BILI vs. XAUUSD=X
BILI (Bilibili Inc.) is a stock, while XAUUSD=X (Gold Spot Price US Dollar) is a currency. Over the past 5 years, BILI returned -30.66%/yr vs 18.01%/yr for XAUUSD=X. At a 0.10 correlation, their price movements are largely independent.
Performance
BILI vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, BILI achieves a -29.00% return, which is significantly lower than XAUUSD=X's 0.12% return.
BILI
- 1D
- -3.05%
- 1M
- -21.95%
- YTD
- -29.00%
- 6M
- -32.33%
- 1Y
- -5.52%
- 3Y*
- 3.36%
- 5Y*
- -30.66%
- 10Y*
- —
XAUUSD=X
- 1D
- -3.29%
- 1M
- -7.74%
- YTD
- 0.12%
- 6M
- 3.08%
- 1Y
- 29.08%
- 3Y*
- 30.14%
- 5Y*
- 18.01%
- 10Y*
- 13.28%
BILI vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BILI Bilibili Inc. | -29.00% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 29.80% |
XAUUSD=X Gold Spot Price US Dollar | 0.12% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -3.38% |
Correlation
The correlation between BILI and XAUUSD=X is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2018 | 0.10 |
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Return for Risk
BILI vs. XAUUSD=X — Risk / Return Rank
BILI
XAUUSD=X
BILI vs. XAUUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Gold Spot Price US Dollar (XAUUSD=X). 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.
| BILI | XAUUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.14 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.25 | 2.87 | -3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BILI | XAUUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.00 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.97 | -1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.58 | -0.51 |
Drawdowns
BILI vs. XAUUSD=X - Drawdown Comparison
The maximum BILI drawdown since its inception was -94.30%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for BILI and XAUUSD=X.
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Drawdown Indicators
| BILI | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.30% | -44.69% | -49.61% |
Max Drawdown (1Y)Largest decline over 1 year | -52.06% | -20.13% | -31.93% |
Max Drawdown (3Y)Largest decline over 3 years | -53.12% | -20.13% | -32.99% |
Max Drawdown (5Y)Largest decline over 5 years | -92.97% | -20.81% | -72.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.35% | — |
Current DrawdownCurrent decline from peak | -88.83% | -20.13% | -68.70% |
Average DrawdownAverage peak-to-trough decline | -57.91% | -16.42% | -41.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.23% | 8.77% | +13.46% |
Volatility
BILI vs. XAUUSD=X - Volatility Comparison
Bilibili Inc. (BILI) has a higher volatility of 18.44% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.61%. This indicates that BILI's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BILI | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.44% | 5.61% | +12.83% |
Volatility (6M)Calculated over the trailing 6-month period | 36.31% | 21.67% | +14.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.31% | 22.90% | +27.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.17% | 16.58% | +62.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.84% | 15.11% | +58.73% |
Frequently Asked Questions
BILI and XAUUSD=X have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (18.44%) compared to XAUUSD=X (5.61%). In terms of maximum drawdown, BILI dropped -94.30% vs XAUUSD=X's -44.69%.
XAUUSD=X currently has the higher Sharpe Ratio (1.00 vs -0.11), 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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