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BILL vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BILL and QQQ is 0.47, 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.


Performance

BILL vs. QQQ - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
25.97%
144.88%
BILL
QQQ

Key characteristics

Sharpe Ratio

BILL:

-0.36

QQQ:

0.45

Sortino Ratio

BILL:

-0.08

QQQ:

0.81

Omega Ratio

BILL:

0.99

QQQ:

1.11

Calmar Ratio

BILL:

-0.25

QQQ:

0.51

Martin Ratio

BILL:

-0.81

QQQ:

1.65

Ulcer Index

BILL:

27.64%

QQQ:

6.96%

Daily Std Dev

BILL:

62.82%

QQQ:

25.14%

Max Drawdown

BILL:

-88.95%

QQQ:

-82.98%

Current Drawdown

BILL:

-86.93%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, BILL achieves a -47.21% return, which is significantly lower than QQQ's -4.41% return.


BILL

YTD

-47.21%

1M

1.66%

6M

-42.15%

1Y

-22.46%

5Y*

-11.79%

10Y*

N/A

QQQ

YTD

-4.41%

1M

4.71%

6M

-4.80%

1Y

11.32%

5Y*

17.54%

10Y*

17.26%

*Annualized

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Risk-Adjusted Performance

BILL vs. QQQ — 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 3434
Overall Rank
The Sharpe Ratio Rank of BILL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BILL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of BILL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of BILL is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BILL is 3333
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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. QQQ - Risk-Adjusted Performance Comparison

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


The current BILL Sharpe Ratio is -0.36, which is lower than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of BILL and QQQ, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.36
0.45
BILL
QQQ

Dividends

BILL vs. QQQ - Dividend Comparison

BILL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
BILL
Bill.com Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BILL vs. QQQ - Drawdown Comparison

The maximum BILL drawdown since its inception was -88.95%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BILL and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-86.93%
-9.42%
BILL
QQQ

Volatility

BILL vs. QQQ - Volatility Comparison

Bill.com Holdings, Inc. (BILL) has a higher volatility of 13.41% compared to Invesco QQQ (QQQ) at 8.24%. This indicates that BILL's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
13.41%
8.24%
BILL
QQQ