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BILI vs. NTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BILI and NTES is 0.55, 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.


-0.50.00.51.00.6

Performance

BILI vs. NTES - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
8.37%
13.00%
BILI
NTES

Key characteristics

Sharpe Ratio

BILI:

0.76

NTES:

0.41

Sortino Ratio

BILI:

1.63

NTES:

0.91

Omega Ratio

BILI:

1.19

NTES:

1.11

Calmar Ratio

BILI:

0.62

NTES:

0.44

Martin Ratio

BILI:

2.86

NTES:

0.96

Ulcer Index

BILI:

20.29%

NTES:

17.84%

Daily Std Dev

BILI:

76.36%

NTES:

41.48%

Max Drawdown

BILI:

-94.30%

NTES:

-57.34%

Current Drawdown

BILI:

-89.24%

NTES:

-15.90%

Fundamentals

Market Cap

BILI:

$6.91B

NTES:

$66.98B

EPS

BILI:

-$0.90

NTES:

$5.79

Total Revenue (TTM)

BILI:

$19.56B

NTES:

$77.18B

Gross Profit (TTM)

BILI:

$6.21B

NTES:

$48.56B

EBITDA (TTM)

BILI:

-$457.47M

NTES:

$23.05B

Returns By Period

In the year-to-date period, BILI achieves a -7.07% return, which is significantly lower than NTES's 16.49% return.


BILI

YTD

-7.07%

1M

-12.39%

6M

8.37%

1Y

67.63%

5Y*

-5.91%

10Y*

N/A

NTES

YTD

16.49%

1M

11.33%

6M

13.00%

1Y

19.08%

5Y*

10.03%

10Y*

18.90%

*Annualized

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Risk-Adjusted Performance

BILI vs. NTES — 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 7474
Overall Rank
The Sharpe Ratio Rank of BILI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 7474
Martin Ratio Rank

NTES
The Risk-Adjusted Performance Rank of NTES is 6161
Overall Rank
The Sharpe Ratio Rank of NTES is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5757
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6767
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5959
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. NTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and NetEase, Inc. (NTES). 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.


Sharpe ratio
The chart of Sharpe ratio for BILI, currently valued at 0.76, compared to the broader market-2.000.002.000.760.41
The chart of Sortino ratio for BILI, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.630.91
The chart of Omega ratio for BILI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.11
The chart of Calmar ratio for BILI, currently valued at 0.62, compared to the broader market0.002.004.006.000.620.44
The chart of Martin ratio for BILI, currently valued at 2.86, compared to the broader market-30.00-20.00-10.000.0010.0020.002.860.96
BILI
NTES

The current BILI Sharpe Ratio is 0.76, which is higher than the NTES Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BILI and NTES, 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.76
0.41
BILI
NTES

Dividends

BILI vs. NTES - Dividend Comparison

BILI has not paid dividends to shareholders, while NTES's dividend yield for the trailing twelve months is around 2.35%.


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%
NTES
NetEase, Inc.
2.35%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%

Drawdowns

BILI vs. NTES - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, which is greater than NTES's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for BILI and NTES. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-89.24%
-15.90%
BILI
NTES

Volatility

BILI vs. NTES - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 12.27% compared to NetEase, Inc. (NTES) at 10.69%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than NTES 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%35.00%AugustSeptemberOctoberNovemberDecember2025
12.27%
10.69%
BILI
NTES

Financials

BILI vs. NTES - Financials Comparison

This section allows you to compare key financial metrics between Bilibili Inc. and NetEase, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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