CHTR vs. BIL
CHTR (Charter Communications, 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, CHTR returned -4.76%/yr vs 2.24%/yr for BIL. Their -0.01 correlation means they have often moved in opposite directions in the past.
Performance
CHTR vs. BIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHTR achieves a -30.97% return, which is significantly lower than BIL's 2.10% return. Over the past 10 years, CHTR has underperformed BIL with an annualized return of -4.76%, while BIL has yielded a comparatively higher 2.24% annualized return.
CHTR
- 1D
- -0.61%
- 1M
- 5.03%
- 6M
- -32.54%
- YTD
- -30.97%
- 1Y
- -45.56%
- 3Y*
- -29.93%
- 5Y*
- -28.48%
- 10Y*
- -4.76%
- ALL TIME*
- 8.91%
BIL
- 1D
- 0.01%
- 1M
- 0.28%
- 6M
- 1.78%
- YTD
- 2.10%
- 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) |
|---|---|---|---|
| $915.12M | $889.94M | $918.56M | |
| $554.96M | $408.40M | $474.70M |
CHTR vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | -30.97% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 2.10% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between CHTR and BIL is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHTR vs. BIL — Risk / Return Rank
CHTR
BIL
CHTR vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) 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.
| CHTR | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.13 | ||
| Sortino ratioReturn per unit of downside risk | -153.23 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 68.82 | -68.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 346.53 | -347.34 |
| Martin ratioReturn relative to average drawdown | -1.46 | 2,457.45 | -2,458.90 |
Loading charts...
Drawdowns
CHTR vs. BIL - Drawdown Comparison
The maximum CHTR drawdown since its inception was -84.98%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for CHTR and BIL.
Loading charts...
Drawdown Indicators
| CHTR | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.98% | -0.78% | -84.20% |
Max Drawdown (1Y)Largest decline over 1 year | -56.39% | -0.01% | -56.38% |
Max Drawdown (3Y)Largest decline over 3 years | -72.94% | -0.01% | -72.93% |
Max Drawdown (5Y)Largest decline over 5 years | -84.98% | -0.08% | -84.90% |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | -0.21% | -84.77% |
Current DrawdownCurrent decline from peak | -82.45% | 0.00% | -82.45% |
Average DrawdownAverage peak-to-trough decline | -21.23% | -0.26% | -20.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.31% | 0.00% | +31.31% |
Volatility
CHTR vs. BIL - Volatility Comparison
Charter Communications, Inc. (CHTR) has a higher volatility of 13.01% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that CHTR'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.
Loading charts...
Volatility by Period
| CHTR | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.01% | 0.06% | +12.95% |
Volatility (6M)Calculated over the trailing 6-month period | 44.25% | 0.14% | +44.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.68% | 0.20% | +47.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 0.26% | +39.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.64% | 0.26% | +34.38% |
Dividends
CHTR vs. BIL - Dividend Comparison
CHTR 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% |
CHTR Charter Communications, 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
CHTR and BIL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTR has higher volatility (13.01%) compared to BIL (0.06%). In terms of maximum drawdown, CHTR dropped -84.98% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.17 vs -0.96), 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.
Find the right allocation for CHTR and BIL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer