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

Correlation

The correlation between BILL and VTIP is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BILL vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bill.com Holdings, Inc. (BILL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
65.15%
2.62%
BILL
VTIP

Key characteristics

Sharpe Ratio

BILL:

0.41

VTIP:

3.05

Sortino Ratio

BILL:

0.94

VTIP:

4.68

Omega Ratio

BILL:

1.12

VTIP:

1.65

Calmar Ratio

BILL:

0.23

VTIP:

7.06

Martin Ratio

BILL:

0.77

VTIP:

18.68

Ulcer Index

BILL:

26.62%

VTIP:

0.28%

Daily Std Dev

BILL:

49.20%

VTIP:

1.74%

Max Drawdown

BILL:

-87.15%

VTIP:

-6.27%

Current Drawdown

BILL:

-74.03%

VTIP:

0.00%

Returns By Period

In the year-to-date period, BILL achieves a 4.95% return, which is significantly higher than VTIP's 0.58% return.


BILL

YTD

4.95%

1M

-0.69%

6M

65.24%

1Y

22.62%

5Y*

13.89%

10Y*

N/A

VTIP

YTD

0.58%

1M

0.81%

6M

2.64%

1Y

5.23%

5Y*

3.53%

10Y*

2.62%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BILL vs. VTIP — 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 5757
Overall Rank
The Sharpe Ratio Rank of BILL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BILL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BILL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of BILL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BILL is 5555
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9696
Overall Rank
The Sharpe Ratio Rank of VTIP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9393
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. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bill.com Holdings, Inc. (BILL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 0.41, compared to the broader market-2.000.002.004.000.413.05
The chart of Sortino ratio for BILL, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.944.68
The chart of Omega ratio for BILL, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.65
The chart of Calmar ratio for BILL, currently valued at 0.23, compared to the broader market0.002.004.006.000.237.06
The chart of Martin ratio for BILL, currently valued at 0.77, compared to the broader market-10.000.0010.0020.0030.000.7718.68
BILL
VTIP

The current BILL Sharpe Ratio is 0.41, which is lower than the VTIP Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of BILL and VTIP, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.41
3.05
BILL
VTIP

Dividends

BILL vs. VTIP - Dividend Comparison

BILL has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 2.69%.


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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.69%2.70%3.36%6.84%4.68%1.20%2.29%2.45%1.52%0.76%0.00%0.82%

Drawdowns

BILL vs. VTIP - Drawdown Comparison

The maximum BILL drawdown since its inception was -87.15%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for BILL and VTIP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-74.03%
0
BILL
VTIP

Volatility

BILL vs. VTIP - Volatility Comparison

Bill.com Holdings, Inc. (BILL) has a higher volatility of 13.11% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.47%. This indicates that BILL's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.11%
0.47%
BILL
VTIP
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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.

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