LLY correlations (Lilly (Eli))
LLY measured against 4756 US stocks and ETFs: closest co-movers on one side, the best offsets on the other, all from weekly returns.
Data as of 2026-08-27 · refreshed every trading day · Health Care · Pharmaceuticals
Volatility (ann.)
36.6%
3y weekly
Beta vs S&P 500
0.57
3y weekly
1-year return
+61.2%
price, adjusted
5-year return
+369.2%
price, adjusted
Market cap
$1,048.8B
latest
P/E ratio
40.0
trailing
Dividend yield
0.54%
trailing
Max drawdown
-34.5%
3y, daily closes
LLY over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with LLY
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| XLV | Health Care Select Sector SPDR Fund | 0.64 | |
| BME | Blackrock Health Sciences Trust | 0.55 | |
| IBB | iShares Biotechnology ETF | 0.46 | |
| VRTX | Vertex Pharmaceuticals | 0.44 | |
| AZN | AstraZeneca PLC | 0.43 | |
| MRK | Merck & Co. | 0.42 | |
| REGN | Regeneron Pharmaceuticals | 0.41 | |
| NVS | Novartis AG | 0.41 | |
| BMEZ | BlackRock Health Sciences Term Trust | 0.39 | |
| BMRN | BioMarin Pharmaceutical Inc. | 0.39 | |
| THW | abrdn World Healthcare Fund Shares of Beneficial Interest | 0.39 | |
| HQH | abrdn Healthcare Investors Shares of Beneficial Interest | 0.39 | |
| ABBV | AbbVie | 0.37 | |
| ICLR | ICON plc | 0.36 | |
| BIIB | Biogen | 0.36 |
Best diversifiers for LLY
If the goal is offsetting LLY, these tracked assets have historically moved the most on their own terms.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.28 | |
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.25 | |
| UI | Ubiquiti Inc. | -0.23 | |
| RGC | Regencell Bioscience Holdings Limited | -0.23 | |
| BTCS | BTCS Inc. | -0.21 | |
| NGVT | Ingevity Corporation | -0.20 | |
| PRDO | Perdoceo Education Corporation | -0.20 | |
| WLDN | Willdan Group, Inc. | -0.19 | |
| HNRG | Hallador Energy Company | -0.19 | |
| QNBC | QNB Corp. | -0.19 |
LLY vs benchmarks
LLY vs its peers
Get LLY data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/lly.jsonCorrelations, diversifiers, beta and volatility for LLY, plus one endpoint per pair. API documentation.
LLY inside major ETFs
| ETF | LLY weight | |
|---|---|---|
| XLV | Health Care Select Sector SPDR Fund | 15.03% |
| VIG | Vanguard Dividend Appreciation ETF | 3.94% |
| QUAL | iShares MSCI USA Quality Factor ETF | 3.72% |
| VUG | Vanguard Growth ETF | 2.72% |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | 2.63% |
| IVV | iShares Core S&P 500 ETF | 1.42% |
| SPY | SPDR S&P 500 ETF Trust | 1.42% |
| VOO | Vanguard S&P 500 ETF | 1.41% |
| VTI | Vanguard Total Stock Market ETF | 1.36% |
| DGRO | iShares Core Dividend Growth ETF | 1.21% |
