BILI vs. XAUUSD=X

Last updated Apr 3, 2026

Compare and contrast key facts about Bilibili Inc. (BILI) and Gold Spot Price US Dollar (XAUUSD=X).

Performance

BILI vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bilibili Inc. (BILI) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

BILI vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BILI Bilibili Inc.	-6.26%	35.78%	48.81%	-48.63%	-48.94%	-45.87%	360.37%	27.62%	29.80%
XAUUSD=X Gold Spot Price US Dollar	8.19%	64.75%	27.24%	13.14%	-0.25%	-3.50%	24.55%	18.77%	-3.38%

Returns By Period

In the year-to-date period, BILI achieves a -6.26% return, which is significantly lower than XAUUSD=X's 8.19% return.

BILI

• 1D: 0.70%
• 1M: -13.28%
• YTD: -6.26%
• 6M: -20.21%
• 1Y: 19.24%
• 3Y*: 0.53%
• 5Y*: -27.10%
• 10Y*: —

XAUUSD=X

• 1D: -1.71%
• 1M: -8.10%
• YTD: 8.19%
• 6M: 21.27%
• 1Y: 49.22%
• 3Y*: 33.08%
• 5Y*: 21.93%
• 10Y*: 14.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BILI vs. XAUUSD=X — Risk / Return Rank

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

BILI

BILI Risk / Return Rank: 52
BILI Sharpe Ratio Rank: 53
BILI Sortino Ratio Rank: 50
BILI Omega Ratio Rank: 48
BILI Calmar Ratio Rank: 52
BILI Martin Ratio Rank: 54

XAUUSD=X

XAUUSD=X Risk / Return Rank: 89
XAUUSD=X Sharpe Ratio Rank: 93
XAUUSD=X Sortino Ratio Rank: 91
XAUUSD=X Omega Ratio Rank: 91
XAUUSD=X Calmar Ratio Rank: 84
XAUUSD=X Martin Ratio Rank: 87

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. 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 ratio Return per unit of total volatility	0.38	1.61	-1.23
Sortino ratio Return per unit of downside risk	0.89	2.08	-1.19
Omega ratio Gain probability vs. loss probability	1.10	1.31	-0.20
Calmar ratio Return relative to maximum drawdown	0.54	1.93	-1.39
Martin ratio Return relative to average drawdown	1.47	6.72	-5.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BILI vs. XAUUSD=X - Sharpe Ratio Comparison

The current BILI Sharpe Ratio is 0.38, which is lower than the XAUUSD=X Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BILI and XAUUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BILI	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	1.61	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	1.20	-1.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.59	-0.47

Correlation

The correlation between BILI and XAUUSD=X 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.

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.

Drawdown Indicators

	BILI	XAUUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-94.30%	-44.69%	-49.61%
Max Drawdown (1Y) Largest decline over 1 year	-39.62%	-19.70%	-19.92%
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 Drawdown Current decline from peak	-85.26%	-13.69%	-71.57%
Average Drawdown Average peak-to-trough decline	-57.29%	-16.32%	-40.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.58%	5.67%	+8.91%

Volatility

BILI vs. XAUUSD=X - Volatility Comparison

Bilibili Inc. (BILI) has a higher volatility of 16.01% compared to Gold Spot Price US Dollar (XAUUSD=X) at 9.69%. 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.

Volatility by Period

	BILI	XAUUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.01%	9.69%	+6.32%
Volatility (6M) Calculated over the trailing 6-month period	35.49%	21.25%	+14.24%
Volatility (1Y) Calculated over the trailing 1-year period	51.29%	23.73%	+27.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.34%	16.36%	+62.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.24%	15.04%	+59.20%