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GLD vs. BILL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. BILL - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLD achieves a 0.24% return, which is significantly higher than BILL's -35.57% return.


GLD

1D
0.26%
1M
-8.41%
YTD
0.24%
6M
3.07%
1Y
30.18%
3Y*
29.71%
5Y*
17.55%
10Y*
12.56%

BILL

1D
-2.31%
1M
-15.99%
YTD
-35.57%
6M
-35.50%
1Y
-22.97%
3Y*
-32.70%
5Y*
-25.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. BILL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLD
SPDR Gold Shares
0.24%63.68%26.66%12.69%-0.77%-4.15%24.81%2.86%
BILL
Bill.com Holdings, Inc.
-35.57%-35.62%3.82%-25.12%-56.27%82.53%258.74%2.15%

Correlation

The correlation between GLD and BILL is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2019

0.08

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Return for Risk

GLD vs. BILL — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 3333
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3838
Omega Ratio Rank
GLD Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLD Martin Ratio Rank: 2929
Martin Ratio Rank

BILL
BILL Risk / Return Rank: 2323
Overall Rank
BILL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BILL Sortino Ratio Rank: 2626
Sortino Ratio Rank
BILL Omega Ratio Rank: 2727
Omega Ratio Rank
BILL Calmar Ratio Rank: 2020
Calmar Ratio Rank
BILL Martin Ratio Rank: 1515
Martin Ratio Rank
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.

GLD vs. BILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.


GLDBILLDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.23

0.97

+0.25

Calmar ratioReturn relative to maximum drawdown

1.51

-0.60

+2.11

Martin ratioReturn relative to average drawdown

3.78

-1.21

+4.99

GLD vs. BILL - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 1.13, which is higher than the BILL Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of GLD and BILL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GLDBILLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

-0.37

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

-0.37

+1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.00

+0.59

Drawdowns

GLD vs. BILL - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum BILL drawdown of -89.86%. Use the drawdown chart below to compare losses from any high point for GLD and BILL.


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Drawdown Indicators


GLDBILLDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-89.86%

+44.30%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-38.38%

+18.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-74.39%

+54.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-89.86%

+68.83%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-19.89%

-89.73%

+69.84%

Average Drawdown

Average peak-to-trough decline

-16.16%

-54.64%

+38.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

18.99%

-10.98%

Volatility

GLD vs. BILL - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 5.68%, while Bill.com Holdings, Inc. (BILL) has a volatility of 19.40%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than BILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDBILLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

19.40%

-13.72%

Volatility (6M)

Calculated over the trailing 6-month period

23.47%

49.73%

-26.26%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

63.24%

-36.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

70.44%

-52.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

73.01%

-57.02%

Dividends

GLD vs. BILL - Dividend Comparison

Neither GLD nor BILL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and BILL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILL has higher volatility (19.40%) compared to GLD (5.68%). In terms of maximum drawdown, GLD dropped -45.56% vs BILL's -89.86%.

GLD currently has the higher Sharpe Ratio (1.13 vs -0.37), 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.

Portfolio Optimizer

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