TSUKY vs. BIL
TSUKY (Toyo Suisan Kaisha Ltd 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, TSUKY returned 5.35%/yr vs 2.23%/yr for BIL. At a 0.00 correlation, their price movements are largely independent.
Performance
TSUKY vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, TSUKY achieves a -0.77% return, which is significantly lower than BIL's 1.94% return. Over the past 10 years, TSUKY has outperformed BIL with an annualized return of 5.35%, while BIL has yielded a comparatively lower 2.23% annualized return.
TSUKY
- 1D
- 0.85%
- 1M
- 3.73%
- 6M
- -5.56%
- YTD
- -0.77%
- 1Y
- -2.34%
- 3Y*
- 14.19%
- 5Y*
- 12.59%
- 10Y*
- 5.35%
BIL
- 1D
- 0.02%
- 1M
- 0.31%
- 6M
- 1.76%
- YTD
- 1.94%
- 1Y
- 3.83%
- 3Y*
- 4.59%
- 5Y*
- 3.50%
- 10Y*
- 2.23%
TSUKY vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSUKY Toyo Suisan Kaisha Ltd ADR | -0.77% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | 12.86% | 22.46% | -17.20% | 17.57% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.94% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between TSUKY and BIL is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.00 |
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Return for Risk
TSUKY vs. BIL — Risk / Return Rank
TSUKY
BIL
TSUKY vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) 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.
| TSUKY | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.21 | ||
| Sortino ratioReturn per unit of downside risk | -153.57 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 69.75 | -68.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 351.35 | -351.43 |
| Martin ratioReturn relative to average drawdown | -0.15 | 2,491.58 | -2,491.73 |
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Drawdowns
TSUKY vs. BIL - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for TSUKY and BIL.
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Drawdown Indicators
| TSUKY | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -0.78% | -54.03% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -0.01% | -27.59% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -0.01% | -30.77% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -0.08% | -39.99% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | -0.21% | -54.60% |
Current DrawdownCurrent decline from peak | -20.24% | 0.00% | -20.24% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -0.26% | -19.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.52% | 0.00% | +15.52% |
Volatility
TSUKY vs. BIL - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 12.62% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that TSUKY'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
| TSUKY | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.62% | 0.07% | +12.55% |
Volatility (6M)Calculated over the trailing 6-month period | 41.64% | 0.14% | +41.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.19% | 0.20% | +69.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.45% | 0.26% | +58.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.92% | 0.26% | +77.66% |
Dividends
TSUKY vs. BIL - Dividend Comparison
TSUKY 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSUKY and BIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (12.62%) compared to BIL (0.07%). In terms of maximum drawdown, TSUKY dropped -54.81% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.17 vs -0.03), 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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