BOX vs. BIL
BOX (Box, Inc.) is a stock, while BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) is Government Bonds fund tracking the Bloomberg 1-3 Month U.S. Treasury Bill Index. Over the past 10 years, BOX returned 10.13%/yr vs 2.24%/yr for BIL. Their -0.00 correlation means they have often moved in opposite directions in the past.
Performance
BOX vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, BOX achieves a 6.99% return, which is significantly higher than BIL's 2.11% return. Over the past 10 years, BOX has outperformed BIL with an annualized return of 10.13%, while BIL has yielded a comparatively lower 2.24% annualized return.
BOX
- 1D
- 0.76%
- 1M
- 12.87%
- 6M
- 29.40%
- YTD
- 6.99%
- 1Y
- 1.36%
- 3Y*
- 1.52%
- 5Y*
- 5.26%
- 10Y*
- 10.13%
- ALL TIME*
- 4.07%
BIL
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.77%
- YTD
- 2.11%
- 1Y
- 3.78%
- 3Y*
- 4.54%
- 5Y*
- 3.54%
- 10Y*
- 2.24%
- ALL TIME*
- 1.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.00B | $883.07M | $928.53M | |
BOX Box, Inc. | $95.17M | $90.35M | $73.11M |
BOX vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOX Box, Inc. | 6.99% | -5.35% | 23.39% | -17.73% | 18.86% | 45.10% | 7.57% | -0.59% | -20.08% | 52.38% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 2.11% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between BOX and BIL is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | -0.00 |
The correlation between BOX and BIL shifts across timeframes, from -0.01 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BOX vs. BIL — Risk / Return Rank
BOX
BIL
BOX vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Box, Inc. (BOX) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.
| BOX | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.14 | ||
| Sortino ratioReturn per unit of downside risk | -151.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 68.82 | -67.79 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 346.53 | -346.49 |
| Martin ratioReturn relative to average drawdown | 0.07 | 2,457.45 | -2,457.38 |
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Drawdowns
BOX vs. BIL - Drawdown Comparison
The maximum BOX drawdown since its inception was -68.56%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for BOX and BIL.
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Drawdown Indicators
| BOX | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.56% | -0.78% | -67.78% |
Max Drawdown (1Y)Largest decline over 1 year | -36.30% | -0.01% | -36.29% |
Max Drawdown (3Y)Largest decline over 3 years | -44.57% | -0.01% | -44.56% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -0.08% | -44.49% |
Max Drawdown (10Y)Largest decline over 10 years | -68.56% | -0.21% | -68.35% |
Current DrawdownCurrent decline from peak | -16.99% | 0.00% | -16.99% |
Average DrawdownAverage peak-to-trough decline | -25.25% | -0.26% | -24.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.80% | 0.00% | +18.80% |
Volatility
BOX vs. BIL - Volatility Comparison
Box, Inc. (BOX) has a higher volatility of 11.82% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that BOX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOX | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.82% | 0.05% | +11.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.21% | 0.14% | +30.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.28% | 0.20% | +36.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.37% | 0.26% | +33.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.77% | 0.26% | +38.51% |
Dividends
BOX vs. BIL - Dividend Comparison
BOX has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.77% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
BOX Box, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BOX and BIL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOX has higher volatility (11.82%) compared to BIL (0.05%). In terms of maximum drawdown, BOX dropped -68.56% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.17 vs 0.04), 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.
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