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RDW vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDW vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redwire Corporation (RDW) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDW achieves a 11.18% return, which is significantly higher than BIL's 1.92% return.


RDW

1D
-9.72%
1M
-37.41%
6M
-22.19%
YTD
11.18%
1Y
-51.71%
3Y*
33.64%
5Y*
10Y*

BIL

1D
0.01%
1M
0.30%
6M
1.78%
YTD
1.92%
1Y
3.81%
3Y*
4.58%
5Y*
3.50%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDW vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RDW
Redwire Corporation
11.18%-53.83%477.54%43.94%-70.67%-34.15%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.92%4.15%5.19%4.94%1.40%-0.02%

Correlation

The correlation between RDW and BIL is -0.06, 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

-0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

-0.02

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Return for Risk

RDW vs. BIL — Risk / Return Rank

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

RDW
RDW Risk / Return Rank: 2626
Overall Rank
RDW Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RDW Sortino Ratio Rank: 3232
Sortino Ratio Rank
RDW Omega Ratio Rank: 3232
Omega Ratio Rank
RDW Calmar Ratio Rank: 1717
Calmar Ratio Rank
RDW Martin Ratio Rank: 2323
Martin Ratio Rank

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

RDW vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwire Corporation (RDW) 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.


RDWBILDifference
Sharpe ratioReturn per unit of total volatility

-19.46

Sortino ratioReturn per unit of downside risk

-153.18

Omega ratioGain probability vs. loss probability

0.99

69.35

-68.35

Calmar ratioReturn relative to maximum drawdown

-0.70

349.26

-349.96

Martin ratioReturn relative to average drawdown

-1.00

2,476.82

-2,477.81

RDW vs. BIL - Sharpe Ratio Comparison

The current RDW Sharpe Ratio is -0.44, which is lower than the BIL Sharpe Ratio of 19.02. The chart below compares the historical Sharpe Ratios of RDW and BIL, 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

RDW vs. BIL - Drawdown Comparison

The maximum RDW drawdown since its inception was -87.26%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for RDW and BIL.


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Drawdown Indicators


RDWBILDifference

Max Drawdown

Largest peak-to-trough decline

-87.26%

-0.78%

-86.48%

Max Drawdown (1Y)

Largest decline over 1 year

-73.93%

-0.01%

-73.92%

Max Drawdown (3Y)

Largest decline over 3 years

-80.28%

-0.01%

-80.27%

Max Drawdown (5Y)

Largest decline over 5 years

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-67.37%

0.00%

-67.37%

Average Drawdown

Average peak-to-trough decline

-59.23%

-0.26%

-58.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.95%

0.00%

+51.95%

Volatility

RDW vs. BIL - Volatility Comparison

Redwire Corporation (RDW) has a higher volatility of 24.82% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that RDW'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


RDWBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.82%

0.07%

+24.75%

Volatility (6M)

Calculated over the trailing 6-month period

91.58%

0.14%

+91.44%

Volatility (1Y)

Calculated over the trailing 1-year period

118.36%

0.20%

+118.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.72%

0.26%

+96.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.72%

0.26%

+96.46%

Dividends

RDW vs. BIL - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.81%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
RDW
Redwire Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RDW 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.

RDW has higher volatility (24.82%) compared to BIL (0.07%). In terms of maximum drawdown, RDW dropped -87.26% vs BIL's -0.78%.

BIL currently has the higher Sharpe Ratio (19.02 vs -0.44), 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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