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BILI vs. SMIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILI vs. SMIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and iShares MSCI India Small-Cap ETF (SMIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BILI achieves a -27.37% return, which is significantly lower than SMIN's -4.03% return.


BILI

1D
-2.72%
1M
-12.11%
YTD
-27.37%
6M
-27.40%
1Y
-10.79%
3Y*
1.92%
5Y*
-30.66%
10Y*

SMIN

1D
1.44%
1M
0.72%
YTD
-4.03%
6M
-1.54%
1Y
-8.33%
3Y*
8.94%
5Y*
6.19%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILI vs. SMIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BILI
Bilibili Inc.
-27.37%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%48.88%
SMIN
iShares MSCI India Small-Cap ETF
-4.03%-6.68%16.78%35.41%-14.23%44.43%19.59%-5.21%-16.57%

Correlation

The correlation between BILI and SMIN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.23

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Return for Risk

BILI vs. SMIN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BILI
BILI Risk / Return Rank: 3131
Overall Rank
BILI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BILI Sortino Ratio Rank: 3030
Sortino Ratio Rank
BILI Omega Ratio Rank: 3030
Omega Ratio Rank
BILI Calmar Ratio Rank: 3434
Calmar Ratio Rank
BILI Martin Ratio Rank: 3232
Martin Ratio Rank

SMIN
SMIN Risk / Return Rank: 55
Overall Rank
SMIN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMIN Sortino Ratio Rank: 55
Sortino Ratio Rank
SMIN Omega Ratio Rank: 55
Omega Ratio Rank
SMIN Calmar Ratio Rank: 66
Calmar Ratio Rank
SMIN Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BILI vs. SMIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and iShares MSCI India Small-Cap ETF (SMIN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BILISMINDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

0.99

0.93

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.39

+0.12

Martin ratioReturn relative to average drawdown

-0.60

-0.87

+0.27

BILI vs. SMIN - Sharpe Ratio Comparison

The current BILI Sharpe Ratio is -0.28, which is higher than the SMIN Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of BILI and SMIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BILI vs. SMIN - Drawdown Comparison

The maximum BILI drawdown since its inception was -94.30%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for BILI and SMIN.


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Drawdown Indicators


BILISMINDifference

Max Drawdown

Largest peak-to-trough decline

-94.30%

-60.50%

-33.80%

Max Drawdown (1Y)

Largest decline over 1 year

-52.06%

-24.54%

-27.52%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-27.58%

-25.54%

Max Drawdown (5Y)

Largest decline over 5 years

-92.97%

-27.58%

-65.39%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

Current Drawdown

Current decline from peak

-88.58%

-16.07%

-72.51%

Average Drawdown

Average peak-to-trough decline

-57.96%

-14.62%

-43.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.32%

11.01%

+12.31%

Volatility

BILI vs. SMIN - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 18.55% compared to iShares MSCI India Small-Cap ETF (SMIN) at 4.86%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than SMIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILISMINDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.55%

4.86%

+13.69%

Volatility (6M)

Calculated over the trailing 6-month period

36.58%

15.58%

+21.00%

Volatility (1Y)

Calculated over the trailing 1-year period

49.74%

18.67%

+31.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.14%

18.88%

+60.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.93%

22.83%

+51.10%

Dividends

BILI vs. SMIN - Dividend Comparison

BILI has not paid dividends to shareholders, while SMIN's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM20252024202320222021202020192018201720162015
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%
SMIN
iShares MSCI India Small-Cap ETF
2.10%2.01%6.84%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%

Frequently Asked Questions


BILI and SMIN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILI has higher volatility (18.55%) compared to SMIN (4.86%). In terms of maximum drawdown, BILI dropped -94.30% vs SMIN's -60.50%.

BILI currently has the higher Sharpe Ratio (-0.28 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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