NDAQ vs. VBIL
NDAQ (Nasdaq, Inc.) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, NDAQ returned -10.70% vs 3.91% for VBIL. At a correlation of -0.04, they often move in opposite directions.
Performance
NDAQ vs. VBIL - Performance Comparison
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Returns By Period
In the year-to-date period, NDAQ achieves a -19.51% return, which is significantly lower than VBIL's 1.73% return.
NDAQ
- 1D
- -4.85%
- 1M
- -14.25%
- YTD
- -19.51%
- 6M
- -20.75%
- 1Y
- -10.70%
- 3Y*
- 17.72%
- 5Y*
- 6.97%
- 10Y*
- 16.09%
VBIL
- 1D
- 0.01%
- 1M
- 0.30%
- YTD
- 1.73%
- 6M
- 1.81%
- 1Y
- 3.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NDAQ vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NDAQ Nasdaq, Inc. | -19.51% | 21.08% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.73% | 3.73% |
Correlation
The correlation between NDAQ and VBIL 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 (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.04 |
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Return for Risk
NDAQ vs. VBIL — Risk / Return Rank
NDAQ
VBIL
NDAQ vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.
| NDAQ | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.62 | ||
| Sortino ratioReturn per unit of downside risk | -121.53 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 45.61 | -44.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 296.41 | -296.89 |
| Martin ratioReturn relative to average drawdown | -1.08 | 1,960.45 | -1,961.52 |
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Drawdowns
NDAQ vs. VBIL - Drawdown Comparison
The maximum NDAQ drawdown since its inception was -68.48%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for NDAQ and VBIL.
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Drawdown Indicators
| NDAQ | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -0.09% | -68.39% |
Max Drawdown (1Y)Largest decline over 1 year | -22.58% | -0.01% | -22.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | — | — |
Current DrawdownCurrent decline from peak | -22.58% | 0.00% | -22.58% |
Average DrawdownAverage peak-to-trough decline | -23.79% | -0.00% | -23.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.97% | 0.00% | +9.97% |
Volatility
NDAQ vs. VBIL - Volatility Comparison
Nasdaq, Inc. (NDAQ) has a higher volatility of 11.40% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that NDAQ's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDAQ | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.40% | 0.05% | +11.35% |
Volatility (6M)Calculated over the trailing 6-month period | 22.42% | 0.15% | +22.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.11% | 0.22% | +25.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.27% | 0.29% | +23.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.41% | 0.29% | +24.12% |
Dividends
NDAQ vs. VBIL - Dividend Comparison
NDAQ's dividend yield for the trailing twelve months is around 1.44%, less than VBIL's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDAQ Nasdaq, Inc. | 1.44% | 1.08% | 1.22% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NDAQ and VBIL 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.
NDAQ has higher volatility (11.40%) compared to VBIL (0.05%). In terms of maximum drawdown, NDAQ dropped -68.48% vs VBIL's -0.09%.
VBIL currently has the higher Sharpe Ratio (18.21 vs -0.41), 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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