BILI vs. BKLN
BILI (Bilibili Inc.) is a stock, while BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index. Over the past 5 years, BILI returned -33.54%/yr vs 5.09%/yr for BKLN. At a 0.27 correlation, their price movements are largely independent.
Performance
BILI vs. BKLN - Performance Comparison
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Returns By Period
In the year-to-date period, BILI achieves a -34.36% return, which is significantly lower than BKLN's -0.28% return.
BILI
- 1D
- -2.24%
- 1M
- -9.22%
- YTD
- -34.36%
- 6M
- -34.84%
- 1Y
- -22.33%
- 3Y*
- 2.49%
- 5Y*
- -33.54%
- 10Y*
- —
BKLN
- 1D
- -0.05%
- 1M
- -0.34%
- YTD
- -0.28%
- 6M
- -0.13%
- 1Y
- 3.81%
- 3Y*
- 7.13%
- 5Y*
- 5.09%
- 10Y*
- 4.35%
BILI vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BILI Bilibili Inc. | -34.36% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 48.88% |
BKLN Invesco Senior Loan ETF | -0.28% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -2.47% |
Correlation
The correlation between BILI and BKLN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018 | 0.27 |
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Return for Risk
BILI vs. BKLN — Risk / Return Rank
BILI
BKLN
BILI vs. BKLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Invesco Senior Loan ETF (BKLN). 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.
| BILI | BKLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.25 | -1.65 |
| Martin ratioReturn relative to average drawdown | -0.89 | 4.85 | -5.74 |
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Drawdowns
BILI vs. BKLN - Drawdown Comparison
The maximum BILI drawdown since its inception was -94.30%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for BILI and BKLN.
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Drawdown Indicators
| BILI | BKLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.30% | -24.17% | -70.13% |
Max Drawdown (1Y)Largest decline over 1 year | -55.57% | -3.07% | -52.50% |
Max Drawdown (3Y)Largest decline over 3 years | -55.57% | -3.55% | -52.02% |
Max Drawdown (5Y)Largest decline over 5 years | -92.97% | -7.31% | -85.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.17% | — |
Current DrawdownCurrent decline from peak | -89.68% | -0.72% | -88.96% |
Average DrawdownAverage peak-to-trough decline | -58.08% | -1.09% | -56.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.15% | 0.79% | +24.36% |
Volatility
BILI vs. BKLN - Volatility Comparison
Bilibili Inc. (BILI) has a higher volatility of 12.71% compared to Invesco Senior Loan ETF (BKLN) at 0.54%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BILI | BKLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.71% | 0.54% | +12.17% |
Volatility (6M)Calculated over the trailing 6-month period | 37.14% | 2.54% | +34.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.51% | 2.76% | +46.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.11% | 4.48% | +74.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.84% | 6.42% | +67.42% |
Dividends
BILI vs. BKLN - Dividend Comparison
BILI has not paid dividends to shareholders, while BKLN's dividend yield for the trailing twelve months is around 6.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILI Bilibili Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKLN Invesco Senior Loan ETF | 6.60% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
Frequently Asked Questions
BILI and BKLN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (12.71%) compared to BKLN (0.54%). In terms of maximum drawdown, BILI dropped -94.30% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.39 vs -0.45), 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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