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KKR vs. BILI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KKR vs. BILI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR & Co. Inc. (KKR) and Bilibili Inc. (BILI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KKR achieves a -24.22% return, which is significantly higher than BILI's -27.37% return.


KKR

1D
0.99%
1M
-3.15%
YTD
-24.22%
6M
-29.28%
1Y
-20.15%
3Y*
19.99%
5Y*
12.18%
10Y*
24.52%

BILI

1D
-2.72%
1M
-12.11%
YTD
-27.37%
6M
-27.40%
1Y
-10.79%
3Y*
1.92%
5Y*
-30.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKR vs. BILI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KKR
KKR & Co. Inc.
-24.22%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-1.79%
BILI
Bilibili Inc.
-27.37%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%48.88%

Correlation

The correlation between KKR and BILI 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

0.15

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

0.25

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

0.25

The correlation between KKR and BILI shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KKR:

$91.83B

BILI:

$8.21B

EPS

KKR:

$3.10

BILI:

CN¥3.12

PE Ratio

KKR:

31.02

BILI:

38.79

PS Ratio

KKR:

4.60

BILI:

1.78

PB Ratio

KKR:

1.14

BILI:

3.57

Total Revenue (TTM)

KKR:

$19.99B

BILI:

CN¥30.77B

Gross Profit (TTM)

KKR:

$8.35B

BILI:

CN¥11.33B

EBITDA (TTM)

KKR:

$9.97B

BILI:

CN¥1.53B

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Return for Risk

KKR vs. BILI — Risk / Return Rank

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

KKR
KKR Risk / Return Rank: 2020
Overall Rank
KKR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1717
Sortino Ratio Rank
KKR Omega Ratio Rank: 1919
Omega Ratio Rank
KKR Calmar Ratio Rank: 2525
Calmar Ratio Rank
KKR Martin Ratio Rank: 2525
Martin Ratio Rank

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
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.

KKR vs. BILI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Bilibili Inc. (BILI). 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.


KKRBILIDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.92

0.99

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.27

-0.24

Martin ratioReturn relative to average drawdown

-0.92

-0.60

-0.32

KKR vs. BILI - Sharpe Ratio Comparison

The current KKR Sharpe Ratio is -0.61, which is lower than the BILI Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of KKR and BILI, 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

KKR vs. BILI - Drawdown Comparison

The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for KKR and BILI.


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Drawdown Indicators


KKRBILIDifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-94.30%

+41.20%

Max Drawdown (1Y)

Largest decline over 1 year

-44.62%

-52.06%

+7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-49.42%

-53.12%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-92.97%

+43.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

Current Drawdown

Current decline from peak

-41.85%

-88.58%

+46.73%

Average Drawdown

Average peak-to-trough decline

-16.22%

-57.96%

+41.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.65%

23.32%

+1.33%

Volatility

KKR vs. BILI - Volatility Comparison

The current volatility for KKR & Co. Inc. (KKR) is 9.89%, while Bilibili Inc. (BILI) has a volatility of 18.55%. This indicates that KKR experiences smaller price fluctuations and is considered to be less risky than BILI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KKRBILIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

18.55%

-8.66%

Volatility (6M)

Calculated over the trailing 6-month period

29.26%

36.58%

-7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

37.32%

49.74%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

79.14%

-39.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.62%

73.93%

-37.31%

Dividends

KKR vs. BILI - Dividend Comparison

KKR's dividend yield for the trailing twelve months is around 0.78%, while BILI has not paid dividends to shareholders.


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%
KKR
KKR & Co. Inc.
0.78%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%

Financials

KKR vs. BILI - Financials Comparison

This section allows you to compare key financial metrics between KKR & Co. Inc. and Bilibili Inc.. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
4.00B
7.43B
(KKR) Total Revenue
(BILI) Total Revenue
Please note, different currencies. KKR values in USD, BILI values in CNY

KKR vs. BILI - Profitability Comparison

The chart below illustrates the profitability comparison between KKR & Co. Inc. and Bilibili Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.5%
37.1%
Portfolio components
KKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.

BILI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a gross profit of 2.76B and revenue of 7.43B. Therefore, the gross margin over that period was 37.1%.

KKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.

BILI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported an operating income of 165.75M and revenue of 7.43B, resulting in an operating margin of 2.2%.

KKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.

BILI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a net income of 208.51M and revenue of 7.43B, resulting in a net margin of 2.8%.


Frequently Asked Questions


KKR and BILI 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 (18.55%) compared to KKR (9.89%). In terms of maximum drawdown, KKR dropped -53.10% vs BILI's -94.30%.

BILI currently has the higher Sharpe Ratio (-0.28 vs -0.61), 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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