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

Correlation

The correlation between NTES and BILI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
0.93%
13.61%
NTES
BILI

Key characteristics

Sharpe Ratio

NTES:

-0.20

BILI:

0.90

Sortino Ratio

NTES:

0.03

BILI:

1.78

Omega Ratio

NTES:

1.00

BILI:

1.20

Calmar Ratio

NTES:

-0.23

BILI:

0.74

Martin Ratio

NTES:

-0.50

BILI:

3.68

Ulcer Index

NTES:

17.67%

BILI:

18.94%

Daily Std Dev

NTES:

44.76%

BILI:

77.22%

Max Drawdown

NTES:

-57.34%

BILI:

-94.30%

Current Drawdown

NTES:

-26.03%

BILI:

-87.61%

Fundamentals

Market Cap

NTES:

$60.34B

BILI:

$8.48B

EPS

NTES:

$5.82

BILI:

-$0.90

Total Revenue (TTM)

NTES:

$104.03B

BILI:

$25.22B

Gross Profit (TTM)

NTES:

$65.58B

BILI:

$7.82B

EBITDA (TTM)

NTES:

$31.24B

BILI:

-$593.47M

Returns By Period

In the year-to-date period, NTES achieves a 0.68% return, which is significantly lower than BILI's 59.16% return.


NTES

YTD

0.68%

1M

4.08%

6M

1.92%

1Y

-9.13%

5Y*

10.21%

10Y*

18.13%

BILI

YTD

59.16%

1M

1.47%

6M

19.72%

1Y

64.29%

5Y*

1.55%

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NTES, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.200.90
The chart of Sortino ratio for NTES, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.031.78
The chart of Omega ratio for NTES, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.20
The chart of Calmar ratio for NTES, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.230.74
The chart of Martin ratio for NTES, currently valued at -0.50, compared to the broader market0.0010.0020.00-0.503.68
NTES
BILI

The current NTES Sharpe Ratio is -0.20, which is lower than the BILI Sharpe Ratio of 0.90. 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.90
NTES
BILI

Dividends

NTES vs. BILI - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.68%, while BILI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NTES
NetEase, Inc.
2.68%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%1.27%
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%JulyAugustSeptemberOctoberNovemberDecember
-26.03%
-87.61%
NTES
BILI

Volatility

NTES vs. BILI - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 13.21%, while Bilibili Inc. (BILI) has a volatility of 26.43%. 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%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.21%
26.43%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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