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

Correlation

The correlation between BILI and RYCEY is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-33.60%
36.62%
BILI
RYCEY

Key characteristics

Sharpe Ratio

BILI:

0.47

RYCEY:

1.80

Sortino Ratio

BILI:

1.26

RYCEY:

2.47

Omega Ratio

BILI:

1.15

RYCEY:

1.35

Calmar Ratio

BILI:

0.40

RYCEY:

2.00

Martin Ratio

BILI:

1.42

RYCEY:

15.48

Ulcer Index

BILI:

26.05%

RYCEY:

4.79%

Daily Std Dev

BILI:

78.12%

RYCEY:

41.19%

Max Drawdown

BILI:

-94.30%

RYCEY:

-92.08%

Current Drawdown

BILI:

-90.48%

RYCEY:

-12.58%

Fundamentals

Market Cap

BILI:

$6.36B

RYCEY:

$81.55B

EPS

BILI:

-$0.44

RYCEY:

$0.39

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 -17.84% return, which is significantly lower than RYCEY's 32.71% return.


BILI

YTD

-17.84%

1M

-38.26%

6M

-35.42%

1Y

34.30%

5Y*

-11.16%

10Y*

N/A

RYCEY

YTD

32.71%

1M

-3.67%

6M

36.13%

1Y

80.86%

5Y*

39.48%

10Y*

5.76%

*Annualized

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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 7878
Overall Rank
The Sharpe Ratio Rank of BILI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 7676
Martin Ratio Rank

RYCEY
The Risk-Adjusted Performance Rank of RYCEY is 9696
Overall Rank
The Sharpe Ratio Rank of RYCEY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of RYCEY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of RYCEY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of RYCEY is 9696
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.


The chart of Sharpe ratio for BILI, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.00
BILI: 0.44
RYCEY: 1.80
The chart of Sortino ratio for BILI, currently valued at 1.22, compared to the broader market-6.00-4.00-2.000.002.004.00
BILI: 1.22
RYCEY: 2.47
The chart of Omega ratio for BILI, currently valued at 1.14, compared to the broader market0.501.001.502.00
BILI: 1.14
RYCEY: 1.35
The chart of Calmar ratio for BILI, currently valued at 0.37, compared to the broader market0.001.002.003.004.00
BILI: 0.37
RYCEY: 3.17
The chart of Martin ratio for BILI, currently valued at 1.31, compared to the broader market-5.000.005.0010.0015.00
BILI: 1.31
RYCEY: 15.48

The current BILI Sharpe Ratio is 0.47, which is lower than the RYCEY Sharpe Ratio of 1.80. 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
0.44
1.80
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%133.87%1.67%1.49%1.28%1.96%4.10%2.71%

Drawdowns

BILI vs. RYCEY - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, roughly equal to the maximum RYCEY drawdown of -92.08%. 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%NovemberDecember2025FebruaryMarchApril
-90.48%
-12.58%
BILI
RYCEY

Volatility

BILI vs. RYCEY - Volatility Comparison

The current volatility for Bilibili Inc. (BILI) is 18.85%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 22.76%. This indicates that BILI experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
18.85%
22.76%
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