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WMB vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMB vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMB achieves a 21.67% return, which is significantly higher than BIV's -0.06% return. Over the past 10 years, WMB has outperformed BIV with an annualized return of 19.28%, while BIV has yielded a comparatively lower 1.89% annualized return.


WMB

1D
1.39%
1M
-4.09%
YTD
21.67%
6M
22.42%
1Y
24.82%
3Y*
38.58%
5Y*
26.67%
10Y*
19.28%

BIV

1D
-0.13%
1M
0.18%
YTD
-0.06%
6M
0.31%
1Y
4.29%
3Y*
4.62%
5Y*
0.16%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMB vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.06%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between WMB and BIV is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.11

The correlation between WMB and BIV shifts across timeframes, from -0.11 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

WMB vs. BIV — Risk / Return Rank

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

WMB
WMB Risk / Return Rank: 7272
Overall Rank
WMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
WMB Omega Ratio Rank: 6767
Omega Ratio Rank
WMB Calmar Ratio Rank: 7676
Calmar Ratio Rank
WMB Martin Ratio Rank: 7474
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3232
Overall Rank
BIV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
BIV Omega Ratio Rank: 3131
Omega Ratio Rank
BIV Calmar Ratio Rank: 3131
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
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.

WMB vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


WMBBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

2.02

1.36

+0.66

Martin ratioReturn relative to average drawdown

4.27

3.90

+0.37

WMB vs. BIV - Sharpe Ratio Comparison

The current WMB Sharpe Ratio is 1.08, which is comparable to the BIV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WMB and BIV, 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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Drawdowns

WMB vs. BIV - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.03%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for WMB and BIV.


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Drawdown Indicators


WMBBIVDifference

Max Drawdown

Largest peak-to-trough decline

-98.03%

-18.95%

-79.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-3.18%

-9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-6.07%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-18.74%

-4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-68.08%

-18.95%

-49.13%

Current Drawdown

Current decline from peak

-8.55%

-1.86%

-6.69%

Average Drawdown

Average peak-to-trough decline

-27.07%

-3.39%

-23.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

1.10%

+4.72%

Volatility

WMB vs. BIV - Volatility Comparison

The Williams Companies, Inc. (WMB) has a higher volatility of 7.36% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.45%. This indicates that WMB's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMBBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

1.45%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

2.98%

+12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

4.03%

+18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

6.41%

+17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.95%

5.51%

+25.44%

Dividends

WMB vs. BIV - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.54%, less than BIV's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
WMB
The Williams Companies, Inc.
3.54%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 BIV have a correlation of -0.03, 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 BIV (1.45%). In terms of maximum drawdown, WMB dropped -98.03% vs BIV's -18.95%.

WMB currently has the higher Sharpe Ratio (1.08 vs 1.07), 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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