WIREX vs. LLY

In the year-to-date period, WIREX achieves a -12.83% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, WIREX has underperformed LLY with an annualized return of 13.89%, while LLY has yielded a comparatively higher 31.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wireless Fund (WIREX) 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 WIREX Sharpe Ratio is 0.23, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of WIREX 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.

WIREX's dividend yield for the trailing twelve months is around 2.23%, more than LLY's 0.61% yield.

The maximum WIREX drawdown since its inception was -92.02%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for WIREX and LLY. For additional features, visit the drawdowns tool.

Wireless Fund (WIREX) and Eli Lilly and Company (LLY) have volatilities of 18.09% and 18.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.