NTTYY vs. BIL
NTTYY (Nippon Telegraph and Telephone Corp ADR) 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, NTTYY returned 1.42%/yr vs 2.24%/yr for BIL. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
NTTYY vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, NTTYY achieves a -4.88% return, which is significantly lower than BIL's 2.08% return. Over the past 10 years, NTTYY has underperformed BIL with an annualized return of 1.42%, while BIL has yielded a comparatively higher 2.24% annualized return.
NTTYY
- 1D
- -3.27%
- 1M
- 5.59%
- 6M
- -4.52%
- YTD
- -4.88%
- 1Y
- -8.62%
- 3Y*
- -4.08%
- 5Y*
- -0.69%
- 10Y*
- 1.42%
- ALL TIME*
- 2.97%
BIL
- 1D
- 0.03%
- 1M
- 0.26%
- 6M
- 1.78%
- YTD
- 2.08%
- 1Y
- 3.76%
- 3Y*
- 4.56%
- 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) |
|---|---|---|---|
| $778.54M | $838.53M | $900.58M | |
| $2.66M | $3.83M | $4.14M |
NTTYY vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | -4.88% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 26.78% | -11.25% | 15.27% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 2.08% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between NTTYY and BIL is -0.01, 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. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.02 |
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Return for Risk
NTTYY vs. BIL — Risk / Return Rank
NTTYY
BIL
NTTYY vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) 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.
| NTTYY | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.44 | ||
| Sortino ratioReturn per unit of downside risk | -153.47 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 69.35 | -68.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 349.28 | -349.53 |
| Martin ratioReturn relative to average drawdown | -0.44 | 2,476.90 | -2,477.34 |
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Drawdowns
NTTYY vs. BIL - Drawdown Comparison
The maximum NTTYY drawdown since its inception was -63.81%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for NTTYY and BIL.
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Drawdown Indicators
| NTTYY | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.81% | -0.78% | -63.03% |
Max Drawdown (1Y)Largest decline over 1 year | -21.14% | -0.01% | -21.13% |
Max Drawdown (3Y)Largest decline over 3 years | -29.36% | -0.01% | -29.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -0.08% | -29.28% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -0.21% | -29.36% |
Current DrawdownCurrent decline from peak | -23.45% | 0.00% | -23.45% |
Average DrawdownAverage peak-to-trough decline | -23.04% | -0.26% | -22.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 0.00% | +12.36% |
Volatility
NTTYY vs. BIL - Volatility Comparison
Nippon Telegraph and Telephone Corp ADR (NTTYY) has a higher volatility of 6.53% compared to SPDR Bloomberg 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.
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Volatility by Period
| NTTYY | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 0.07% | +6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 0.14% | +13.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 0.20% | +17.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 0.26% | +18.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 0.26% | +20.00% |
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 3.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.46% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 1.77% | 1.73% | 0.00% | 0.00% | 1.83% | 0.00% | 1.71% | 3.52% | 2.53% | 2.63% | 1.94% |
Frequently Asked Questions
NTTYY and BIL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTTYY has higher volatility (6.53%) compared to BIL (0.07%). In terms of maximum drawdown, NTTYY dropped -63.81% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.13 vs -0.31), 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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