PortfoliosLab logo
BILI vs. KWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BILI and KWEB is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BILI vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
54.89%
-37.54%
BILI
KWEB

Key characteristics

Sharpe Ratio

BILI:

0.66

KWEB:

0.50

Sortino Ratio

BILI:

1.47

KWEB:

1.02

Omega Ratio

BILI:

1.17

KWEB:

1.13

Calmar Ratio

BILI:

0.56

KWEB:

0.29

Martin Ratio

BILI:

1.86

KWEB:

1.35

Ulcer Index

BILI:

27.72%

KWEB:

15.66%

Daily Std Dev

BILI:

76.94%

KWEB:

42.50%

Max Drawdown

BILI:

-94.30%

KWEB:

-80.92%

Current Drawdown

BILI:

-88.87%

KWEB:

-65.10%

Returns By Period

In the year-to-date period, BILI achieves a -3.87% return, which is significantly lower than KWEB's 9.47% return.


BILI

YTD

-3.87%

1M

-13.64%

6M

-15.69%

1Y

32.70%

5Y*

-8.90%

10Y*

N/A

KWEB

YTD

9.47%

1M

-11.50%

6M

3.11%

1Y

14.96%

5Y*

-5.74%

10Y*

-0.40%

*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. KWEB — 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 7575
Overall Rank
The Sharpe Ratio Rank of BILI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 7272
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 5858
Overall Rank
The Sharpe Ratio Rank of KWEB is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 6868
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6363
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 4747
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 5050
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. 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.


The chart of Sharpe ratio for BILI, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.00
BILI: 0.66
KWEB: 0.50
The chart of Sortino ratio for BILI, currently valued at 1.47, compared to the broader market-6.00-4.00-2.000.002.004.00
BILI: 1.47
KWEB: 1.02
The chart of Omega ratio for BILI, currently valued at 1.17, compared to the broader market0.501.001.502.00
BILI: 1.17
KWEB: 1.13
The chart of Calmar ratio for BILI, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.00
BILI: 0.56
KWEB: 0.29
The chart of Martin ratio for BILI, currently valued at 1.86, compared to the broader market-5.000.005.0010.0015.0020.00
BILI: 1.86
KWEB: 1.35

The current BILI Sharpe Ratio is 0.66, which is higher than the KWEB Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BILI and KWEB, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.66
0.50
BILI
KWEB

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 3.20%.


TTM20242023202220212020201920182017201620152014
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
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

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.


-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-88.87%
-65.10%
BILI
KWEB

Volatility

BILI vs. KWEB - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 20.82% compared to KraneShares CSI China Internet ETF (KWEB) at 15.98%. 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
20.82%
15.98%
BILI
KWEB