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UCG.MI vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UCG.MI vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UniCredit S.p.A. (UCG.MI) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UCG.MI is traded in EUR, while LLY is traded in USD. To make them comparable, the LLY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UCG.MI achieves a 5.89% return, which is significantly lower than LLY's 7.41% return. Both investments have delivered pretty close results over the past 10 years, with UCG.MI having a 33.60% annualized return and LLY not far behind at 33.03%.


UCG.MI

1D
4.10%
1M
3.01%
YTD
5.89%
6M
11.29%
1Y
34.86%
3Y*
66.44%
5Y*
54.62%
10Y*
33.60%

LLY

1D
-2.33%
1M
13.15%
YTD
7.41%
6M
12.28%
1Y
40.76%
3Y*
34.29%
5Y*
40.87%
10Y*
33.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCG.MI vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCG.MI
UniCredit S.p.A.
5.89%94.09%69.10%95.01%3.82%79.52%-41.24%34.49%-35.37%126.88%
LLY
Eli Lilly and Company
7.41%23.60%42.10%56.08%42.58%78.50%20.24%18.76%47.05%3.35%

Correlation

The correlation between UCG.MI and LLY is 0.03, 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

0.03

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

0.04

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

-0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2007

0.10

The correlation between UCG.MI and LLY shifts across timeframes, from -0.01 (5 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCG.MI vs. LLY — Risk / Return Rank

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

UCG.MI
UCG.MI Risk / Return Rank: 7272
Overall Rank
UCG.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UCG.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
UCG.MI Omega Ratio Rank: 6969
Omega Ratio Rank
UCG.MI Calmar Ratio Rank: 7070
Calmar Ratio Rank
UCG.MI Martin Ratio Rank: 7373
Martin Ratio Rank

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
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.

UCG.MI vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A. (UCG.MI) 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.


UCG.MILLYDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.44

1.69

-0.25

Martin ratioReturn relative to average drawdown

4.03

4.01

+0.02

UCG.MI vs. LLY - Sharpe Ratio Comparison

The current UCG.MI Sharpe Ratio is 1.12, which is comparable to the LLY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of UCG.MI 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.


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Drawdowns

UCG.MI vs. LLY - Drawdown Comparison

The maximum UCG.MI drawdown since its inception was -93.56%, which is greater than LLY's maximum drawdown of -44.98%. Use the drawdown chart below to compare losses from any high point for UCG.MI and LLY.


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Drawdown Indicators


UCG.MILLYDifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-44.98%

-48.58%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-24.22%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-24.17%

-39.30%

+15.13%

Max Drawdown (5Y)

Largest decline over 5 years

-46.40%

-39.30%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-65.16%

-39.30%

-25.86%

Current Drawdown

Current decline from peak

-4.50%

-2.33%

-2.17%

Average Drawdown

Average peak-to-trough decline

-65.98%

-12.53%

-53.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

10.19%

-1.53%

Volatility

UCG.MI vs. LLY - Volatility Comparison

The current volatility for UniCredit S.p.A. (UCG.MI) is 8.15%, while Eli Lilly and Company (LLY) has a volatility of 9.30%. This indicates that UCG.MI 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


UCG.MILLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

9.30%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

24.82%

27.10%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

37.70%

-6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

33.08%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.06%

31.07%

+16.99%

Dividends

UCG.MI vs. LLY - Dividend Comparison

UCG.MI's dividend yield for the trailing twelve months is around 4.30%, more than LLY's 0.57% 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%
UCG.MI
UniCredit S.p.A.
4.30%4.10%7.08%4.02%4.05%0.89%0.00%2.07%3.24%0.00%0.88%0.47%

Financials

UCG.MI vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between UniCredit S.p.A. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. UCG.MI values in EUR, LLY values in USD

Frequently Asked Questions


UCG.MI and LLY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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