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0700.HK vs. BILI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0700.HK and BILI is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

0700.HK vs. BILI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Holdings Ltd (0700.HK) and Bilibili Inc. (BILI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
10.51%
12.41%
0700.HK
BILI

Key characteristics

Sharpe Ratio

0700.HK:

1.08

BILI:

0.64

Sortino Ratio

0700.HK:

1.60

BILI:

1.49

Omega Ratio

0700.HK:

1.21

BILI:

1.17

Calmar Ratio

0700.HK:

0.54

BILI:

0.52

Martin Ratio

0700.HK:

3.90

BILI:

2.46

Ulcer Index

0700.HK:

8.95%

BILI:

19.87%

Daily Std Dev

0700.HK:

29.76%

BILI:

76.36%

Max Drawdown

0700.HK:

-73.53%

BILI:

-94.30%

Current Drawdown

0700.HK:

-43.78%

BILI:

-88.42%

Fundamentals

Market Cap

0700.HK:

HK$3.81T

BILI:

$9.49B

EPS

0700.HK:

HK$22.05

BILI:

-$0.90

Total Revenue (TTM)

0700.HK:

HK$475.81B

BILI:

$25.22B

Gross Profit (TTM)

0700.HK:

HK$247.33B

BILI:

$7.82B

EBITDA (TTM)

0700.HK:

HK$169.57B

BILI:

-$593.47M

Returns By Period


0700.HK

YTD

0.00%

1M

4.77%

6M

12.95%

1Y

43.26%

5Y*

2.53%

10Y*

14.89%

BILI

YTD

0.00%

1M

-5.53%

6M

17.60%

1Y

48.81%

5Y*

-2.88%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0700.HK vs. BILI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Ltd (0700.HK) and Bilibili Inc. (BILI). 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.


Sharpe ratio
The chart of Sharpe ratio for 0700.HK, currently valued at 1.75, compared to the broader market-4.00-2.000.002.001.750.90
The chart of Sortino ratio for 0700.HK, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.002.521.78
The chart of Omega ratio for 0700.HK, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.21
The chart of Calmar ratio for 0700.HK, currently valued at 0.78, compared to the broader market0.002.004.006.000.780.72
The chart of Martin ratio for 0700.HK, currently valued at 6.56, compared to the broader market0.005.0010.0015.0020.0025.006.563.56
0700.HK
BILI

The current 0700.HK Sharpe Ratio is 1.08, which is higher than the BILI Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of 0700.HK and BILI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
1.75
0.90
0700.HK
BILI

Dividends

0700.HK vs. BILI - Dividend Comparison

0700.HK's dividend yield for the trailing twelve months is around 0.82%, while BILI has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
0700.HK
Tencent Holdings Ltd
0.82%1.63%0.93%0.32%0.20%0.25%0.27%0.14%0.23%0.22%0.20%
BILI
Bilibili Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

0700.HK vs. BILI - Drawdown Comparison

The maximum 0700.HK drawdown since its inception was -73.53%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for 0700.HK and BILI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember
-43.91%
-88.42%
0700.HK
BILI

Volatility

0700.HK vs. BILI - Volatility Comparison

The current volatility for Tencent Holdings Ltd (0700.HK) is 5.66%, while Bilibili Inc. (BILI) has a volatility of 25.63%. This indicates that 0700.HK experiences smaller price fluctuations and is considered to be less risky than BILI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember
5.66%
25.63%
0700.HK
BILI

Financials

0700.HK vs. BILI - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Ltd and Bilibili Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 0700.HK values in HKD, BILI values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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