Lilly (Eli) (LLY): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lilly (Eli), an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $1,155.07 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +37.67% |
| Total return over period | +159.59% |
| Annualized volatility | 36.20% |
| Sharpe ratio | 0.94 |
| Sortino ratio | 1.42 |
| Max drawdown | -34.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.92% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $439.69 – $1,235.56 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lilly (Eli) (LLY) has posted an annualized return of +37.67% with annual volatility of 36.20%, a Sharpe ratio of 0.94. Its worst stretch (max drawdown from a peak) was -34.48%. Its correlation with the S&P 500 is 0.28, 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 S&P 500 stocks, try the optimizer.
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