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BILI vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILI vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILI achieves a -27.37% return, which is significantly lower than ATMP's 20.60% return.


BILI

1D
-2.72%
1M
-12.11%
YTD
-27.37%
6M
-27.40%
1Y
-10.79%
3Y*
1.92%
5Y*
-30.66%
10Y*

ATMP

1D
0.46%
1M
-3.30%
YTD
20.60%
6M
20.43%
1Y
18.09%
3Y*
21.55%
5Y*
15.05%
10Y*
5.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILI vs. ATMP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BILI
Bilibili Inc.
-27.37%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%48.88%
ATMP
Barclays ETN+ Select MLP ETN
20.60%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-1.88%

Correlation

The correlation between BILI and ATMP is -0.02, 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

-0.02

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

0.11

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

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.14

The correlation between BILI and ATMP shifts across timeframes, from -0.02 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BILI vs. ATMP — Risk / Return Rank

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

BILI
BILI Risk / Return Rank: 3131
Overall Rank
BILI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BILI Sortino Ratio Rank: 3030
Sortino Ratio Rank
BILI Omega Ratio Rank: 3030
Omega Ratio Rank
BILI Calmar Ratio Rank: 3434
Calmar Ratio Rank
BILI Martin Ratio Rank: 3232
Martin Ratio Rank

ATMP
ATMP Risk / Return Rank: 4444
Overall Rank
ATMP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 4141
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3838
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5858
Calmar Ratio Rank
ATMP Martin Ratio Rank: 4141
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.

BILI vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Barclays ETN+ Select MLP ETN (ATMP). 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.


BILIATMPDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

0.99

1.23

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.27

2.53

-2.80

Martin ratioReturn relative to average drawdown

-0.60

5.89

-6.48

BILI vs. ATMP - Sharpe Ratio Comparison

The current BILI Sharpe Ratio is -0.28, which is lower than the ATMP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BILI and ATMP, 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

BILI vs. ATMP - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, which is greater than ATMP's maximum drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for BILI and ATMP.


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Drawdown Indicators


BILIATMPDifference

Max Drawdown

Largest peak-to-trough decline

-94.30%

-80.86%

-13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-52.06%

-7.30%

-44.76%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-16.48%

-36.64%

Max Drawdown (5Y)

Largest decline over 5 years

-92.97%

-22.98%

-69.99%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-88.58%

-5.61%

-82.97%

Average Drawdown

Average peak-to-trough decline

-57.96%

-31.08%

-26.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.32%

3.13%

+20.19%

Volatility

BILI vs. ATMP - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 18.55% compared to Barclays ETN+ Select MLP ETN (ATMP) at 5.64%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILIATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.55%

5.64%

+12.91%

Volatility (6M)

Calculated over the trailing 6-month period

36.58%

10.99%

+25.59%

Volatility (1Y)

Calculated over the trailing 1-year period

49.74%

14.18%

+35.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.14%

22.25%

+56.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.93%

27.67%

+46.26%

Dividends

BILI vs. ATMP - Dividend Comparison

Neither BILI nor ATMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BILI and ATMP have a correlation of -0.02, 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 ATMP (5.64%). In terms of maximum drawdown, BILI dropped -94.30% vs ATMP's -80.86%.

ATMP currently has the higher Sharpe Ratio (1.30 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.

Portfolio Optimizer

Find the right allocation for BILI and ATMP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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