PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BILI vs. BKLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BILI vs. BKLN

Last updated Jun 4, 2026

BILI (Bilibili Inc.) is a stock, while BKLN (Invesco Senior Loan ETF) is High Yield Bonds fund tracking the S&P/LSTA U.S. Leveraged Loan 100 Index. Over the past 5 years, BILI returned -30.35%/yr vs 5.15%/yr for BKLN. At a 0.27 correlation, their price movements are largely independent.

Performance

BILI vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BILI achieves a -27.41% return, which is significantly lower than BKLN's 0.21% return.

BILI

1D
-4.29%
1M
-17.70%
YTD
-27.41%
6M
-29.19%
1Y
-0.83%
3Y*
5.23%
5Y*
-30.35%
10Y*
—

BKLN

1D
0.00%
1M
0.05%
YTD
0.21%
6M
1.13%
1Y
4.85%
3Y*
7.65%
5Y*
5.15%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILI vs. BKLN - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
BILI
Bilibili Inc.		-27.41%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%29.80%
BKLN
Invesco Senior Loan ETF		0.21%6.88%8.21%12.53%-2.51%2.32%1.32%10.03%-2.39%

Correlation

The correlation between BILI and BKLN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.29

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.27

Compare stocks, funds, or ETFs

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

Bilibili Inc.

Invesco Senior Loan ETF

Often compared with BILI:
BILI vs. 0700.HKBILI vs. NTESBILI vs. BABABILI vs. AEC1.DEBILI vs. KWEBBILI vs. SPYBILI vs. RYCEY
Often compared with BKLN:
BKLN vs. SRLNBKLN vs. HYGBKLN vs. FLBLBKLN vs. FTSLBKLN vs. USHYBKLN vs. SPYBKLN vs. EFT

Return for Risk

BILI vs. BKLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BILI
BILI Risk / Return Rank: 3838
Overall Rank
BILI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BILI Sortino Ratio Rank: 3838
Sortino Ratio Rank
BILI Omega Ratio Rank: 3737
Omega Ratio Rank
BILI Calmar Ratio Rank: 3939
Calmar Ratio Rank
BILI Martin Ratio Rank: 3838
Martin Ratio Rank
BKLN
BKLN Risk / Return Rank: 4848
Overall Rank
BKLN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 5353
Sortino Ratio Rank
BKLN Omega Ratio Rank: 6767
Omega Ratio Rank
BKLN Calmar Ratio Rank: 3131
Calmar Ratio Rank
BKLN Martin Ratio Rank: 3939
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. 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.

BILIBKLNDifference
Sharpe ratioReturn per unit of total volatility
-0.02
1.77

-1.79

Sortino ratioReturn per unit of downside risk
0.34
2.61

-2.27

Omega ratioGain probability vs. loss probability

1.04

1.41

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.02

1.59

-1.60

Martin ratioReturn relative to average drawdown

-0.04

6.24

-6.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BILI vs. BKLN - Sharpe Ratio Comparison

The current BILI Sharpe Ratio is -0.02, which is lower than the BKLN Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BILI and BKLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

BILIBKLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.77

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

1.16

-1.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.64

-0.57

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.

Loading charts...

Drawdown Indicators

BILIBKLNDifference

Max Drawdown

Largest peak-to-trough decline

-94.30%

-24.17%

-70.13%

Max Drawdown (1Y)

Largest decline over 1 year

-52.06%

-3.07%

-48.99%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-3.55%

-49.57%

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 Drawdown

Current decline from peak

-88.58%

-0.24%

-88.34%

Average Drawdown

Average peak-to-trough decline

-57.88%

-1.09%

-56.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.77%

0.78%

+20.99%

Volatility

BILI vs. BKLN - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 18.86% compared to Invesco Senior Loan ETF (BKLN) at 0.44%. 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.

Loading charts...

Volatility by Period

BILIBKLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.86%

0.44%

+18.42%

Volatility (6M)

Calculated over the trailing 6-month period

36.33%

2.52%

+33.81%

Volatility (1Y)

Calculated over the trailing 1-year period

50.29%

2.75%

+47.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.20%

4.47%

+74.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.87%

6.43%

+67.44%

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 6.61%.

PositionTTM20252024202320222021202020192018201720162015
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		6.61%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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILI has higher volatility (18.86%) compared to BKLN (0.44%). In terms of maximum drawdown, BILI dropped -94.30% vs BKLN's -24.17%.

BKLN currently has the higher Sharpe Ratio (1.77 vs -0.02), 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 BKLN

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

Open Portfolio Optimizer