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

Correlation

The correlation between BILI and RYCEY is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BILI vs. RYCEY - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
58.89%
22.43%
BILI
RYCEY

Key characteristics

Sharpe Ratio

BILI:

1.69

RYCEY:

3.43

Sortino Ratio

BILI:

2.48

RYCEY:

4.06

Omega Ratio

BILI:

1.29

RYCEY:

1.50

Calmar Ratio

BILI:

1.37

RYCEY:

2.11

Martin Ratio

BILI:

5.49

RYCEY:

25.75

Ulcer Index

BILI:

23.37%

RYCEY:

4.07%

Daily Std Dev

BILI:

75.87%

RYCEY:

30.54%

Max Drawdown

BILI:

-94.30%

RYCEY:

-91.66%

Current Drawdown

BILI:

-85.94%

RYCEY:

0.00%

Fundamentals

Market Cap

BILI:

$9.20B

RYCEY:

$66.85B

EPS

BILI:

-$0.90

RYCEY:

$0.35

Total Revenue (TTM)

BILI:

$19.56B

RYCEY:

$13.29B

Gross Profit (TTM)

BILI:

$6.21B

RYCEY:

$3.16B

EBITDA (TTM)

BILI:

-$457.47M

RYCEY:

$1.89B

Returns By Period

In the year-to-date period, BILI achieves a 21.42% return, which is significantly higher than RYCEY's 10.48% return.


BILI

YTD

21.42%

1M

30.66%

6M

58.89%

1Y

116.86%

5Y*

-5.19%

10Y*

N/A

RYCEY

YTD

10.48%

1M

14.08%

6M

22.43%

1Y

93.60%

5Y*

16.39%

10Y*

3.91%

*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. RYCEY — 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 8585
Overall Rank
The Sharpe Ratio Rank of BILI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 8282
Martin Ratio Rank

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9595
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9898
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. RYCEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Rolls-Royce Holdings plc (RYCEY). 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 1.69, compared to the broader market-2.000.002.004.001.693.43
The chart of Sortino ratio for BILI, currently valued at 2.48, compared to the broader market-6.00-4.00-2.000.002.004.006.002.484.06
The chart of Omega ratio for BILI, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.50
The chart of Calmar ratio for BILI, currently valued at 1.37, compared to the broader market0.002.004.006.001.373.18
The chart of Martin ratio for BILI, currently valued at 5.49, compared to the broader market-10.000.0010.0020.0030.005.4925.75
BILI
RYCEY

The current BILI Sharpe Ratio is 1.69, which is lower than the RYCEY Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of BILI and RYCEY, 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 Ratio0.002.004.006.00SeptemberOctoberNovemberDecember2025February
1.69
3.43
BILI
RYCEY

Dividends

BILI vs. RYCEY - Dividend Comparison

Neither BILI nor RYCEY has paid dividends to shareholders.


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%
RYCEY
Rolls-Royce Holdings plc
0.00%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%

Drawdowns

BILI vs. RYCEY - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, roughly equal to the maximum RYCEY drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for BILI and RYCEY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.94%
0
BILI
RYCEY

Volatility

BILI vs. RYCEY - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 18.15% compared to Rolls-Royce Holdings plc (RYCEY) at 6.50%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
18.15%
6.50%
BILI
RYCEY

Financials

BILI vs. RYCEY - Financials Comparison

This section allows you to compare key financial metrics between Bilibili Inc. and Rolls-Royce Holdings plc. 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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