AMKBY vs. BIL
Compare and contrast key facts about AP Moeller-Maersk AS (AMKBY) and SPDR Barclays 1-3 Month T-Bill ETF (BIL).
BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMKBY or BIL.
Key characteristics
| AMKBY | BIL | |
|---|---|---|
| YTD Return | -15.31% | 1.81% |
| 1Y Return | -12.70% | 5.35% |
| 3Y Return (Ann) | -0.75% | 2.69% |
| 5Y Return (Ann) | 13.97% | 1.94% |
| 10Y Return (Ann) | 3.68% | 1.28% |
| Sharpe Ratio | -0.36 | 20.33 |
| Daily Std Dev | 40.40% | 0.26% |
| Max Drawdown | -62.68% | -0.77% |
| Current Drawdown | -38.81% | 0.00% |
Correlation
The correlation between AMKBY and BIL is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AMKBY vs. BIL - Performance Comparison
In the year-to-date period, AMKBY achieves a -15.31% return, which is significantly lower than BIL's 1.81% return. Over the past 10 years, AMKBY has outperformed BIL with an annualized return of 3.68%, while BIL has yielded a comparatively lower 1.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMKBY vs. BIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.
Dividends
AMKBY vs. BIL - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 5.20%, which matches BIL's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 5.20% | 34.37% | 17.16% | 1.46% | 0.98% | 12.56% | 1.98% | 1.23% | 2.84% | 18.43% | 2.56% | 1.92% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.18% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMKBY vs. BIL - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -62.68%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for AMKBY and BIL. For additional features, visit the drawdowns tool.
Volatility
AMKBY vs. BIL - Volatility Comparison
AP Moeller-Maersk AS (AMKBY) has a higher volatility of 11.18% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that AMKBY's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.