Eli Lilly and Company (LLY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Eli Lilly and Company (LLY): 1Y return 61.2%, Sharpe ratio 1.49, volatility 35.2%, 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: 2.5%, Sharpe: 1.02, Volatility: 39.8%, Max Drawdown: -8.1%
- YTD
- Return: 10.0%, Sharpe: 0.55, Volatility: 38.1%, Max Drawdown: -23.1%
- 1Y
- Return: 61.2%, Sharpe: 1.49, Volatility: 35.2%, Max Drawdown: -23.2%
- 5Y
- Return: 373.8%, Sharpe: 1.09, Volatility: 32.2%, Max Drawdown: -34.5%
- 10Y
- Return: 1657.9%, Sharpe: 1.07, Volatility: 30.0%, 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.