Comparison

The maximum LLYH.TO drawdown since its inception was -31.00%, smaller than the maximum LLY drawdown of -35.96%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and LLY.

Drawdown Indicators

	LLYH.TO	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-31.00%	-35.96%	+4.96%
Max Drawdown (1Y) Largest decline over 1 year	-20.97%	-25.44%	+4.47%
Max Drawdown (3Y) Largest decline over 3 years	—	-35.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.96%	—
Current Drawdown Current decline from peak	-2.39%	-3.90%	+1.51%
Average Drawdown Average peak-to-trough decline	-10.18%	-7.21%	-2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.64%	10.40%	-2.76%

Volatility

LLYH.TO vs. LLY - Volatility Comparison

The current volatility for Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) is 6.85%, while Eli Lilly and Company (LLY) has a volatility of 9.40%. This indicates that LLYH.TO experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLYH.TO	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.85%	9.40%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	24.78%	26.91%	-2.13%
Volatility (1Y) Calculated over the trailing 1-year period	33.04%	37.85%	-4.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.82%	32.81%	+1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.82%	30.23%	+3.59%

Dividends

LLYH.TO vs. LLY - Dividend Comparison

LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than LLY's 0.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.60%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units	17.81%	17.54%	6.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LLYH.TO and LLY in my portfolio?

With a correlation of 0.93, LLYH.TO and LLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.