Bilibili Inc

10-Year Study

BILI.US · Communication Services · US · Common Stock

Executive Summary: Bilibili Inc has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 92.9% and an annualized volatility of 94.7%.

1Y CAGR
+42.0%
3Y CAGR
+17.8%
5Y CAGR
-25.5%
10Y CAGR
+10.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
92.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +360.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202638.4-18.0-19.111.9————————2.7%
2025-7.721.7-6.0-8.44.617.26.41.920.87.7-12.0-7.635.8%
2024-25.56.715.712.914.96.3-1.9-5.162.6-5.4-13.3-5.548.8%
20235.5-22.821.8-13.4-23.1-3.626.3-20.7-9.0-2.5-15.67.4-48.6%
2022-23.9-10.4-19.1-4.8-8.214.5-4.52.1-38.6-41.894.636.5-48.9%
202132.910.6-15.03.5-3.313.7-29.8-6.3-17.510.8-9.9-29.7-45.9%
202015.719.2-8.817.018.442.8-5.98.4-12.07.440.736.4360.4%
201926.23.1-0.2-6.1-24.220.5-6.9-7.30.511.89.47.827.6%
2018———-0.748.6-13.8-16.39.65.10.115.6-6.532.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 94.7%. The dominant macroeconomic risk driver is VWO.US, accounting for 45.7% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-019927.272727272726
2018-05-0114754.545454545456
2018-06-0112718.181818181818
2018-07-0110645.454545454546
2018-08-0111663.636363636362
2018-09-0112254.545454545456
2018-10-0112272.727272727272
2018-11-0114190.90909090909
2018-12-0113263.636363636364
2019-01-0116736.363636363636
2019-02-0117254.545454545456
2019-03-0117227.272727272728
2019-04-0116181.818181818182
2019-05-0112272.727272727272
2019-06-0114790.90909090909
2019-07-0113772.727272727272
2019-08-0112772.727272727274
2019-09-0112836.363636363634
2019-10-0114354.545454545454
2019-11-0115709.09090909091
2019-12-0116927.272727272728
2020-01-0119590.909090909092
2020-02-0123345.454545454544
2020-03-0121290.909090909092
2020-04-0124900.000000000004
2020-05-0129481.818181818184
2020-06-0142109.09090909091
2020-07-0139618.181818181816
2020-08-0142954.545454545456
2020-09-0137818.181818181816
2020-10-0140609.09090909091
2020-11-0157145.45454545455
2020-12-0177927.27272727274
2021-01-01103536.36363636363
2021-02-01114518.18181818181
2021-03-0197327.27272727272
2021-04-01100781.81818181818
2021-05-0197436.36363636365
2021-06-01110763.63636363637
2021-07-0177800
2021-08-0172936.36363636363
2021-09-0160154.545454545456
2021-10-0166636.36363636363
2021-11-0160009.09090909091
2021-12-0142181.81818181818
2022-01-0132081.81818181818
2022-02-0128736.363636363636
2022-03-0123254.545454545452
2022-04-0122127.272727272728
2022-05-0120318.181818181816
2022-06-0123272.727272727276
2022-07-0122218.18181818182
2022-08-0122690.909090909092
2022-09-0113927.272727272728
2022-10-018109.090909090909
2022-11-0115781.818181818182
2022-12-0121536.36363636364
2023-01-0122727.272727272728
2023-02-0117545.454545454548
2023-03-0121363.636363636364
2023-04-0118509.090909090908
2023-05-0114236.363636363636
2023-06-0113727.272727272728
2023-07-0117336.363636363636
2023-08-0113754.545454545454
2023-09-0112518.181818181818
2023-10-0112209.09090909091
2023-11-0110300
2023-12-0111063.636363636364
2024-01-018245.454545454546
2024-02-018800
2024-03-0110181.81818181818
2024-04-0111490.909090909092
2024-05-0113200
2024-06-0114036.363636363636
2024-07-0113772.727272727272
2024-08-0113072.727272727274
2024-09-0121254.545454545456
2024-10-0120109.09090909091
2024-11-0117427.272727272728
2024-12-0116463.636363636364
2025-01-0115199.999999999998
2025-02-0118490.909090909092
2025-03-0117372.727272727272
2025-04-0115909.090909090908
2025-05-0116636.36363636364
2025-06-0119500
2025-07-0120745.454545454548
2025-08-0121145.454545454548
2025-09-0125536.363636363636
2025-10-0127500
2025-11-0124190.90909090909
2025-12-0122354.545454545452
2026-01-0130945.454545454544
2026-02-0125363.63636363636
2026-03-0120509.090909090908
2026-04-0122954.545454545456
Annual Return Matrix
YearAnnual Return
20190.27621658670322136
20203.6036519871106334
2021-0.45870275314979003
2022-0.4894396551724137
2023-0.48628113127902073
20240.4880854560394412
20250.3578133627829929
20260.026840178934526282
Total Factor Risk
0.9469448363188065
VTI.US Exposure
-0.039882911412880716
VEA.US Exposure
-0.0677728208650811
VWO.US Exposure
0.4572527386475448
QQQ.US Exposure
0.004932427720573381
VTV.US Exposure
-0.008179320864290318
IJR.US Exposure
0.01613661767587498
QUAL.US Exposure
0.10501173047860299
SHV.US Exposure
0.37747486513245077
TLT.US Exposure
0.004957535852695671
LQD.US Exposure
0.010632403882730249
HYG.US Exposure
-0.004133557620971315
GLD.US Exposure
-0.0063211616782361205
USO.US Exposure
0.003928951089500592
VNQ.US Exposure
-0.008440145037559925
BTC-USD.CC Exposure
-0.0019059939464878201
CPER.US Exposure
-0.0008163734100251956
VIX.INDX Exposure
-0.006860971067675154
UUP.US Exposure
0.015180090006117052
TIP.US Exposure
-0.0005079657423497362
Idiosyncratic Exposure
0.14931386115946677
Value Score
14.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
94.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →88.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$9.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
29.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bilibili Inc a high-risk investment?

Bilibili Inc (BILI.US) has an annualized volatility of 94.7% and experienced a maximum drawdown of 92.9% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of BILI.US?

Over the past 10 years, BILI.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 63% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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