METI.L vs. LLY
METI.L (IncomeShares META Options ETP GBP) is Derivative Income fund actively managed by Leverage Shares, while LLY (Eli Lilly and Company) is a stock. Over the past year, METI.L returned -22.49% vs 55.51% for LLY. At a 0.07 correlation, their price movements are largely independent.
Performance
METI.L vs. LLY - Performance Comparison
Loading charts...
Different Trading Currencies
METI.L is traded in GBp, while LLY is traded in USD. To make them comparable, the LLY values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, METI.L achieves a -17.17% return, which is significantly lower than LLY's 10.25% return.
METI.L
- 1D
- 0.00%
- 1M
- 10.40%
- 6M
- -12.76%
- YTD
- -17.17%
- 1Y
- -22.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLY
- 1D
- 1.02%
- 1M
- 4.73%
- 6M
- 13.28%
- YTD
- 10.25%
- 1Y
- 55.51%
- 3Y*
- 37.28%
- 5Y*
- 40.32%
- 10Y*
- 32.65%
METI.L vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METI.L IncomeShares META Options ETP GBP | -17.17% | -0.90% | 3.56% |
LLY Eli Lilly and Company | 10.25% | 30.25% | -13.39% |
Correlation
The correlation between METI.L and LLY is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | 0.07 |
The correlation between METI.L and LLY shifts across timeframes, from -0.04 (1 year) to 0.07 (all time), 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
METI.L vs. LLY — Risk / Return Rank
METI.L
LLY
METI.L vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP GBP (METI.L) 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.
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.
| METI.L | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.28 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.23 | -2.66 |
| Martin ratioReturn relative to average drawdown | -0.61 | 5.38 | -6.00 |
Loading charts...
Drawdowns
METI.L vs. LLY - Drawdown Comparison
The maximum METI.L drawdown since its inception was -52.76%, which is greater than LLY's maximum drawdown of -36.33%. Use the drawdown chart below to compare losses from any high point for METI.L and LLY.
Loading charts...
Drawdown Indicators
| METI.L | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.76% | -36.33% | -16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -52.76% | -24.98% | -27.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.33% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -45.92% | -5.54% | -40.38% |
Average DrawdownAverage peak-to-trough decline | -23.54% | -8.42% | -15.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.75% | 10.34% | +26.41% |
Volatility
METI.L vs. LLY - Volatility Comparison
IncomeShares META Options ETP GBP (METI.L) has a higher volatility of 12.90% compared to Eli Lilly and Company (LLY) at 9.85%. This indicates that METI.L's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| METI.L | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 9.85% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 26.50% | 27.44% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.55% | 38.63% | +13.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.42% | 32.92% | +11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.42% | 31.20% | +13.22% |
Dividends
METI.L vs. LLY - Dividend Comparison
METI.L's dividend yield for the trailing twelve months is around 20.65%, more than LLY's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.55% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
METI.L IncomeShares META Options ETP GBP | 20.65% | 20.59% | 3.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
METI.L and LLY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for METI.L and LLY
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