UTES vs. LLY
UTES (Virtus Reaves Utilities ETF) is Utilities Equities fund actively managed by Virtus, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, UTES returned 11.78%/yr vs 32.12%/yr for LLY. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
UTES vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UTES achieves a -1.07% return, which is significantly lower than LLY's 7.26% return. Over the past 10 years, UTES has underperformed LLY with an annualized return of 11.78%, while LLY has yielded a comparatively higher 32.12% annualized return.
UTES
- 1D
- -0.03%
- 1M
- -2.93%
- 6M
- 0.59%
- YTD
- -1.07%
- 1Y
- -4.33%
- 3Y*
- 21.10%
- 5Y*
- 14.97%
- 10Y*
- 11.78%
- ALL TIME*
- 13.50%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.62B | $2.84B | $3.35B | |
| $11.16M | $10.04M | $13.72M |
UTES vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTES Virtus Reaves Utilities ETF | -1.07% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.30% | 25.48% | 5.14% | 14.21% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between UTES and LLY is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.22 |
The correlation between UTES and LLY shifts across timeframes, from 0.06 (1 year) to 0.24 (5 years), 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
UTES vs. LLY — Risk / Return Rank
UTES
LLY
UTES vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) 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.
| UTES | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.44 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.65 | 6.60 | -7.25 |
Loading charts...
Drawdowns
UTES vs. LLY - Drawdown Comparison
The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for UTES and LLY.
Loading charts...
Drawdown Indicators
| UTES | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -68.24% | +32.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -23.18% | +9.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -34.48% | +16.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.40% | -34.48% | +14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -34.48% | -0.91% |
Current DrawdownCurrent decline from peak | -10.30% | -7.02% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -19.17% | +13.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 8.56% | -1.84% |
Volatility
UTES vs. LLY - Volatility Comparison
The current volatility for Virtus Reaves Utilities ETF (UTES) is 5.50%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. This indicates that UTES 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.
Loading charts...
Volatility by Period
| UTES | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 8.88% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 27.69% | -11.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 38.37% | -16.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 32.64% | -11.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 30.37% | -10.11% |
Dividends
UTES vs. LLY - Dividend Comparison
UTES's dividend yield for the trailing twelve months is around 1.53%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
UTES Virtus Reaves Utilities ETF | 1.53% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
Frequently Asked Questions
UTES and LLY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to UTES (5.50%). In terms of maximum drawdown, UTES dropped -35.39% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.48 vs -0.20), 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.
Find the right allocation for UTES 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