WMB vs. BIL
WMB (The Williams Companies, Inc.) 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, WMB returned 19.28%/yr vs 2.20%/yr for BIL. At a correlation of -0.02, they often move in opposite directions.
Performance
WMB vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, WMB achieves a 21.67% return, which is significantly higher than BIL's 1.60% return. Over the past 10 years, WMB has outperformed BIL with an annualized return of 19.28%, while BIL has yielded a comparatively lower 2.20% annualized return.
WMB
- 1D
- 1.39%
- 1M
- -6.57%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.40%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
BIL
- 1D
- 0.03%
- 1M
- 0.27%
- YTD
- 1.60%
- 6M
- 1.76%
- 1Y
- 3.85%
- 3Y*
- 4.63%
- 5Y*
- 3.43%
- 10Y*
- 2.20%
WMB vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.60% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between WMB and BIL is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.02 |
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Return for Risk
WMB vs. BIL — Risk / Return Rank
WMB
BIL
WMB vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.
| WMB | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.55 | ||
| Sortino ratioReturn per unit of downside risk | -173.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 88.41 | -87.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 357.44 | -355.43 |
| Martin ratioReturn relative to average drawdown | 4.27 | 2,834.34 | -2,830.06 |
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Drawdowns
WMB vs. BIL - Drawdown Comparison
The maximum WMB drawdown since its inception was -98.03%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for WMB and BIL.
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Drawdown Indicators
| WMB | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.03% | -0.78% | -97.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -0.01% | -12.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -0.01% | -12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.01% | -0.09% | -22.92% |
Max Drawdown (10Y)Largest decline over 10 years | -68.08% | -0.21% | -67.87% |
Current DrawdownCurrent decline from peak | -8.55% | 0.00% | -8.55% |
Average DrawdownAverage peak-to-trough decline | -27.07% | -0.26% | -26.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 0.00% | +5.82% |
Volatility
WMB vs. BIL - Volatility Comparison
The Williams Companies, Inc. (WMB) has a higher volatility of 7.36% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that WMB'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
| WMB | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 0.06% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 0.14% | +15.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 0.20% | +22.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 0.26% | +23.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.95% | 0.26% | +30.69% |
Dividends
WMB vs. BIL - Dividend Comparison
WMB's dividend yield for the trailing twelve months is around 3.54%, less than BIL's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
WMB The Williams Companies, Inc. | 2.84% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Frequently Asked Questions
WMB and BIL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMB has higher volatility (7.36%) compared to BIL (0.06%). In terms of maximum drawdown, WMB dropped -98.03% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.63 vs 1.08), 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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