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BILL vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BILL and ^VIX 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. ^VIX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
25.97%
57.10%
BILL
^VIX

Key characteristics

Sharpe Ratio

BILL:

-0.36

^VIX:

0.40

Sortino Ratio

BILL:

-0.08

^VIX:

2.14

Omega Ratio

BILL:

0.99

^VIX:

1.26

Calmar Ratio

BILL:

-0.25

^VIX:

0.91

Martin Ratio

BILL:

-0.81

^VIX:

1.66

Ulcer Index

BILL:

27.64%

^VIX:

47.23%

Daily Std Dev

BILL:

62.82%

^VIX:

171.32%

Max Drawdown

BILL:

-88.95%

^VIX:

-88.70%

Current Drawdown

BILL:

-86.93%

^VIX:

-73.52%

Returns By Period

In the year-to-date period, BILL achieves a -47.21% return, which is significantly lower than ^VIX's 26.22% return.


BILL

YTD

-47.21%

1M

1.66%

6M

-42.15%

1Y

-22.46%

5Y*

-11.79%

10Y*

N/A

^VIX

YTD

26.22%

1M

-34.86%

6M

46.59%

1Y

72.58%

5Y*

-4.62%

10Y*

4.52%

*Annualized

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Risk-Adjusted Performance

BILL vs. ^VIX — 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

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 8080
Overall Rank
The Sharpe Ratio Rank of ^VIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 6565
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. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bill.com Holdings, Inc. (BILL) and CBOE Volatility Index (^VIX). 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 ^VIX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BILL and ^VIX, 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-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.35
0.40
BILL
^VIX

Drawdowns

BILL vs. ^VIX - Drawdown Comparison

The maximum BILL drawdown since its inception was -88.95%, roughly equal to the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for BILL and ^VIX. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%December2025FebruaryMarchAprilMay
-86.93%
-73.52%
BILL
^VIX

Volatility

BILL vs. ^VIX - Volatility Comparison

The current volatility for Bill.com Holdings, Inc. (BILL) is 11.69%, while CBOE Volatility Index (^VIX) has a volatility of 32.84%. This indicates that BILL experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
11.69%
32.84%
BILL
^VIX