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

Performance

QFIN vs. BILI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 360 DigiTech, Inc. (QFIN) 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, QFIN achieves a -15.31% return, which is significantly higher than BILI's -27.37% return.


QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*

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)

QFIN vs. BILI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%
BILI
Bilibili Inc.
-27.37%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%-2.41%

Correlation

The correlation between QFIN and BILI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

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

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.47

Over the past year, the correlation between QFIN and BILI has dropped to 0.27 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

QFIN:

$948.90M

BILI:

$8.21B

EPS

QFIN:

CN¥51.00

BILI:

CN¥3.12

PE Ratio

QFIN:

2.05

BILI:

38.79

PS Ratio

QFIN:

0.59

BILI:

1.78

PB Ratio

QFIN:

0.26

BILI:

3.57

Total Revenue (TTM)

QFIN:

CN¥17.46B

BILI:

CN¥30.77B

Gross Profit (TTM)

QFIN:

CN¥12.90B

BILI:

CN¥11.33B

EBITDA (TTM)

QFIN:

CN¥6.93B

BILI:

CN¥1.53B

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Return for Risk

QFIN vs. BILI — Risk / Return Rank

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

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1818
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.

QFIN vs. BILI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) 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.


QFINBILIDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

0.76

0.99

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.27

-0.57

Martin ratioReturn relative to average drawdown

-1.13

-0.60

-0.54

QFIN vs. BILI - Sharpe Ratio Comparison

The current QFIN Sharpe Ratio is -1.09, which is lower than the BILI Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of QFIN 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

QFIN vs. BILI - Drawdown Comparison

The maximum QFIN drawdown since its inception was -76.74%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for QFIN and BILI.


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Drawdown Indicators


QFINBILIDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-94.30%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-72.31%

-52.06%

-20.25%

Max Drawdown (3Y)

Largest decline over 3 years

-73.15%

-53.12%

-20.03%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-92.97%

+16.23%

Current Drawdown

Current decline from peak

-64.51%

-88.58%

+24.07%

Average Drawdown

Average peak-to-trough decline

-45.54%

-57.96%

+12.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.01%

23.32%

+29.69%

Volatility

QFIN vs. BILI - Volatility Comparison

360 DigiTech, Inc. (QFIN) has a higher volatility of 29.45% compared to Bilibili Inc. (BILI) at 18.55%. This indicates that QFIN's price experiences larger fluctuations and is considered to be riskier 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


QFINBILIDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.45%

18.55%

+10.90%

Volatility (6M)

Calculated over the trailing 6-month period

38.71%

36.58%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

49.74%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.39%

79.14%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.04%

73.93%

-1.89%

Dividends

QFIN vs. BILI - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 10.00%, while BILI has not paid dividends to shareholders.


PositionTTM20252024202320222021
BILI
Bilibili Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%

Financials

QFIN vs. BILI - Financials Comparison

This section allows you to compare key financial metrics between 360 DigiTech, 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


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
3.89B
7.43B
(QFIN) Total Revenue
(BILI) Total Revenue
Values in CNY except per share items

QFIN vs. BILI - Profitability Comparison

The chart below illustrates the profitability comparison between 360 DigiTech, 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%40.0%60.0%80.0%100.0%20222023202420252026
75.8%
37.1%
Portfolio components
QFIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a gross profit of 2.95B and revenue of 3.89B. Therefore, the gross margin over that period was 75.8%.

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%.

QFIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported an operating income of 928.25M and revenue of 3.89B, resulting in an operating margin of 23.9%.

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%.

QFIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a net income of 877.98M and revenue of 3.89B, resulting in a net margin of 22.6%.

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


QFIN and BILI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (29.45%) compared to BILI (18.55%). In terms of maximum drawdown, QFIN dropped -76.74% vs BILI's -94.30%.

BILI currently has the higher Sharpe Ratio (-0.28 vs -1.09), 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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