CMPGY vs. BIL

Last updated Jun 26, 2026

CMPGY (Compass Group PLC ADR) 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, CMPGY returned 8.14%/yr vs 2.21%/yr for BIL. At a correlation of -0.01, they often move in opposite directions.

Performance

CMPGY vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Group PLC ADR (CMPGY) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMPGY achieves a 3.43% return, which is significantly higher than BIL's 1.70% return. Over the past 10 years, CMPGY has outperformed BIL with an annualized return of 8.14%, while BIL has yielded a comparatively lower 2.21% annualized return.

CMPGY

• 1D: -0.43%
• 1M: 6.23%
• YTD: 3.43%
• 6M: 3.33%
• 1Y: -2.22%
• 3Y*: 6.98%
• 5Y*: 10.28%
• 10Y*: 8.14%

BIL

• 1D: 0.01%
• 1M: 0.28%
• YTD: 1.70%
• 6M: 1.75%
• 1Y: 3.85%
• 3Y*: 4.61%
• 5Y*: 3.45%
• 10Y*: 2.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPGY vs. BIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CMPGY Compass Group PLC ADR	3.43%	-2.98%	23.21%	21.71%	2.19%	23.17%	-24.79%	23.34%	-2.91%	22.13%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	1.70%	4.15%	5.19%	4.94%	1.40%	-0.10%	0.40%	2.03%	1.74%	0.69%

Correlation

The correlation between CMPGY and BIL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007	-0.01

Return for Risk

CMPGY vs. BIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMPGY

CMPGY Risk / Return Rank: 38
CMPGY Sharpe Ratio Rank: 40
CMPGY Sortino Ratio Rank: 34
CMPGY Omega Ratio Rank: 34
CMPGY Calmar Ratio Rank: 40
CMPGY Martin Ratio Rank: 40

BIL

BIL Risk / Return Rank: 100
BIL Sharpe Ratio Rank: 100
BIL Sortino Ratio Rank: 100
BIL Omega Ratio Rank: 100
BIL Calmar Ratio Rank: 100
BIL Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMPGY vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) 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.

	CMPGY	BIL	Difference
Sharpe ratio: Return per unit of total volatility	-0.09	19.43	-19.52
Sortino ratio: Return per unit of downside risk	0.05	173.17	-173.11
Omega ratio: Gain probability vs. loss probability	1.01	87.41	-86.41
Calmar ratio: Return relative to maximum drawdown	-0.09	353.28	-353.38
Martin ratio: Return relative to average drawdown	-0.18	2,801.37	-2,801.54

CMPGY vs. BIL - Sharpe Ratio Comparison

The current CMPGY Sharpe Ratio is -0.09, which is lower than the BIL Sharpe Ratio of 19.43. The chart below compares the historical Sharpe Ratios of CMPGY and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMPGY vs. BIL - Drawdown Comparison

The maximum CMPGY drawdown since its inception was -57.36%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for CMPGY and BIL.

Drawdown Indicators

	CMPGY	BIL	Difference
Max Drawdown Largest peak-to-trough decline	-57.36%	-0.78%	-56.58%
Max Drawdown (1Y) Largest decline over 1 year	-24.30%	-0.01%	-24.29%
Max Drawdown (3Y) Largest decline over 3 years	-24.30%	-0.01%	-24.29%
Max Drawdown (5Y) Largest decline over 5 years	-24.30%	-0.09%	-24.21%
Max Drawdown (10Y) Largest decline over 10 years	-57.36%	-0.21%	-57.15%
Current Drawdown Current decline from peak	-8.90%	0.00%	-8.90%
Average Drawdown Average peak-to-trough decline	-9.82%	-0.26%	-9.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.54%	0.00%	+12.54%

Volatility

CMPGY vs. BIL - Volatility Comparison

Compass Group PLC ADR (CMPGY) has a higher volatility of 6.39% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that CMPGY'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.

Volatility by Period

	CMPGY	BIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	0.07%	+6.32%
Volatility (6M) Calculated over the trailing 6-month period	21.36%	0.14%	+21.22%
Volatility (1Y) Calculated over the trailing 1-year period	25.25%	0.20%	+25.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.40%	0.26%	+24.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.75%	0.26%	+28.49%

Dividends

CMPGY vs. BIL - Dividend Comparison

CMPGY's dividend yield for the trailing twelve months is around 2.13%, less than BIL's 3.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.85%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
CMPGY Compass Group PLC ADR	2.13%	1.93%	1.68%	1.64%	1.30%	0.00%	1.88%	1.81%	2.05%	7.37%	4.34%	2.21%

Frequently Asked Questions

Can I hold both CMPGY and BIL in my portfolio?

CMPGY and BIL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMPGY or BIL?

CMPGY has higher volatility (6.39%) compared to BIL (0.07%). In terms of maximum drawdown, CMPGY dropped -57.36% vs BIL's -0.78%.

Which has better risk-adjusted returns?

BIL currently has the higher Sharpe Ratio (19.43 vs -0.09), 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.