LYG vs. PICK
LYG (Lloyds Banking Group plc) is a stock, while PICK (iShares MSCI Global Metals & Mining Producers ETF) is Metals fund tracking the MSCI ACWI Select Metals & Mining Producers ex Gold and Silver Investable Market Index. Over the past 10 years, LYG returned 10.23%/yr vs 16.39%/yr for PICK. At a 0.48 correlation, their price movements are largely independent.
Performance
LYG vs. PICK - Performance Comparison
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Returns By Period
In the year-to-date period, LYG achieves a 8.44% return, which is significantly lower than PICK's 14.51% return. Over the past 10 years, LYG has underperformed PICK with an annualized return of 10.23%, while PICK has yielded a comparatively higher 16.39% annualized return.
LYG
- 1D
- -2.09%
- 1M
- 4.66%
- YTD
- 8.44%
- 6M
- 7.83%
- 1Y
- 38.60%
- 3Y*
- 45.68%
- 5Y*
- 22.39%
- 10Y*
- 10.23%
PICK
- 1D
- -2.43%
- 1M
- -7.52%
- YTD
- 14.51%
- 6M
- 14.07%
- 1Y
- 63.17%
- 3Y*
- 17.30%
- 5Y*
- 9.85%
- 10Y*
- 16.39%
LYG vs. PICK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYG Lloyds Banking Group plc | 8.44% | 103.71% | 20.30% | 14.68% | -9.47% | 33.81% | -40.79% | 36.81% | -28.35% | 30.79% |
PICK iShares MSCI Global Metals & Mining Producers ETF | 14.51% | 51.89% | -16.37% | 9.69% | 2.54% | 22.61% | 27.46% | 16.47% | -18.65% | 38.42% |
Correlation
The correlation between LYG and PICK is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2012 | 0.48 |
The correlation between LYG and PICK has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.
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Return for Risk
LYG vs. PICK — Risk / Return Rank
LYG
PICK
LYG vs. PICK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and iShares MSCI Global Metals & Mining Producers ETF (PICK). 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.
| LYG | PICK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 3.25 | -1.54 |
| Martin ratioReturn relative to average drawdown | 4.61 | 12.00 | -7.39 |
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Drawdowns
LYG vs. PICK - Drawdown Comparison
The maximum LYG drawdown since its inception was -94.84%, which is greater than PICK's maximum drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for LYG and PICK.
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Drawdown Indicators
| LYG | PICK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.84% | -68.87% | -25.97% |
Max Drawdown (1Y)Largest decline over 1 year | -22.72% | -19.54% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -32.52% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -40.19% | -36.37% | -3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -68.72% | -52.72% | -16.00% |
Current DrawdownCurrent decline from peak | -55.18% | -14.71% | -40.47% |
Average DrawdownAverage peak-to-trough decline | -63.39% | -24.05% | -39.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.40% | 5.28% | +3.12% |
Volatility
LYG vs. PICK - Volatility Comparison
The current volatility for Lloyds Banking Group plc (LYG) is 9.01%, while iShares MSCI Global Metals & Mining Producers ETF (PICK) has a volatility of 13.30%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than PICK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYG | PICK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 13.30% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 22.65% | 26.68% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.69% | 30.24% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.16% | 28.15% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.60% | 28.34% | +7.26% |
Dividends
LYG vs. PICK - Dividend Comparison
LYG's dividend yield for the trailing twelve months is around 3.56%, more than PICK's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYG Lloyds Banking Group plc | 3.56% | 3.19% | 5.44% | 5.23% | 4.92% | 2.70% | 0.00% | 5.04% | 6.63% | 6.81% | 5.17% | 2.11% |
PICK iShares MSCI Global Metals & Mining Producers ETF | 2.26% | 2.88% | 3.26% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% |
Frequently Asked Questions
LYG and PICK have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PICK has higher volatility (13.30%) compared to LYG (9.01%). In terms of maximum drawdown, LYG dropped -94.84% vs PICK's -68.87%.
PICK currently has the higher Sharpe Ratio (2.10 vs 1.36), 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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