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VIST vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIST and BIL is -0.01. 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.


Performance

VIST vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vista Oil & Gas, S.A.B. de C.V. (VIST) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIST:

0.11

BIL:

20.66

Sortino Ratio

VIST:

0.60

BIL:

248.33

Omega Ratio

VIST:

1.07

BIL:

142.08

Calmar Ratio

VIST:

0.19

BIL:

438.29

Martin Ratio

VIST:

0.59

BIL:

4,035.58

Ulcer Index

VIST:

13.34%

BIL:

0.00%

Daily Std Dev

VIST:

52.01%

BIL:

0.23%

Max Drawdown

VIST:

-81.19%

BIL:

-0.77%

Current Drawdown

VIST:

-15.65%

BIL:

0.00%

Returns By Period

In the year-to-date period, VIST achieves a -7.24% return, which is significantly lower than BIL's 1.56% return.


VIST

YTD

-7.24%

1M

4.98%

6M

5.42%

1Y

5.69%

5Y*

71.80%

10Y*

N/A

BIL

YTD

1.56%

1M

0.31%

6M

2.14%

1Y

4.74%

5Y*

2.59%

10Y*

1.78%

*Annualized

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Risk-Adjusted Performance

VIST vs. BIL — Risk-Adjusted Performance Rank

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

VIST
The Risk-Adjusted Performance Rank of VIST is 5656
Overall Rank
The Sharpe Ratio Rank of VIST is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VIST is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VIST is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VIST is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VIST is 5858
Martin Ratio Rank

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIST vs. BIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vista Oil & Gas, S.A.B. de C.V. (VIST) and SPDR Barclays 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.


The current VIST Sharpe Ratio is 0.11, which is lower than the BIL Sharpe Ratio of 20.66. The chart below compares the historical Sharpe Ratios of VIST and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VIST vs. BIL - Dividend Comparison

VIST has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 4.68%.


TTM202420232022202120202019201820172016
VIST
Vista Oil & Gas, S.A.B. de C.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.68%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

VIST vs. BIL - Drawdown Comparison

The maximum VIST drawdown since its inception was -81.19%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for VIST and BIL. For additional features, visit the drawdowns tool.


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Volatility

VIST vs. BIL - Volatility Comparison

Vista Oil & Gas, S.A.B. de C.V. (VIST) has a higher volatility of 14.12% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that VIST'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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