BABA vs. BILI
BABA (Alibaba Group Holding Limited) and BILI (Bilibili Inc.) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while BILI operates in Electronic Gaming & Multimedia (Communication Services). Over the past 5 years, BABA returned -10.74%/yr vs -30.66%/yr for BILI. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
BABA vs. BILI - Performance Comparison
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Returns By Period
In the year-to-date period, BABA achieves a -22.32% return, which is significantly higher than BILI's -27.37% return.
BABA
- 1D
- 0.12%
- 1M
- -14.13%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
BILI
- 1D
- -2.72%
- 1M
- -6.35%
- YTD
- -27.37%
- 6M
- -27.40%
- 1Y
- -10.79%
- 3Y*
- 1.92%
- 5Y*
- -30.66%
- 10Y*
- —
BABA vs. BILI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -24.64% |
BILI Bilibili Inc. | -27.37% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 48.88% |
Correlation
The correlation between BABA and BILI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018 | 0.61 |
The correlation between BABA and BILI shifts across timeframes, from 0.53 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BABA:
$272.45B
BILI:
$8.21B
BABA:
CN¥33.90
BILI:
CN¥3.12
BABA:
22.55
BILI:
38.79
BABA:
2.26
BILI:
1.78
BABA:
1.75
BILI:
3.57
BABA:
CN¥811.51B
BILI:
CN¥30.77B
BABA:
CN¥332.88B
BILI:
CN¥11.33B
BABA:
CN¥112.44B
BILI:
CN¥1.53B
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Return for Risk
BABA vs. BILI — Risk / Return Rank
BABA
BILI
BABA vs. BILI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) 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.
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.
| BABA | BILI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.99 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.27 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.60 | +0.48 |
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Drawdowns
BABA vs. BILI - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for BABA and BILI.
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Drawdown Indicators
| BABA | BILI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -94.30% | +14.21% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -52.06% | +12.12% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -53.12% | +13.18% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -92.97% | +20.49% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -88.58% | +26.38% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -57.96% | +20.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 23.32% | -3.74% |
Volatility
BABA vs. BILI - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Bilibili Inc. (BILI) has a volatility of 18.55%. This indicates that BABA 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.
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Volatility by Period
| BABA | BILI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 18.55% | -8.48% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 36.58% | -7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 49.74% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 79.14% | -27.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 73.93% | -30.53% |
Dividends
BABA vs. BILI - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, while BILI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
BILI Bilibili Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BABA vs. BILI - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited 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.
Total Revenue: Total amount of money received from sales and other business activities
BABA vs. BILI - Profitability Comparison
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
BILI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a gross profit of 2.76B and revenue of 7.43B. Therefore, the gross margin over that period was 37.1%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
BILI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported an operating income of 165.75M and revenue of 7.43B, resulting in an operating margin of 2.2%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
BILI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a net income of 208.51M and revenue of 7.43B, resulting in a net margin of 2.8%.
Frequently Asked Questions
BABA and BILI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (18.55%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs BILI's -94.30%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.28), 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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