VB vs. LLY
VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, VB returned 11.61%/yr vs 33.45%/yr for LLY. At a 0.38 correlation, their price movements are largely independent.
Performance
VB vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VB achieves a 15.33% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, VB has underperformed LLY with an annualized return of 11.61%, while LLY has yielded a comparatively higher 33.45% annualized return.
VB
- 1D
- 0.70%
- 1M
- 3.26%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
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%
VB vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 15.33% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
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 VB and LLY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.38 |
Over the past year, the correlation between VB and LLY has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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
VB vs. LLY — Risk / Return Rank
VB
LLY
VB vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) 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.
| VB | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.72 | +1.49 |
| Martin ratioReturn relative to average drawdown | 11.80 | 4.28 | +7.52 |
Loading charts...
Drawdowns
VB vs. LLY - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for VB and LLY.
Loading charts...
Drawdown Indicators
| VB | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -68.24% | +8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -23.64% | +14.66% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -34.48% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -34.48% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -34.48% | -7.57% |
Current DrawdownCurrent decline from peak | 0.00% | -2.41% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -19.21% | +10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 9.49% | -7.05% |
Volatility
VB vs. LLY - Volatility Comparison
The current volatility for Vanguard Small-Cap ETF (VB) is 5.41%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that VB 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
| VB | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 9.27% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 27.16% | -14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 38.01% | -21.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 32.46% | -11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 30.19% | -8.75% |
Dividends
VB vs. LLY - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.18%, 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% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
VB and LLY have a correlation of 0.16, 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 VB (5.41%). In terms of maximum drawdown, VB dropped -59.56% vs LLY's -68.24%.
VB currently has the higher Sharpe Ratio (1.73 vs 1.07), 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 VB 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