SPTI vs. LLY
SPTI (SPDR Portfolio Intermediate Term Treasury ETF) is Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, SPTI returned 1.31%/yr vs 33.45%/yr for LLY. At a correlation of -0.09, they often move in opposite directions.
Performance
SPTI vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, SPTI achieves a -0.31% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, SPTI has underperformed LLY with an annualized return of 1.31%, while LLY has yielded a comparatively higher 33.45% annualized return.
SPTI
- 1D
- -0.18%
- 1M
- 0.08%
- YTD
- -0.31%
- 6M
- 0.01%
- 1Y
- 3.39%
- 3Y*
- 3.70%
- 5Y*
- -0.00%
- 10Y*
- 1.31%
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
SPTI vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -2.55% | 7.70% | 6.01% | 2.27% | 1.04% |
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% |
Correlation
The correlation between SPTI and LLY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.09 |
The correlation between SPTI and LLY shifts across timeframes, from -0.09 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPTI vs. LLY — Risk / Return Rank
SPTI
LLY
SPTI vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) 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.
| SPTI | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.72 | -0.58 |
| Martin ratioReturn relative to average drawdown | 3.22 | 4.28 | -1.06 |
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Drawdowns
SPTI vs. LLY - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.12%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for SPTI and LLY.
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Drawdown Indicators
| SPTI | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.12% | -68.24% | +52.12% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -23.64% | +20.84% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -34.48% | +30.13% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -34.48% | +19.42% |
Max Drawdown (10Y)Largest decline over 10 years | -16.12% | -34.48% | +18.36% |
Current DrawdownCurrent decline from peak | -2.28% | -2.41% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -19.21% | +16.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 9.49% | -8.50% |
Volatility
SPTI vs. LLY - Volatility Comparison
The current volatility for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) is 1.13%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that SPTI 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.
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Volatility by Period
| SPTI | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 9.27% | -8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 27.16% | -24.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 38.01% | -34.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 32.46% | -27.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 30.19% | -25.81% |
Dividends
SPTI vs. LLY - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.86%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
SPTI and LLY have a correlation of 0.19, 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 SPTI (1.13%). In terms of maximum drawdown, SPTI dropped -16.12% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.95), 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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