WIREX vs. LLY

Last updated Apr 1, 2026

Compare and contrast key facts about Wireless Fund (WIREX) and Eli Lilly and Company (LLY).

WIREX is managed by Wireless. It was launched on Apr 3, 2000.

Performance

WIREX vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wireless Fund (WIREX) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

WIREX vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WIREX Wireless Fund	-11.18%	26.45%	38.24%	57.70%	-34.76%	23.22%	41.12%	37.03%	-4.60%	29.76%
LLY Eli Lilly and Company	-14.27%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%

Returns By Period

In the year-to-date period, WIREX achieves a -11.18% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, WIREX has underperformed LLY with an annualized return of 17.28%, while LLY has yielded a comparatively higher 30.92% annualized return.

WIREX

• 1D: -1.51%
• 1M: -9.44%
• YTD: -11.18%
• 6M: -9.46%
• 1Y: 28.92%
• 3Y*: 26.56%
• 5Y*: 14.08%
• 10Y*: 17.28%

LLY

• 1D: 3.74%
• 1M: -12.57%
• YTD: -14.27%
• 6M: 20.93%
• 1Y: 12.19%
• 3Y*: 39.90%
• 5Y*: 39.16%
• 10Y*: 30.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WIREX vs. LLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WIREX

WIREX Risk / Return Rank: 62
WIREX Sharpe Ratio Rank: 61
WIREX Sortino Ratio Rank: 66
WIREX Omega Ratio Rank: 60
WIREX Calmar Ratio Rank: 69
WIREX Martin Ratio Rank: 54

LLY

LLY Risk / Return Rank: 51
LLY Sharpe Ratio Rank: 53
LLY Sortino Ratio Rank: 48
LLY Omega Ratio Rank: 49
LLY Calmar Ratio Rank: 53
LLY Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WIREX vs. LLY - Risk-Adjusted Trends Comparison

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.

	WIREX	LLY	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.29	+0.80
Sortino ratio Return per unit of downside risk	1.65	0.69	+0.96
Omega ratio Gain probability vs. loss probability	1.23	1.10	+0.13
Calmar ratio Return relative to maximum drawdown	1.57	0.42	+1.15
Martin ratio Return relative to average drawdown	5.25	1.02	+4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WIREX vs. LLY - Sharpe Ratio Comparison

The current WIREX Sharpe Ratio is 1.09, which is higher than the LLY Sharpe Ratio of 0.29. 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.

Sharpe Ratios by Period

	WIREX	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.29	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	1.23	-1.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	1.04	-1.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.56	-0.56

Correlation

The correlation between WIREX and LLY is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WIREX vs. LLY - Dividend Comparison

WIREX's dividend yield for the trailing twelve months is around 3.83%, more than LLY's 0.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WIREX Wireless Fund	3.83%	3.41%	1.95%	0.45%	6.80%	16.58%	11.36%	21.52%	5.51%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Drawdowns

WIREX vs. LLY - Drawdown Comparison

The maximum WIREX drawdown since its inception was -98.24%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for WIREX and LLY.

Drawdown Indicators

	WIREX	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-98.24%	-68.24%	-30.00%
Max Drawdown (1Y) Largest decline over 1 year	-16.20%	-30.26%	+14.06%
Max Drawdown (5Y) Largest decline over 5 years	-98.24%	-34.48%	-63.76%
Max Drawdown (10Y) Largest decline over 10 years	-98.24%	-34.48%	-63.76%
Current Drawdown Current decline from peak	-97.44%	-17.00%	-80.44%
Average Drawdown Average peak-to-trough decline	-60.77%	-19.25%	-41.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	12.39%	-7.55%

Volatility

WIREX vs. LLY - Volatility Comparison

The current volatility for Wireless Fund (WIREX) is 7.08%, while Eli Lilly and Company (LLY) has a volatility of 9.04%. This indicates that WIREX 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.

Volatility by Period

	WIREX	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.08%	9.04%	-1.96%
Volatility (6M) Calculated over the trailing 6-month period	16.19%	26.21%	-10.02%
Volatility (1Y) Calculated over the trailing 1-year period	26.56%	42.44%	-15.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2,245.99%	32.14%	+2,213.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,588.19%	29.80%	+1,558.39%