EL vs. BIL
EL (The Estee Lauder Companies 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, EL returned 0.02%/yr vs 2.18%/yr for BIL. At a correlation of -0.01, they often move in opposite directions.
Performance
EL vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, EL achieves a -21.10% return, which is significantly lower than BIL's 1.49% return. Over the past 10 years, EL has underperformed BIL with an annualized return of 0.02%, while BIL has yielded a comparatively higher 2.18% annualized return.
EL
- 1D
- -1.63%
- 1M
- 1.28%
- YTD
- -21.10%
- 6M
- -19.02%
- 1Y
- 20.78%
- 3Y*
- -22.76%
- 5Y*
- -21.84%
- 10Y*
- 0.02%
BIL
- 1D
- 0.02%
- 1M
- 0.28%
- YTD
- 1.49%
- 6M
- 1.77%
- 1Y
- 3.87%
- 3Y*
- 4.64%
- 5Y*
- 3.41%
- 10Y*
- 2.18%
EL vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | -21.10% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.49% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between EL and BIL is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | -0.01 |
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Return for Risk
EL vs. BIL — Risk / Return Rank
EL
BIL
EL vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) 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.
| EL | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.28 | ||
| Sortino ratioReturn per unit of downside risk | -173.28 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 87.91 | -86.79 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 355.35 | -354.87 |
| Martin ratioReturn relative to average drawdown | 1.19 | 2,817.77 | -2,816.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL | BIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 19.71 | -19.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 13.16 | -13.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 8.52 | -8.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 2.78 | -2.50 |
Drawdowns
EL vs. BIL - Drawdown Comparison
The maximum EL drawdown since its inception was -85.82%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for EL and BIL.
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Drawdown Indicators
| EL | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.82% | -0.78% | -85.04% |
Max Drawdown (1Y)Largest decline over 1 year | -43.62% | -0.01% | -43.61% |
Max Drawdown (3Y)Largest decline over 3 years | -74.55% | -0.01% | -74.54% |
Max Drawdown (5Y)Largest decline over 5 years | -85.82% | -0.10% | -85.72% |
Max Drawdown (10Y)Largest decline over 10 years | -85.82% | -0.21% | -85.61% |
Current DrawdownCurrent decline from peak | -76.29% | 0.00% | -76.29% |
Average DrawdownAverage peak-to-trough decline | -20.69% | -0.26% | -20.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.52% | 0.00% | +17.52% |
Volatility
EL vs. BIL - Volatility Comparison
The Estee Lauder Companies Inc. (EL) has a higher volatility of 17.21% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that EL'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
| EL | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.21% | 0.05% | +17.16% |
Volatility (6M)Calculated over the trailing 6-month period | 39.36% | 0.13% | +39.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.32% | 0.20% | +48.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.32% | 0.26% | +43.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.57% | 0.26% | +36.31% |
Dividends
EL vs. BIL - Dividend Comparison
EL's dividend yield for the trailing twelve months is around 1.71%, less than BIL's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
EL The Estee Lauder Companies Inc. | 1.71% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
Frequently Asked Questions
EL 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.
EL has higher volatility (17.21%) compared to BIL (0.05%). In terms of maximum drawdown, EL dropped -85.82% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.71 vs 0.43), 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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