Bullies are emotionally impaired and either see you as a soft target or are pathologically jealous of you. One thing bullies have in common, is they vastly overestimate themselves.
I had a bully problem when a freshy in HS... tall and overweight guy twice my size in the next grade up. I got fed up and confronted him with "what's your problem?"... didnt back down. Ended up wrestling on the grass... I held my own, having athletic experience, and no one really won or got hurt, sort of a draw....but he never bullied me again... and no one else messed with me later either, given his size, as there were plenty witnesses. Of course, things were different back then...a few decades ago.... no one ratted and no one got in trouble or suspended. That might play out differently today...
If you are experiencing verbal bullying, then perhaps learn some humorous countering techniques -- bullies cant deal with being laughed at. Sometimes we need to learn how to defend ourselves, verbally and emotionally, a skill that will empower you for life. If they see you as a soft target, projecting strength may deter them. If you can determine if she is jealous of you, try the unexpected, and pay her a compliment (if you can find one).
But if the situation is untenable and threats of physical violence, yeah, get the the authorities involved. You may be dealing with a psychopath.