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CHWY vs. BILL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHWY and BILL is 0.42, 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.


-0.50.00.51.00.4

Performance

CHWY vs. BILL - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
20.64%
152.17%
CHWY
BILL

Key characteristics

Sharpe Ratio

CHWY:

0.73

BILL:

0.22

Sortino Ratio

CHWY:

1.55

BILL:

0.67

Omega Ratio

CHWY:

1.18

BILL:

1.08

Calmar Ratio

CHWY:

0.50

BILL:

0.12

Martin Ratio

CHWY:

1.99

BILL:

0.36

Ulcer Index

CHWY:

22.15%

BILL:

29.57%

Daily Std Dev

CHWY:

60.12%

BILL:

48.87%

Max Drawdown

CHWY:

-87.37%

BILL:

-87.15%

Current Drawdown

CHWY:

-71.59%

BILL:

-73.84%

Fundamentals

Market Cap

CHWY:

$13.69B

BILL:

$9.05B

EPS

CHWY:

$0.92

BILL:

$0.07

PE Ratio

CHWY:

36.53

BILL:

1.25K

PEG Ratio

CHWY:

0.71

BILL:

1.74

Total Revenue (TTM)

CHWY:

$11.46B

BILL:

$1.34B

Gross Profit (TTM)

CHWY:

$3.29B

BILL:

$1.07B

EBITDA (TTM)

CHWY:

$270.92M

BILL:

$69.92M

Returns By Period

In the year-to-date period, CHWY achieves a 42.70% return, which is significantly higher than BILL's 9.72% return.


CHWY

YTD

42.70%

1M

-2.60%

6M

32.39%

1Y

34.56%

5Y*

3.01%

10Y*

N/A

BILL

YTD

9.72%

1M

1.89%

6M

85.53%

1Y

7.89%

5Y*

18.64%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHWY vs. BILL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chewy, Inc. (CHWY) and Bill.com Holdings, Inc. (BILL). 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 CHWY, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.730.22
The chart of Sortino ratio for CHWY, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.550.67
The chart of Omega ratio for CHWY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.08
The chart of Calmar ratio for CHWY, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.12
The chart of Martin ratio for CHWY, currently valued at 1.99, compared to the broader market-5.000.005.0010.0015.0020.0025.001.990.36
CHWY
BILL

The current CHWY Sharpe Ratio is 0.73, which is higher than the BILL Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CHWY and BILL, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.73
0.22
CHWY
BILL

Dividends

CHWY vs. BILL - Dividend Comparison

Neither CHWY nor BILL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHWY vs. BILL - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, roughly equal to the maximum BILL drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for CHWY and BILL. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-71.59%
-73.84%
CHWY
BILL

Volatility

CHWY vs. BILL - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 13.55% compared to Bill.com Holdings, Inc. (BILL) at 12.80%. This indicates that CHWY's price experiences larger fluctuations and is considered to be riskier than BILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.55%
12.80%
CHWY
BILL

Financials

CHWY vs. BILL - Financials Comparison

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


Values in USD except per share items
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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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