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SOUN vs. VBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOUN vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoundHound AI Inc (SOUN) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOUN achieves a -18.96% return, which is significantly lower than VBIL's 1.50% return.


SOUN

1D
-8.39%
1M
-14.68%
YTD
-18.96%
6M
-31.41%
1Y
-18.63%
3Y*
40.71%
5Y*
10Y*

VBIL

1D
0.01%
1M
0.29%
YTD
1.50%
6M
1.80%
1Y
3.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOUN vs. VBIL - Yearly Performance Comparison


2026 (YTD)2025
SOUN
SoundHound AI Inc
-18.96%-27.78%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
1.50%3.71%

Correlation

The correlation between SOUN and VBIL 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 (All Time)
Calculated using the full available price history since Feb 12, 2025

-0.03

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Return for Risk

SOUN vs. VBIL — Risk / Return Rank

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

SOUN
SOUN Risk / Return Rank: 3333
Overall Rank
SOUN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SOUN Sortino Ratio Rank: 3434
Sortino Ratio Rank
SOUN Omega Ratio Rank: 3333
Omega Ratio Rank
SOUN Calmar Ratio Rank: 3232
Calmar Ratio Rank
SOUN Martin Ratio Rank: 3333
Martin Ratio Rank

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 9999
Calmar Ratio Rank
VBIL 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.

SOUN vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoundHound AI Inc (SOUN) 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.


SOUNVBILDifference
Sharpe ratioReturn per unit of total volatility

-15.40

Sortino ratioReturn per unit of downside risk

-38.89

Omega ratioGain probability vs. loss probability

1.02

21.10

-20.08

Calmar ratioReturn relative to maximum drawdown

-0.26

42.61

-42.87

Martin ratioReturn relative to average drawdown

-0.42

532.54

-532.96

SOUN vs. VBIL - Sharpe Ratio Comparison

The current SOUN Sharpe Ratio is -0.23, which is lower than the VBIL Sharpe Ratio of 15.17. The chart below compares the historical Sharpe Ratios of SOUN and VBIL, 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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Sharpe Ratios by Period


SOUNVBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

15.17

-15.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

13.44

-13.42

Drawdowns

SOUN vs. VBIL - Drawdown Comparison

The maximum SOUN drawdown since its inception was -93.55%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for SOUN and VBIL.


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Drawdown Indicators


SOUNVBILDifference

Max Drawdown

Largest peak-to-trough decline

-93.55%

-0.09%

-93.46%

Max Drawdown (1Y)

Largest decline over 1 year

-72.43%

-0.09%

-72.34%

Max Drawdown (3Y)

Largest decline over 3 years

-75.65%

Current Drawdown

Current decline from peak

-66.65%

0.00%

-66.65%

Average Drawdown

Average peak-to-trough decline

-66.95%

-0.00%

-66.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.94%

0.01%

+43.93%

Volatility

SOUN vs. VBIL - Volatility Comparison

SoundHound AI Inc (SOUN) has a higher volatility of 18.41% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.06%. This indicates that SOUN'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


SOUNVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

0.06%

+18.35%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

0.16%

+51.85%

Volatility (1Y)

Calculated over the trailing 1-year period

80.52%

0.26%

+80.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

136.48%

0.30%

+136.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

136.48%

0.30%

+136.18%

Dividends

SOUN vs. VBIL - Dividend Comparison

SOUN has not paid dividends to shareholders, while VBIL's dividend yield for the trailing twelve months is around 3.65%.


PositionTTM2025
SOUN
SoundHound AI Inc
0.00%0.00%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.65%3.12%

Frequently Asked Questions


SOUN and VBIL 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.

SOUN has higher volatility (18.41%) compared to VBIL (0.06%). In terms of maximum drawdown, SOUN dropped -93.55% vs VBIL's -0.09%.

VBIL currently has the higher Sharpe Ratio (15.17 vs -0.23), 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.

Portfolio Optimizer

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