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BIL vs. OXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. OXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) and Occidental Petroleum Corporation (OXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIL achieves a 1.60% return, which is significantly lower than OXY's 38.79% return. Over the past 10 years, BIL has outperformed OXY with an annualized return of 2.20%, while OXY has yielded a comparatively lower -0.06% annualized return.


BIL

1D
0.03%
1M
0.32%
YTD
1.60%
6M
1.76%
1Y
3.89%
3Y*
4.63%
5Y*
3.43%
10Y*
2.20%

OXY

1D
1.93%
1M
1.11%
YTD
38.79%
6M
38.96%
1Y
28.93%
3Y*
0.48%
5Y*
16.40%
10Y*
-0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. OXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.60%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
OXY
Occidental Petroleum Corporation
38.79%-14.95%-15.91%-4.08%119.10%67.71%-56.63%-28.28%-13.05%8.49%

Correlation

The correlation between BIL and OXY is 0.03, 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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

-0.02

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Return for Risk

BIL vs. OXY — Risk / Return Rank

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

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank

OXY
OXY Risk / Return Rank: 6767
Overall Rank
OXY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
OXY Sortino Ratio Rank: 6464
Sortino Ratio Rank
OXY Omega Ratio Rank: 6363
Omega Ratio Rank
OXY Calmar Ratio Rank: 7070
Calmar Ratio Rank
OXY Martin Ratio Rank: 6868
Martin Ratio Rank
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.

BIL vs. OXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) and Occidental Petroleum Corporation (OXY). 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.


BILOXYDifference
Sharpe ratioReturn per unit of total volatility

+18.79

Sortino ratioReturn per unit of downside risk

+173.84

Omega ratioGain probability vs. loss probability

88.41

1.16

+87.25

Calmar ratioReturn relative to maximum drawdown

357.44

1.46

+355.98

Martin ratioReturn relative to average drawdown

2,834.34

2.96

+2,831.37

BIL vs. OXY - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the OXY Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BIL and OXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BIL vs. OXY - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum OXY drawdown of -88.45%. Use the drawdown chart below to compare losses from any high point for BIL and OXY.


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Drawdown Indicators


BILOXYDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-88.45%

+87.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-19.94%

+19.93%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-46.94%

+46.93%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-50.77%

+50.68%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-88.39%

+88.18%

Current Drawdown

Current decline from peak

0.00%

-21.16%

+21.16%

Average Drawdown

Average peak-to-trough decline

-0.26%

-20.14%

+19.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

9.80%

-9.80%

Volatility

BIL vs. OXY - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while Occidental Petroleum Corporation (OXY) has a volatility of 9.76%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than OXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

9.76%

-9.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

27.51%

-27.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

34.65%

-34.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

39.58%

-39.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

48.77%

-48.51%

Dividends

BIL vs. OXY - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, more than OXY's 1.77% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
OXY
Occidental Petroleum Corporation
1.77%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%

Frequently Asked Questions


BIL and OXY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXY has higher volatility (9.76%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs OXY's -88.45%.

BIL currently has the higher Sharpe Ratio (19.63 vs 0.84), 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.

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