Lilly (Eli) (LLY): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lilly (Eli), a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $1,288.30 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +33.04% |
| Total return over period | +134.41% |
| Annualized volatility | 35.47% |
| Period volatility | 61.28% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.99 |
| Sortino ratio | 2.95 |
| Max drawdown | -34.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.93% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $543.41 – $1,306.69 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lilly (Eli) (LLY) has posted an annualized return of +33.04% with annual volatility of 35.47%, a Sharpe ratio of 1.99. Its worst stretch (max drawdown from a peak) was -34.48%. Its correlation with the S&P 500 is 0.27, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LLY would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Lilly (Eli) (LLY) is of the S&P 500.
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