ABNB vs. VBIL

Last updated Jun 24, 2026

ABNB (Airbnb, Inc.) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, ABNB returned 6.37% vs 3.91% for VBIL. At a correlation of -0.01, they often move in opposite directions.

Performance

ABNB vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Airbnb, Inc. (ABNB) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABNB achieves a 2.31% return, which is significantly higher than VBIL's 1.71% return.

ABNB

• 1D: -0.24%
• 1M: 4.91%
• YTD: 2.31%
• 6M: 1.73%
• 1Y: 6.37%
• 3Y*: 3.64%
• 5Y*: -1.63%
• 10Y*: —

VBIL

• 1D: 0.01%
• 1M: 0.30%
• YTD: 1.71%
• 6M: 1.81%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNB vs. VBIL - Yearly Performance Comparison

	2026 (YTD)	2025
ABNB Airbnb, Inc.	2.31%	0.35%
VBIL Vanguard 0-3 Month Treasury Bill ETF	1.71%	3.73%

Correlation

The correlation between ABNB and VBIL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025	-0.01

Return for Risk

ABNB vs. VBIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABNB

ABNB Risk / Return Rank: 48
ABNB Sharpe Ratio Rank: 51
ABNB Sortino Ratio Rank: 44
ABNB Omega Ratio Rank: 44
ABNB Calmar Ratio Rank: 50
ABNB Martin Ratio Rank: 50

VBIL

VBIL Risk / Return Rank: 100
VBIL Sharpe Ratio Rank: 100
VBIL Sortino Ratio Rank: 100
VBIL Omega Ratio Rank: 100
VBIL Calmar Ratio Rank: 100
VBIL Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABNB vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbnb, Inc. (ABNB) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ABNB	VBIL	Difference
Sharpe ratio: Return per unit of total volatility	0.22	18.07	-17.86
Sortino ratio: Return per unit of downside risk	0.50	111.81	-111.31
Omega ratio: Gain probability vs. loss probability	1.06	39.66	-38.59
Calmar ratio: Return relative to maximum drawdown	0.30	296.41	-296.11
Martin ratio: Return relative to average drawdown	0.64	1,960.46	-1,959.83

ABNB vs. VBIL - Sharpe Ratio Comparison

The current ABNB Sharpe Ratio is 0.22, which is lower than the VBIL Sharpe Ratio of 18.07. The chart below compares the historical Sharpe Ratios of ABNB and VBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABNB vs. VBIL - Drawdown Comparison

The maximum ABNB drawdown since its inception was -61.96%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for ABNB and VBIL.

Drawdown Indicators

	ABNB	VBIL	Difference
Max Drawdown Largest peak-to-trough decline	-61.96%	-0.09%	-61.87%
Max Drawdown (1Y) Largest decline over 1 year	-21.54%	-0.01%	-21.53%
Max Drawdown (3Y) Largest decline over 3 years	-37.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-60.19%	—	—
Current Drawdown Current decline from peak	-35.97%	0.00%	-35.97%
Average Drawdown Average peak-to-trough decline	-36.12%	-0.00%	-36.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.02%	0.00%	+10.02%

Volatility

ABNB vs. VBIL - Volatility Comparison

Airbnb, Inc. (ABNB) has a higher volatility of 8.57% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that ABNB's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABNB	VBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	0.05%	+8.52%
Volatility (6M) Calculated over the trailing 6-month period	22.81%	0.16%	+22.65%
Volatility (1Y) Calculated over the trailing 1-year period	29.38%	0.22%	+29.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.84%	0.30%	+43.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.90%	0.30%	+45.60%

Dividends

ABNB vs. VBIL - Dividend Comparison

ABNB has not paid dividends to shareholders, while VBIL's dividend yield for the trailing twelve months is around 3.65%.

Position	TTM	2025
ABNB Airbnb, Inc.	0.00%	0.00%
VBIL Vanguard 0-3 Month Treasury Bill ETF	3.65%	3.12%

Frequently Asked Questions

Can I hold both ABNB and VBIL in my portfolio?

ABNB and VBIL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABNB or VBIL?

ABNB has higher volatility (8.57%) compared to VBIL (0.05%). In terms of maximum drawdown, ABNB dropped -61.96% vs VBIL's -0.09%.

Which has better risk-adjusted returns?

VBIL currently has the higher Sharpe Ratio (18.07 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.