Eli Lilly and Co. (LLY) Volatility

    Healthcare
    Market data as of 2026-10-26 · Autonium metric computed 2026-10-26 · model v1

    LLY volatility — the short answer

    LLY's realised volatility is 30.8% annualised over 20 days and 30.0% over 60 days, placing it in the 46th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+30.8%
    Realised volatility (60d, annualised)+30.0%
    1-year volatility percentile46
    Current drawdown from peak-2.1%
    Deepest 1-year drawdown-23.3%
    SPY volatility (20d)+9.6%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    UNH — UnitedHealth Group29.7
    JNJ — Johnson & Johnson32.9
    ABBV — AbbVie Inc.21.7
    MRK — Merck & Co.32.2
    TMO — Thermo Fisher Scientific29.4

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    LLY overviewLLY technical analysisLLY rsiLLY moving averagesLLY momentumLLY relative strengthLLY drawdownLLY volumeLLY trendLLY algo score historyLLY vs UNHLLY vs JNJHealthcare sector strengthAlgo Score rankings

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