XHYH vs. LLY
Compare and contrast key facts about BondBloxx US High Yield Healthcare Sector ETF (XHYH) and Eli Lilly and Company (LLY).
XHYH is a passively managed fund by BondBloxx that tracks the performance of the ICE Diversified US Cash Pay High Yield Healthcare Index. It was launched on Feb 15, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHYH or LLY.
Key characteristics
| XHYH | LLY | |
|---|---|---|
| YTD Return | 10.59% | 43.34% |
| 1Y Return | 19.00% | 41.57% |
| Sharpe Ratio | 3.53 | 1.19 |
| Sortino Ratio | 5.84 | 1.76 |
| Omega Ratio | 1.72 | 1.24 |
| Calmar Ratio | 1.94 | 1.84 |
| Martin Ratio | 30.23 | 6.21 |
| Ulcer Index | 0.60% | 5.67% |
| Daily Std Dev | 5.18% | 29.66% |
| Max Drawdown | -17.84% | -68.27% |
| Current Drawdown | -0.30% | -13.38% |
Correlation
The correlation between XHYH and LLY is 0.17, 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.
Performance
XHYH vs. LLY - Performance Comparison
In the year-to-date period, XHYH achieves a 10.59% return, which is significantly lower than LLY's 43.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XHYH vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Healthcare Sector ETF (XHYH) 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.
Dividends
XHYH vs. LLY - Dividend Comparison
XHYH's dividend yield for the trailing twelve months is around 6.91%, more than LLY's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHYH BondBloxx US High Yield Healthcare Sector ETF | 6.91% | 7.73% | 6.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.60% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
XHYH vs. LLY - Drawdown Comparison
The maximum XHYH drawdown since its inception was -17.84%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for XHYH and LLY. For additional features, visit the drawdowns tool.
Volatility
XHYH vs. LLY - Volatility Comparison
The current volatility for BondBloxx US High Yield Healthcare Sector ETF (XHYH) is 1.15%, while Eli Lilly and Company (LLY) has a volatility of 10.19%. This indicates that XHYH 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.