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HOOD vs. TBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOOD vs. TBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robinhood Markets, Inc. (HOOD) and F/m US Treasury 3 Month Bill ETF (TBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOOD achieves a -8.71% return, which is significantly lower than TBIL's 1.69% return.


HOOD

1D
-2.33%
1M
40.21%
YTD
-8.71%
6M
-14.13%
1Y
35.23%
3Y*
121.59%
5Y*
10Y*

TBIL

1D
0.02%
1M
0.28%
YTD
1.69%
6M
1.76%
1Y
3.91%
3Y*
4.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOOD vs. TBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
HOOD
Robinhood Markets, Inc.
-8.71%203.54%192.46%56.51%-23.78%
TBIL
F/m US Treasury 3 Month Bill ETF
1.69%4.19%5.15%5.12%1.29%

Correlation

The correlation between HOOD and TBIL is -0.05, 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

-0.05

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

-0.00

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Return for Risk

HOOD vs. TBIL — Risk / Return Rank

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

HOOD
HOOD Risk / Return Rank: 5858
Overall Rank
HOOD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HOOD Sortino Ratio Rank: 6060
Sortino Ratio Rank
HOOD Omega Ratio Rank: 5858
Omega Ratio Rank
HOOD Calmar Ratio Rank: 5757
Calmar Ratio Rank
HOOD Martin Ratio Rank: 5555
Martin Ratio Rank

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
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.

HOOD vs. TBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robinhood Markets, Inc. (HOOD) and F/m US Treasury 3 Month Bill ETF (TBIL). 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.


HOODTBILDifference
Sharpe ratioReturn per unit of total volatility

-13.25

Sortino ratioReturn per unit of downside risk

-56.90

Omega ratioGain probability vs. loss probability

1.14

17.08

-15.93

Calmar ratioReturn relative to maximum drawdown

0.62

195.79

-195.18

Martin ratioReturn relative to average drawdown

1.10

929.44

-928.34

HOOD vs. TBIL - Sharpe Ratio Comparison

The current HOOD Sharpe Ratio is 0.51, which is lower than the TBIL Sharpe Ratio of 13.76. The chart below compares the historical Sharpe Ratios of HOOD and TBIL, 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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Drawdowns

HOOD vs. TBIL - Drawdown Comparison

The maximum HOOD drawdown since its inception was -90.21%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for HOOD and TBIL.


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Drawdown Indicators


HOODTBILDifference

Max Drawdown

Largest peak-to-trough decline

-90.21%

-0.10%

-90.11%

Max Drawdown (1Y)

Largest decline over 1 year

-57.26%

-0.02%

-57.24%

Max Drawdown (3Y)

Largest decline over 3 years

-57.26%

-0.02%

-57.24%

Current Drawdown

Current decline from peak

-32.28%

0.00%

-32.28%

Average Drawdown

Average peak-to-trough decline

-60.71%

-0.00%

-60.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.08%

0.00%

+32.08%

Volatility

HOOD vs. TBIL - Volatility Comparison

Robinhood Markets, Inc. (HOOD) has a higher volatility of 23.64% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.06%. This indicates that HOOD's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOODTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.64%

0.06%

+23.58%

Volatility (6M)

Calculated over the trailing 6-month period

50.77%

0.19%

+50.58%

Volatility (1Y)

Calculated over the trailing 1-year period

69.76%

0.29%

+69.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.05%

0.32%

+73.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.05%

0.32%

+73.73%

Dividends

HOOD vs. TBIL - Dividend Comparison

HOOD has not paid dividends to shareholders, while TBIL's dividend yield for the trailing twelve months is around 3.81%.


PositionTTM2025202420232022
HOOD
Robinhood Markets, Inc.
0.00%0.00%0.00%0.00%0.00%
TBIL
F/m US Treasury 3 Month Bill ETF
3.81%4.07%5.02%5.00%1.10%

Frequently Asked Questions


HOOD and TBIL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOOD has higher volatility (23.64%) compared to TBIL (0.06%). In terms of maximum drawdown, HOOD dropped -90.21% vs TBIL's -0.10%.

TBIL currently has the higher Sharpe Ratio (13.76 vs 0.51), 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

Find the right allocation for HOOD and TBIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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