GME vs. BIL
GME (GameStop Corp.) 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, GME returned 12.37%/yr vs 2.24%/yr for BIL. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
GME vs. BIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GME achieves a -5.08% return, which is significantly lower than BIL's 2.10% return. Over the past 10 years, GME has outperformed BIL with an annualized return of 12.37%, while BIL has yielded a comparatively lower 2.24% annualized return.
GME
- 1D
- -12.25%
- 1M
- -16.48%
- 6M
- -26.27%
- YTD
- -5.08%
- 1Y
- -13.76%
- 3Y*
- -3.15%
- 5Y*
- -12.28%
- 10Y*
- 12.37%
- ALL TIME*
- 10.60%
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 | |
| $139.27M | $103.45M | $128.64M |
GME vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | -5.08% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
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 GME and BIL is -0.06, 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. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.03 |
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
GME vs. BIL — Risk / Return Rank
GME
BIL
GME vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) 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.
| GME | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.54 | ||
| Sortino ratioReturn per unit of downside risk | -152.24 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 68.82 | -67.86 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 346.53 | -346.97 |
| Martin ratioReturn relative to average drawdown | -0.81 | 2,457.45 | -2,458.26 |
Loading charts...
Drawdowns
GME vs. BIL - Drawdown Comparison
The maximum GME drawdown since its inception was -93.43%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for GME and BIL.
Loading charts...
Drawdown Indicators
| GME | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -0.78% | -92.65% |
Max Drawdown (1Y)Largest decline over 1 year | -31.17% | -0.01% | -31.16% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -0.01% | -62.41% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | -0.08% | -83.75% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | -0.21% | -88.78% |
Current DrawdownCurrent decline from peak | -78.06% | 0.00% | -78.06% |
Average DrawdownAverage peak-to-trough decline | -49.42% | -0.26% | -49.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.01% | 0.00% | +17.01% |
Volatility
GME vs. BIL - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 14.33% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that GME'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
| GME | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 0.06% | +14.27% |
Volatility (6M)Calculated over the trailing 6-month period | 29.11% | 0.14% | +28.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 0.20% | +37.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.76% | 0.26% | +94.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.95% | 0.26% | +117.69% |
Dividends
GME vs. BIL - Dividend Comparison
GME 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 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
GME GameStop Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
Frequently Asked Questions
GME and BIL have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (14.33%) compared to BIL (0.06%). In terms of maximum drawdown, GME dropped -93.43% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.17 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.
Find the right allocation for GME 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