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BILL vs. SHOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BILL vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bill.com Holdings, Inc. (BILL) and Shopify Inc. (SHOP). 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 -39.16% return, which is significantly lower than SHOP's -32.76% return.


BILL

1D
3.27%
1M
-17.19%
YTD
-39.16%
6M
-39.18%
1Y
-19.86%
3Y*
-34.51%
5Y*
-26.75%
10Y*

SHOP

1D
-2.02%
1M
7.94%
YTD
-32.76%
6M
-34.08%
1Y
2.75%
3Y*
19.24%
5Y*
-2.79%
10Y*
43.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILL vs. SHOP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BILL
Bill.com Holdings, Inc.
-39.16%-35.62%3.82%-25.12%-56.27%82.53%258.74%2.15%
SHOP
Shopify Inc.
-32.76%51.39%36.50%124.43%-74.80%21.68%184.71%6.57%

Correlation

The correlation between BILL and SHOP is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.46

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

0.57

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

0.56

The correlation between BILL and SHOP shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BILL:

$3.39B

SHOP:

$141.08B

EPS

BILL:

$0.00

SHOP:

$1.02

PE Ratio

BILL:

20.80K

SHOP:

106.25

PS Ratio

BILL:

2.12

SHOP:

15.39

PB Ratio

BILL:

0.89

SHOP:

11.29

Total Revenue (TTM)

BILL:

$1.60B

SHOP:

$9.20B

Gross Profit (TTM)

BILL:

$1.29B

SHOP:

$5.93B

EBITDA (TTM)

BILL:

$68.77M

SHOP:

$1.60B

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Return for Risk

BILL vs. SHOP — 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: 2626
Sharpe Ratio Rank
BILL Sortino Ratio Rank: 2626
Sortino Ratio Rank
BILL Omega Ratio Rank: 2626
Omega Ratio Rank
BILL Calmar Ratio Rank: 2323
Calmar Ratio Rank
BILL Martin Ratio Rank: 1414
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
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. SHOP - Risk-Adjusted Trends Comparison

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


BILLSHOPDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.97

1.05

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.02

-0.55

Martin ratioReturn relative to average drawdown

-1.25

-0.04

-1.21

BILL vs. SHOP - Sharpe Ratio Comparison

The current BILL Sharpe Ratio is -0.39, which is lower than the SHOP Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BILL and SHOP, 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

BILL vs. SHOP - Drawdown Comparison

The maximum BILL drawdown since its inception was -90.61%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for BILL and SHOP.


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Drawdown Indicators


BILLSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-90.61%

-84.82%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-42.94%

-46.71%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-76.29%

-46.71%

-29.58%

Max Drawdown (5Y)

Largest decline over 5 years

-90.61%

-84.82%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

Current Drawdown

Current decline from peak

-90.31%

-39.53%

-50.78%

Average Drawdown

Average peak-to-trough decline

-54.69%

-28.23%

-26.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.67%

22.27%

-2.60%

Volatility

BILL vs. SHOP - Volatility Comparison

Bill.com Holdings, Inc. (BILL) has a higher volatility of 16.82% compared to Shopify Inc. (SHOP) at 15.38%. This indicates that BILL's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILLSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.82%

15.38%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

50.00%

43.41%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

63.38%

57.03%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.45%

65.55%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.98%

59.07%

+13.91%

Dividends

BILL vs. SHOP - Dividend Comparison

Neither BILL nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BILL vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Bill.com Holdings, Inc. and Shopify 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


0.001.00B2.00B3.00B4.00B20222023202420252026
406.56M
0
(BILL) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BILL and SHOP have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILL has higher volatility (16.82%) compared to SHOP (15.38%). In terms of maximum drawdown, BILL dropped -90.61% vs SHOP's -84.82%.

SHOP currently has the higher Sharpe Ratio (-0.02 vs -0.39), 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

Find the right allocation for BILL and SHOP

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