USD vs. LLY
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, USD returned 58.67%/yr vs 33.16%/yr for LLY. At a 0.30 correlation, their price movements are largely independent.
Performance
USD vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 85.14% return, which is significantly higher than LLY's 10.97% return. Over the past 10 years, USD has outperformed LLY with an annualized return of 58.67%, while LLY has yielded a comparatively lower 33.16% annualized return.
USD
- 1D
- 3.09%
- 1M
- 1.14%
- 6M
- 76.15%
- YTD
- 85.14%
- 1Y
- 147.75%
- 3Y*
- 110.61%
- 5Y*
- 62.46%
- 10Y*
- 58.67%
LLY
- 1D
- -2.33%
- 1M
- 2.38%
- 6M
- 12.13%
- YTD
- 10.97%
- 1Y
- 50.94%
- 3Y*
- 40.33%
- 5Y*
- 39.60%
- 10Y*
- 33.16%
USD vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 85.14% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
LLY Eli Lilly and Company | 10.97% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between USD and LLY is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.30 |
The correlation between USD and LLY shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USD vs. LLY — Risk / Return Rank
USD
LLY
USD vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.
| USD | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 2.23 | +2.48 |
| Martin ratioReturn relative to average drawdown | 12.39 | 5.56 | +6.82 |
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Drawdowns
USD vs. LLY - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for USD and LLY.
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Drawdown Indicators
| USD | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -68.24% | -20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -23.18% | -8.62% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -34.48% | -29.98% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -34.48% | -43.37% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -34.48% | -43.37% |
Current DrawdownCurrent decline from peak | -14.47% | -3.80% | -10.67% |
Average DrawdownAverage peak-to-trough decline | -32.26% | -19.19% | -13.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.05% | 9.27% | +2.78% |
Volatility
USD vs. LLY - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 32.27% compared to Eli Lilly and Company (LLY) at 9.93%. This indicates that USD'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.
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Volatility by Period
| USD | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.27% | 9.93% | +22.34% |
Volatility (6M)Calculated over the trailing 6-month period | 57.13% | 27.64% | +29.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.99% | 38.71% | +31.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.11% | 32.51% | +45.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.98% | 30.30% | +39.68% |
Dividends
USD vs. LLY - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.31%, less than LLY's 0.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.54% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
USD ProShares Ultra Semiconductors | 0.31% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
USD and LLY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (32.27%) compared to LLY (9.93%). In terms of maximum drawdown, USD dropped -88.63% vs LLY's -68.24%.
USD currently has the higher Sharpe Ratio (2.14 vs 1.33), 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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