BILI vs. KWEB
Compare and contrast key facts about Bilibili Inc. (BILI) and KraneShares CSI China Internet ETF (KWEB).
KWEB is a passively managed fund by CICC that tracks the performance of the CSI Overseas China Internet. It was launched on Jul 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BILI or KWEB.
Performance
BILI vs. KWEB - Performance Comparison
Returns By Period
In the year-to-date period, BILI achieves a 56.86% return, which is significantly higher than KWEB's 13.44% return.
BILI
56.86%
-5.26%
18.57%
36.45%
3.23%
N/A
KWEB
13.44%
-5.96%
-5.05%
12.64%
-5.97%
-0.26%
Key characteristics
| BILI | KWEB | |
|---|---|---|
| Sharpe Ratio | 0.49 | 0.34 |
| Sortino Ratio | 1.25 | 0.80 |
| Omega Ratio | 1.14 | 1.09 |
| Calmar Ratio | 0.38 | 0.17 |
| Martin Ratio | 1.68 | 1.04 |
| Ulcer Index | 21.43% | 12.65% |
| Daily Std Dev | 74.13% | 38.39% |
| Max Drawdown | -94.30% | -80.92% |
| Current Drawdown | -87.79% | -67.72% |
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Correlation
The correlation between BILI and KWEB is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BILI vs. KWEB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and KraneShares CSI China Internet ETF (KWEB). 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.
Dividends
BILI vs. KWEB - Dividend Comparison
BILI has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 1.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KWEB KraneShares CSI China Internet ETF | 1.51% | 1.71% | 0.00% | 7.07% | 0.29% | 0.08% | 3.40% | 0.58% | 1.19% | 0.46% | 0.89% | 0.31% |
Drawdowns
BILI vs. KWEB - Drawdown Comparison
The maximum BILI drawdown since its inception was -94.30%, which is greater than KWEB's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for BILI and KWEB. For additional features, visit the drawdowns tool.
Volatility
BILI vs. KWEB - Volatility Comparison
Bilibili Inc. (BILI) has a higher volatility of 23.01% compared to KraneShares CSI China Internet ETF (KWEB) at 11.61%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.