WIREX vs. LLY

In the year-to-date period, WIREX achieves a -3.34% return, which is significantly higher than LLY's -4.09% return. Over the past 10 years, WIREX has underperformed LLY with an annualized return of 15.21%, while LLY has yielded a comparatively higher 27.48% 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 0.25, which is higher than the LLY Sharpe Ratio of -0.23. 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 2.01%, more than LLY's 0.76% 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.

The current volatility for Wireless Fund (WIREX) is 6.20%, while Eli Lilly and Company (LLY) has a volatility of 16.63%. 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.