Eli Lilly and Company (LLY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Eli Lilly and Company (LLY): 1Y return 50.1%, Sharpe ratio 1.22, volatility 38.0%, max drawdown -23.2%. A Stock in the Equity asset class. Compare LLY with other assets and invest through your own broker with pfolio.
Eli Lilly and Company (LLY) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
LLY Performance
- MTD
- Return: -1.5%, Sharpe: -1.45, Volatility: 26.3%, Max Drawdown: -4.3%
- YTD
- Return: 10.3%, Sharpe: 0.65, Volatility: 38.6%, Max Drawdown: -23.1%
- 1Y
- Return: 50.1%, Sharpe: 1.22, Volatility: 38.0%, Max Drawdown: -23.2%
- 5Y
- Return: 426.5%, Sharpe: 1.17, Volatility: 31.9%, Max Drawdown: -34.5%
- 10Y
- Return: 1650.2%, Sharpe: 1.08, Volatility: 29.7%, Max Drawdown: -34.5%
Frequently Asked Questions
- What is Eli Lilly and Company (LLY)?
- Eli Lilly and Company (LLY) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does LLY compare to other assets?
- You can compare LLY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in LLY through pfolio?
- pfolio helps you build diversified portfolios that may include LLY. You invest through your own broker — pfolio provides the analytics.