SHCO vs. CLIP

Last updated Apr 1, 2026

Compare and contrast key facts about Soho House & Co Inc. (SHCO) and Global X 1-3 Month T-Bill ETF (CLIP).

CLIP is a passively managed fund by Global X that tracks the performance of the Solactive 1-3 month US T-Bill Index - USD. It was launched on Jun 20, 2023.

Performance

SHCO vs. CLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Soho House & Co Inc. (SHCO) and Global X 1-3 Month T-Bill ETF (CLIP). The values are adjusted to include any dividend payments, if applicable.

SHCO vs. CLIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SHCO Soho House & Co Inc.	0.33%	20.27%	4.63%	21.09%
CLIP Global X 1-3 Month T-Bill ETF	0.86%	4.23%	5.26%	2.82%

Returns By Period

SHCO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLIP

• 1D: 0.01%
• 1M: 0.29%
• YTD: 0.86%
• 6M: 1.89%
• 1Y: 4.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SHCO vs. CLIP — Risk / Return Rank

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

CLIP

CLIP Risk / Return Rank: 100
CLIP Sharpe Ratio Rank: 100
CLIP Sortino Ratio Rank: 100
CLIP Omega Ratio Rank: 100
CLIP Calmar Ratio Rank: 100
CLIP Martin Ratio Rank: 100

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.

SHCO vs. CLIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Soho House & Co Inc. (SHCO) and Global X 1-3 Month T-Bill ETF (CLIP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SHCO	CLIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	13.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	10.60	—

Correlation

The correlation between SHCO and CLIP is -0.00. 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.

Dividends

SHCO vs. CLIP - Dividend Comparison

SHCO has not paid dividends to shareholders, while CLIP's dividend yield for the trailing twelve months is around 4.03%.

	TTM	2025	2024	2023
SHCO Soho House & Co Inc.	0.00%	0.00%	0.00%	0.00%
CLIP Global X 1-3 Month T-Bill ETF	4.03%	4.14%	5.11%	2.75%

Drawdowns

Drawdown Indicators

	SHCO	CLIP	Difference
Max Drawdown Largest peak-to-trough decline	—	-0.08%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.05%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	0.00%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.01%	—

Volatility

Volatility by Period

	SHCO	CLIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	0.30%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	0.45%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	0.45%	—