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BILL vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILL vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bill.com Holdings, Inc. (BILL) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILL achieves a -35.57% return, which is significantly lower than GLD's 0.24% return.


BILL

1D
-2.31%
1M
-15.99%
YTD
-35.57%
6M
-35.50%
1Y
-22.97%
3Y*
-32.70%
5Y*
-25.68%
10Y*

GLD

1D
0.26%
1M
-8.41%
YTD
0.24%
6M
3.07%
1Y
30.18%
3Y*
29.71%
5Y*
17.55%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILL vs. GLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BILL
Bill.com Holdings, Inc.
-35.57%-35.62%3.82%-25.12%-56.27%82.53%258.74%2.15%
GLD
SPDR Gold Shares
0.24%63.68%26.66%12.69%-0.77%-4.15%24.81%2.86%

Correlation

The correlation between BILL and GLD is 0.04, 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

0.04

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

0.07

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

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2019

0.08

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Return for Risk

BILL vs. GLD — Risk / Return Rank

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

BILL
BILL Risk / Return Rank: 2323
Overall Rank
BILL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BILL Sortino Ratio Rank: 2626
Sortino Ratio Rank
BILL Omega Ratio Rank: 2727
Omega Ratio Rank
BILL Calmar Ratio Rank: 2020
Calmar Ratio Rank
BILL Martin Ratio Rank: 1515
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3333
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3838
Omega Ratio Rank
GLD Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLD Martin Ratio Rank: 2929
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.

BILL vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bill.com Holdings, Inc. (BILL) and SPDR Gold Shares (GLD). 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.


BILLGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

0.97

1.23

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.60

1.51

-2.11

Martin ratioReturn relative to average drawdown

-1.21

3.78

-4.99

BILL vs. GLD - Sharpe Ratio Comparison

The current BILL Sharpe Ratio is -0.37, which is lower than the GLD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BILL and GLD, 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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Sharpe Ratios by Period


BILLGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

1.13

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.98

-1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.59

-0.59

Drawdowns

BILL vs. GLD - Drawdown Comparison

The maximum BILL drawdown since its inception was -89.86%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for BILL and GLD.


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Drawdown Indicators


BILLGLDDifference

Max Drawdown

Largest peak-to-trough decline

-89.86%

-45.56%

-44.30%

Max Drawdown (1Y)

Largest decline over 1 year

-38.38%

-20.10%

-18.28%

Max Drawdown (3Y)

Largest decline over 3 years

-74.39%

-20.10%

-54.29%

Max Drawdown (5Y)

Largest decline over 5 years

-89.86%

-21.03%

-68.83%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-89.73%

-19.89%

-69.84%

Average Drawdown

Average peak-to-trough decline

-54.64%

-16.16%

-38.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.99%

8.01%

+10.98%

Volatility

BILL vs. GLD - Volatility Comparison

Bill.com Holdings, Inc. (BILL) has a higher volatility of 19.40% compared to SPDR Gold Shares (GLD) at 5.68%. This indicates that BILL's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILLGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.40%

5.68%

+13.72%

Volatility (6M)

Calculated over the trailing 6-month period

49.73%

23.47%

+26.26%

Volatility (1Y)

Calculated over the trailing 1-year period

63.24%

26.87%

+36.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.44%

18.07%

+52.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.01%

15.99%

+57.02%

Dividends

BILL vs. GLD - Dividend Comparison

Neither BILL nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BILL and GLD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILL has higher volatility (19.40%) compared to GLD (5.68%). In terms of maximum drawdown, BILL dropped -89.86% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (1.13 vs -0.37), 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.

Portfolio Optimizer

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