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

Correlation

The correlation between BILI and RYCEY is 0.44, 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.


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.

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Key characteristics

Sharpe Ratio

BILI:

0.10

RYCEY:

2.74

Sortino Ratio

BILI:

0.83

RYCEY:

3.13

Omega Ratio

BILI:

1.10

RYCEY:

1.45

Calmar Ratio

BILI:

0.15

RYCEY:

3.22

Martin Ratio

BILI:

0.46

RYCEY:

20.16

Ulcer Index

BILI:

29.43%

RYCEY:

5.23%

Daily Std Dev

BILI:

74.87%

RYCEY:

40.47%

Max Drawdown

BILI:

-94.30%

RYCEY:

-91.66%

Current Drawdown

BILI:

-88.50%

RYCEY:

0.00%

Fundamentals

Market Cap

BILI:

$7.67B

RYCEY:

$90.51B

EPS

BILI:

-$0.45

RYCEY:

$0.40

PS Ratio

BILI:

0.29

RYCEY:

4.79

PB Ratio

BILI:

4.00

RYCEY:

0.00

Total Revenue (TTM)

BILI:

$21.17B

RYCEY:

$8.86B

Gross Profit (TTM)

BILI:

$7.17B

RYCEY:

$2.11B

EBITDA (TTM)

BILI:

$836.10M

RYCEY:

$1.26B

Returns By Period

In the year-to-date period, BILI achieves a -0.66% return, which is significantly lower than RYCEY's 55.43% return.


BILI

YTD

-0.66%

1M

10.98%

6M

-5.76%

1Y

7.79%

3Y*

-6.20%

5Y*

-11.26%

10Y*

N/A

RYCEY

YTD

55.43%

1M

14.23%

6M

60.02%

1Y

109.60%

3Y*

119.26%

5Y*

51.01%

10Y*

6.17%

*Annualized

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Bilibili Inc.

Rolls-Royce Holdings plc

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 5858
Overall Rank
The Sharpe Ratio Rank of BILI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 5757
Martin Ratio Rank

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9797
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RYCEY is 9999
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.


The current BILI Sharpe Ratio is 0.10, which is lower than the RYCEY Sharpe Ratio of 2.74. 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.


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Dividends

BILI vs. RYCEY - Dividend Comparison

BILI has not paid dividends to shareholders, while RYCEY's dividend yield for the trailing twelve months is around 0.69%.


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
0.69%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.


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Volatility

BILI vs. RYCEY - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 14.32% compared to Rolls-Royce Holdings plc (RYCEY) at 6.67%. 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.


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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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B9.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
7.73B
8.86B
(BILI) Total Revenue
(RYCEY) Total Revenue
Values in USD except per share items