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BILI vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BILI and BABA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BILI vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
62.63%
-27.70%
BILI
BABA

Key characteristics

Sharpe Ratio

BILI:

0.57

BABA:

1.49

Sortino Ratio

BILI:

1.35

BABA:

2.13

Omega Ratio

BILI:

1.16

BABA:

1.27

Calmar Ratio

BILI:

0.48

BABA:

0.90

Martin Ratio

BILI:

1.53

BABA:

4.24

Ulcer Index

BILI:

28.40%

BABA:

16.27%

Daily Std Dev

BILI:

75.20%

BABA:

46.15%

Max Drawdown

BILI:

-94.30%

BABA:

-80.09%

Current Drawdown

BILI:

-88.31%

BABA:

-59.21%

Fundamentals

Market Cap

BILI:

$7.47B

BABA:

$300.27B

EPS

BILI:

-$0.44

BABA:

$6.85

PS Ratio

BILI:

0.28

BABA:

0.31

PB Ratio

BILI:

3.86

BABA:

2.18

Total Revenue (TTM)

BILI:

$21.17B

BABA:

$759.89B

Gross Profit (TTM)

BILI:

$7.17B

BABA:

$307.23B

EBITDA (TTM)

BILI:

$836.10M

BABA:

$149.59B

Returns By Period

In the year-to-date period, BILI achieves a 0.94% return, which is significantly lower than BABA's 49.27% return.


BILI

YTD

0.94%

1M

10.45%

6M

-16.91%

1Y

23.26%

5Y*

-8.19%

10Y*

N/A

BABA

YTD

49.27%

1M

8.61%

6M

28.63%

1Y

56.95%

5Y*

-7.93%

10Y*

4.05%

*Annualized

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Risk-Adjusted Performance

BILI vs. BABA — Risk-Adjusted Performance Rank

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

BILI
The Risk-Adjusted Performance Rank of BILI is 7070
Overall Rank
The Sharpe Ratio Rank of BILI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 6868
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8585
Overall Rank
The Sharpe Ratio Rank of BABA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BILI vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Alibaba Group Holding Limited (BABA). 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.


The current BILI Sharpe Ratio is 0.57, which is lower than the BABA Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BILI and BABA, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.57
1.49
BILI
BABA

Dividends

BILI vs. BABA - Dividend Comparison

BILI has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.52%.


TTM20242023
BILI
Bilibili Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.52%0.78%1.29%

Drawdowns

BILI vs. BABA - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for BILI and BABA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%December2025FebruaryMarchAprilMay
-88.31%
-59.21%
BILI
BABA

Volatility

BILI vs. BABA - Volatility Comparison

Bilibili Inc. (BILI) and Alibaba Group Holding Limited (BABA) have volatilities of 20.26% and 20.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
20.26%
20.49%
BILI
BABA

Financials

BILI vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Bilibili Inc. and Alibaba Group Holding Limited. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
7.73B
280.15B
(BILI) Total Revenue
(BABA) Total Revenue
Values in USD except per share items

BILI vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between Bilibili Inc. and Alibaba Group Holding Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
36.1%
42.0%
(BILI) Gross Margin
(BABA) Gross Margin
BILI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported a gross profit of 2.79B and revenue of 7.73B. Therefore, the gross margin over that period was 36.1%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a gross profit of 117.63B and revenue of 280.15B. Therefore, the gross margin over that period was 42.0%.

BILI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported an operating income of 126.44M and revenue of 7.73B, resulting in an operating margin of 1.6%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported an operating income of 41.21B and revenue of 280.15B, resulting in an operating margin of 14.7%.

BILI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported a net income of 89.96M and revenue of 7.73B, resulting in a net margin of 1.2%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a net income of 49.13B and revenue of 280.15B, resulting in a net margin of 17.5%.