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

Correlation

The correlation between NTES and BILI is 0.37, 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: 0.4

Performance

NTES vs. BILI - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
126.52%
61.30%
NTES
BILI

Key characteristics

Sharpe Ratio

NTES:

0.49

BILI:

0.57

Sortino Ratio

NTES:

0.97

BILI:

1.35

Omega Ratio

NTES:

1.12

BILI:

1.16

Calmar Ratio

NTES:

0.52

BILI:

0.47

Martin Ratio

NTES:

1.48

BILI:

1.53

Ulcer Index

NTES:

13.53%

BILI:

28.30%

Daily Std Dev

NTES:

41.14%

BILI:

76.62%

Max Drawdown

NTES:

-57.34%

BILI:

-94.30%

Current Drawdown

NTES:

-10.68%

BILI:

-88.41%

Fundamentals

Market Cap

NTES:

$67.96B

BILI:

$7.31B

EPS

NTES:

$6.30

BILI:

-$0.44

PS Ratio

NTES:

0.65

BILI:

0.27

PB Ratio

NTES:

3.57

BILI:

3.74

Total Revenue (TTM)

NTES:

$105.19B

BILI:

$21.17B

Gross Profit (TTM)

NTES:

$65.06B

BILI:

$7.17B

EBITDA (TTM)

NTES:

$32.33B

BILI:

$836.10M

Returns By Period

In the year-to-date period, NTES achieves a 23.71% return, which is significantly higher than BILI's 0.11% return.


NTES

YTD

23.71%

1M

2.50%

6M

40.20%

1Y

13.32%

5Y*

12.91%

10Y*

17.89%

BILI

YTD

0.11%

1M

-6.21%

6M

-17.21%

1Y

23.17%

5Y*

-6.34%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NTES vs. BILI — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 6868
Overall Rank
The Sharpe Ratio Rank of NTES is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 6464
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 6969
Martin Ratio Rank

BILI
The Risk-Adjusted Performance Rank of BILI is 7171
Overall Rank
The Sharpe Ratio Rank of BILI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BILI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BILI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BILI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BILI is 6969
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.

NTES vs. BILI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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.


The chart of Sharpe ratio for NTES, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
NTES: 0.49
BILI: 0.57
The chart of Sortino ratio for NTES, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.97
BILI: 1.35
The chart of Omega ratio for NTES, currently valued at 1.12, compared to the broader market0.501.001.502.00
NTES: 1.12
BILI: 1.16
The chart of Calmar ratio for NTES, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.00
NTES: 0.52
BILI: 0.47
The chart of Martin ratio for NTES, currently valued at 1.48, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
NTES: 1.48
BILI: 1.53

The current NTES Sharpe Ratio is 0.49, which is comparable to the BILI Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NTES and BILI, 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.49
0.57
NTES
BILI

Dividends

NTES vs. BILI - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.37%, while BILI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
2.37%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
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%

Drawdowns

NTES vs. BILI - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for NTES and BILI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%December2025FebruaryMarchAprilMay
-10.68%
-88.41%
NTES
BILI

Volatility

NTES vs. BILI - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 12.26%, while Bilibili Inc. (BILI) has a volatility of 20.24%. This indicates that NTES 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.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
12.26%
20.24%
NTES
BILI

Financials

NTES vs. BILI - Financials Comparison

This section allows you to compare key financial metrics between NetEase, 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
26.75B
7.73B
(NTES) Total Revenue
(BILI) Total Revenue
Values in USD except per share items

NTES vs. BILI - Profitability Comparison

The chart below illustrates the profitability comparison between NetEase, 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

20.0%30.0%40.0%50.0%60.0%20212022202320242025
60.8%
36.1%
(NTES) Gross Margin
(BILI) Gross Margin
NTES - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported a gross profit of 16.27B and revenue of 26.75B. Therefore, the gross margin over that period was 60.8%.
BILI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported a gross profit of 2.79B and revenue of 7.73B. Therefore, the gross margin over that period was 36.1%.
NTES - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported an operating income of 7.82B and revenue of 26.75B, resulting in an operating margin of 29.2%.
BILI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported an operating income of 126.44M and revenue of 7.73B, resulting in an operating margin of 1.6%.
NTES - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported a net income of 8.77B and revenue of 26.75B, resulting in a net margin of 32.8%.
BILI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bilibili Inc. reported a net income of 89.96M and revenue of 7.73B, resulting in a net margin of 1.2%.