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 -30.22%/yr vs 5.28%/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 -26.64% return, which is significantly lower than BKLN's 0.56% return.
BILI
- 1D
- -5.05%
- 1M
- 5.01%
- 6M
- -44.46%
- YTD
- -26.64%
- 1Y
- -26.64%
- 3Y*
- 5.05%
- 5Y*
- -30.22%
- 10Y*
- —
BKLN
- 1D
- 0.05%
- 1M
- 0.55%
- 6M
- 0.27%
- YTD
- 0.56%
- 1Y
- 3.93%
- 3Y*
- 6.93%
- 5Y*
- 5.28%
- 10Y*
- 4.20%
BILI vs. BKLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BILI Bilibili Inc. | -26.64% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 48.88% |
BKLN Invesco Senior Loan ETF | 0.56% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -2.47% |
Correlation
The correlation between BILI and BKLN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
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 | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.32 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.29 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.95 | 4.97 | -5.92 |
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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 | -92.28% | -7.31% | -84.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.17% | — |
Current DrawdownCurrent decline from peak | -88.46% | 0.00% | -88.46% |
Average DrawdownAverage peak-to-trough decline | -58.30% | -1.08% | -57.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.05% | 0.79% | +27.26% |
Volatility
BILI vs. BKLN - Volatility Comparison
Bilibili Inc. (BILI) has a higher volatility of 12.86% compared to Invesco Senior Loan ETF (BKLN) at 0.51%. 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 | 12.86% | 0.51% | +12.35% |
Volatility (6M)Calculated over the trailing 6-month period | 35.40% | 2.57% | +32.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.00% | 2.77% | +46.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.98% | 4.48% | +74.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.66% | 6.41% | +67.25% |
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 6.55%.
| 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 | 6.55% | 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 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (12.86%) compared to BKLN (0.51%). In terms of maximum drawdown, BILI dropped -94.30% vs BKLN's -24.17%.
BKLN currently has the higher Sharpe Ratio (1.42 vs -0.55), 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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