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

Correlation

The correlation between BILI and BABA is 0.62, 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.


-0.50.00.51.00.6

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
13.81%
11.06%
BILI
BABA

Key characteristics

Sharpe Ratio

BILI:

1.03

BABA:

0.66

Sortino Ratio

BILI:

1.90

BABA:

1.22

Omega Ratio

BILI:

1.22

BABA:

1.14

Calmar Ratio

BILI:

0.83

BABA:

0.31

Martin Ratio

BILI:

3.79

BABA:

1.72

Ulcer Index

BILI:

20.62%

BABA:

14.24%

Daily Std Dev

BILI:

76.12%

BABA:

37.42%

Max Drawdown

BILI:

-94.30%

BABA:

-80.09%

Current Drawdown

BILI:

-88.83%

BABA:

-72.57%

Fundamentals

Market Cap

BILI:

$7.20B

BABA:

$202.35B

EPS

BILI:

-$0.90

BABA:

$4.95

Total Revenue (TTM)

BILI:

$19.56B

BABA:

$722.98B

Gross Profit (TTM)

BILI:

$6.21B

BABA:

$283.15B

EBITDA (TTM)

BILI:

-$457.47M

BABA:

$134.49B

Returns By Period

In the year-to-date period, BILI achieves a -3.53% return, which is significantly lower than BABA's 0.39% return.


BILI

YTD

-3.53%

1M

-10.82%

6M

13.81%

1Y

85.65%

5Y*

-4.98%

10Y*

N/A

BABA

YTD

0.39%

1M

3.45%

6M

11.06%

1Y

23.66%

5Y*

-17.18%

10Y*

-1.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 7777
Overall Rank
The Sharpe Ratio Rank of BILI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 7676
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 6464
Overall Rank
The Sharpe Ratio Rank of BABA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for BILI, currently valued at 1.03, compared to the broader market-2.000.002.004.001.030.66
The chart of Sortino ratio for BILI, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.901.22
The chart of Omega ratio for BILI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.14
The chart of Calmar ratio for BILI, currently valued at 0.83, compared to the broader market0.002.004.006.000.830.31
The chart of Martin ratio for BILI, currently valued at 3.79, compared to the broader market-10.000.0010.0020.0030.003.791.72
BILI
BABA

The current BILI Sharpe Ratio is 1.03, which is higher than the BABA Sharpe Ratio of 0.66. 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.03
0.66
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 0.78%.


TTM20242023
BILI
Bilibili Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.78%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%-85.00%-80.00%-75.00%-70.00%-65.00%AugustSeptemberOctoberNovemberDecember2025
-88.83%
-72.57%
BILI
BABA

Volatility

BILI vs. BABA - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 12.55% compared to Alibaba Group Holding Limited (BABA) at 7.99%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
12.55%
7.99%
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


Values in USD except per share items
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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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