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 sector. Data as of 2026-09-13.
| Last close price | $1,115.70 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +24.01% |
| Total return over period | +89.90% |
| Annualized volatility | 35.62% |
| Period volatility | 61.49% |
| Sharpe ratio | 0.56 |
| Sortino ratio | 0.83 |
| Max drawdown | -34.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.93% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $515.22 – $1,280.34 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Lilly (Eli) (LLY) has posted an annualized return of +24.01% with annual volatility of 35.62%, a Sharpe ratio of 0.56. Its worst stretch (max drawdown from a peak) was -34.48%. Its correlation with the S&P 500 is 0.29, 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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