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AEC1.DE vs. BILI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AEC1.DE vs. BILI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AEC1.DE) 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%JuneJulyAugustSeptemberOctoberNovember
18.51%
18.57%
AEC1.DE
BILI

Returns By Period

In the year-to-date period, AEC1.DE achieves a 62.07% return, which is significantly higher than BILI's 56.86% return.


AEC1.DE

YTD

62.07%

1M

6.93%

6M

21.36%

1Y

85.33%

5Y (annualized)

21.77%

10Y (annualized)

N/A

BILI

YTD

56.86%

1M

-5.26%

6M

18.57%

1Y

36.45%

5Y (annualized)

3.23%

10Y (annualized)

N/A

Fundamentals


AEC1.DEBILI
Market Cap€192.49B$9.51B
EPS€12.76-$1.25
Total Revenue (TTM)€64.56B$17.92B
Gross Profit (TTM)€61.93B$5.27B
EBITDA (TTM)€3.93B-$1.12B

Key characteristics


AEC1.DEBILI
Sharpe Ratio3.520.49
Sortino Ratio4.291.25
Omega Ratio1.631.14
Calmar Ratio6.680.38
Martin Ratio26.681.68
Ulcer Index3.06%21.43%
Daily Std Dev23.09%74.13%
Max Drawdown-48.32%-94.30%
Current Drawdown-1.72%-87.79%

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Correlation

-0.50.00.51.00.1

The correlation between AEC1.DE and BILI is 0.10, 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.

Risk-Adjusted Performance

AEC1.DE vs. BILI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AEC1.DE) 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 AEC1.DE, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.003.490.54
The chart of Sortino ratio for AEC1.DE, currently valued at 4.28, compared to the broader market-4.00-2.000.002.004.004.281.30
The chart of Omega ratio for AEC1.DE, currently valued at 1.62, compared to the broader market0.501.001.502.001.621.15
The chart of Calmar ratio for AEC1.DE, currently valued at 5.27, compared to the broader market0.002.004.006.005.270.42
The chart of Martin ratio for AEC1.DE, currently valued at 24.96, compared to the broader market-10.000.0010.0020.0030.0024.962.12
AEC1.DE
BILI

The current AEC1.DE Sharpe Ratio is 3.52, which is higher than the BILI Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AEC1.DE 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.49
0.54
AEC1.DE
BILI

Dividends

AEC1.DE vs. BILI - Dividend Comparison

AEC1.DE's dividend yield for the trailing twelve months is around 0.91%, while BILI has not paid dividends to shareholders.


TTM2023202220212020
AEC1.DE
American Express Company
0.91%1.28%1.38%1.00%1.58%
BILI
Bilibili Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

AEC1.DE vs. BILI - Drawdown Comparison

The maximum AEC1.DE drawdown since its inception was -48.32%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for AEC1.DE and BILI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.24%
-87.79%
AEC1.DE
BILI

Volatility

AEC1.DE vs. BILI - Volatility Comparison

The current volatility for American Express Company (AEC1.DE) is 7.40%, while Bilibili Inc. (BILI) has a volatility of 23.01%. This indicates that AEC1.DE 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%JuneJulyAugustSeptemberOctoberNovember
7.40%
23.01%
AEC1.DE
BILI

Financials

AEC1.DE vs. BILI - Financials Comparison

This section allows you to compare key financial metrics between American Express Company 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. AEC1.DE values in EUR, BILI values in USD