PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BILL vs. NCNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BILL and NCNO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BILL vs. NCNO - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-51.03%
-73.85%
BILL
NCNO

Key characteristics

Sharpe Ratio

BILL:

-0.56

NCNO:

-0.49

Sortino Ratio

BILL:

-0.44

NCNO:

-0.41

Omega Ratio

BILL:

0.93

NCNO:

0.93

Calmar Ratio

BILL:

-0.39

NCNO:

-0.26

Martin Ratio

BILL:

-1.37

NCNO:

-1.12

Ulcer Index

BILL:

25.64%

NCNO:

17.81%

Daily Std Dev

BILL:

62.96%

NCNO:

40.67%

Max Drawdown

BILL:

-88.95%

NCNO:

-78.28%

Current Drawdown

BILL:

-88.13%

NCNO:

-75.57%

Fundamentals

Market Cap

BILL:

$4.17B

NCNO:

$2.79B

EPS

BILL:

$0.39

NCNO:

-$0.33

PS Ratio

BILL:

3.01

NCNO:

5.16

PB Ratio

BILL:

1.09

NCNO:

2.56

Total Revenue (TTM)

BILL:

$1.06B

NCNO:

$540.66M

Gross Profit (TTM)

BILL:

$853.46M

NCNO:

$321.16M

EBITDA (TTM)

BILL:

$137.83M

NCNO:

$9.55M

Returns By Period

In the year-to-date period, BILL achieves a -52.06% return, which is significantly lower than NCNO's -28.68% return.


BILL

YTD

-52.06%

1M

-15.47%

6M

-29.70%

1Y

-33.42%

5Y*

-0.69%

10Y*

N/A

NCNO

YTD

-28.68%

1M

-16.75%

6M

-34.53%

1Y

-19.50%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BILL vs. NCNO — Risk-Adjusted Performance Rank

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

BILL
The Risk-Adjusted Performance Rank of BILL is 2424
Overall Rank
The Sharpe Ratio Rank of BILL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of BILL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BILL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of BILL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BILL is 1616
Martin Ratio Rank

NCNO
The Risk-Adjusted Performance Rank of NCNO is 2929
Overall Rank
The Sharpe Ratio Rank of NCNO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of NCNO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of NCNO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NCNO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of NCNO is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BILL vs. NCNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bill.com Holdings, Inc. (BILL) and nCino, Inc. (NCNO). 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.


Sharpe ratio
The chart of Sharpe ratio for BILL, currently valued at -0.56, compared to the broader market-2.00-1.000.001.002.003.00
BILL: -0.56
NCNO: -0.49
The chart of Sortino ratio for BILL, currently valued at -0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
BILL: -0.44
NCNO: -0.41
The chart of Omega ratio for BILL, currently valued at 0.93, compared to the broader market0.501.001.502.00
BILL: 0.93
NCNO: 0.93
The chart of Calmar ratio for BILL, currently valued at -0.39, compared to the broader market0.001.002.003.004.00
BILL: -0.39
NCNO: -0.26
The chart of Martin ratio for BILL, currently valued at -1.37, compared to the broader market-5.000.005.0010.0015.0020.00
BILL: -1.37
NCNO: -1.12

The current BILL Sharpe Ratio is -0.56, which is comparable to the NCNO Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of BILL and NCNO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.56
-0.49
BILL
NCNO

Dividends

BILL vs. NCNO - Dividend Comparison

Neither BILL nor NCNO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BILL vs. NCNO - Drawdown Comparison

The maximum BILL drawdown since its inception was -88.95%, which is greater than NCNO's maximum drawdown of -78.28%. Use the drawdown chart below to compare losses from any high point for BILL and NCNO. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-88.13%
-75.57%
BILL
NCNO

Volatility

BILL vs. NCNO - Volatility Comparison

The current volatility for Bill.com Holdings, Inc. (BILL) is 23.43%, while nCino, Inc. (NCNO) has a volatility of 26.31%. This indicates that BILL experiences smaller price fluctuations and is considered to be less risky than NCNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.43%
26.31%
BILL
NCNO

Financials

BILL vs. NCNO - Financials Comparison

This section allows you to compare key financial metrics between Bill.com Holdings, Inc. and nCino, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab