VOLMX vs. LLY

In the year-to-date period, VOLMX achieves a -2.73% return, which is significantly higher than LLY's -3.19% return. Over the past 10 years, VOLMX has underperformed LLY with an annualized return of 1.32%, while LLY has yielded a comparatively higher 28.54% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) 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.

The current VOLMX Sharpe Ratio is -0.20, which is lower than the LLY Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VOLMX and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VOLMX has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.

The maximum VOLMX drawdown since its inception was -49.43%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for VOLMX and LLY. For additional features, visit the drawdowns tool.

The current volatility for Volumetric Fund (VOLMX) is 4.36%, while Eli Lilly and Company (LLY) has a volatility of 21.88%. This indicates that VOLMX 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.