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NTTYY vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NTTYY and BIL is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

NTTYY vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nippon Telegraph and Telephone Corp ADR (NTTYY) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
512.83%
24.21%
NTTYY
BIL

Key characteristics

Sharpe Ratio

NTTYY:

-0.35

BIL:

20.50

Sortino Ratio

NTTYY:

-0.39

BIL:

251.65

Omega Ratio

NTTYY:

0.96

BIL:

146.29

Calmar Ratio

NTTYY:

-0.23

BIL:

445.64

Martin Ratio

NTTYY:

-0.63

BIL:

4,090.73

Ulcer Index

NTTYY:

10.63%

BIL:

0.00%

Daily Std Dev

NTTYY:

18.89%

BIL:

0.24%

Max Drawdown

NTTYY:

-84.64%

BIL:

-0.77%

Current Drawdown

NTTYY:

-20.07%

BIL:

0.00%

Returns By Period

In the year-to-date period, NTTYY achieves a 2.81% return, which is significantly higher than BIL's 1.33% return. Over the past 10 years, NTTYY has outperformed BIL with an annualized return of 6.90%, while BIL has yielded a comparatively lower 1.75% annualized return.


NTTYY

YTD

2.81%

1M

4.62%

6M

8.09%

1Y

-3.35%

5Y*

4.34%

10Y*

6.90%

BIL

YTD

1.33%

1M

0.35%

6M

2.17%

1Y

4.82%

5Y*

2.54%

10Y*

1.75%

*Annualized

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Risk-Adjusted Performance

NTTYY vs. BIL — Risk-Adjusted Performance Rank

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

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 3333
Overall Rank
The Sharpe Ratio Rank of NTTYY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 3838
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 3939
Martin Ratio Rank

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTTYY vs. BIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and SPDR Barclays 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.


The chart of Sharpe ratio for NTTYY, currently valued at -0.35, compared to the broader market-2.00-1.000.001.002.003.00
NTTYY: -0.35
BIL: 20.50
The chart of Sortino ratio for NTTYY, currently valued at -0.39, compared to the broader market-6.00-4.00-2.000.002.004.00
NTTYY: -0.39
BIL: 251.65
The chart of Omega ratio for NTTYY, currently valued at 0.96, compared to the broader market0.501.001.502.00
NTTYY: 0.96
BIL: 146.29
The chart of Calmar ratio for NTTYY, currently valued at -0.23, compared to the broader market0.001.002.003.004.005.00
NTTYY: -0.23
BIL: 445.64
The chart of Martin ratio for NTTYY, currently valued at -0.63, compared to the broader market-5.000.005.0010.0015.0020.00
NTTYY: -0.63
BIL: 4,090.73

The current NTTYY Sharpe Ratio is -0.35, which is lower than the BIL Sharpe Ratio of 20.50. The chart below compares the historical Sharpe Ratios of NTTYY and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00NovemberDecember2025FebruaryMarchApril
-0.35
20.50
NTTYY
BIL

Dividends

NTTYY vs. BIL - Dividend Comparison

NTTYY has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 4.76%.


TTM20242023202220212020201920182017201620152014
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.76%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%

Drawdowns

NTTYY vs. BIL - Drawdown Comparison

The maximum NTTYY drawdown since its inception was -84.64%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for NTTYY and BIL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.07%
0
NTTYY
BIL

Volatility

NTTYY vs. BIL - Volatility Comparison

Nippon Telegraph and Telephone Corp ADR (NTTYY) has a higher volatility of 6.47% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that NTTYY'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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.47%
0.07%
NTTYY
BIL