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ISIN
US06684L1035
CUSIP
06684L103
IPO Date
May 21, 2015

Highlights

Market Cap
$155.72M
Enterprise Value
$3.04B
EPS (TTM)
-$3.21
Total Revenue (TTM)
$10.20B
Gross Profit (TTM)
$6.39B
EBITDA (TTM)
$92.42M
Year Range
$2.07 - $4.88
Target Price
$5.35
ROA (TTM)
-1.90%
ROE (TTM)
-5.15%

Share Price Chart


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Baozun Inc.

Often compared with BZUN:
BZUN vs. VYMBZUN vs. BABA

Performance

BZUN Performance Chart

Baozun Inc. (BZUN) is up 0.8% since the beginning of the year. At $3 per share, BZUN is trading 45.1% below its 52-week high of $5. Investors who bought $1,000 worth of BZUN shares 5 years ago would now be looking at an investment worth $75.


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S&P 500 Index

Returns By Period

Baozun Inc. (BZUN) has returned 0.75% so far this year and -6.62% over the past 12 months. Over the last ten years, BZUN has returned -7.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Baozun Inc.

1D
-1.11%
1M
-2.19%
YTD
0.75%
6M
-3.94%
1Y
-6.62%
3Y*
-14.45%
5Y*
-40.48%
10Y*
-7.99%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZUN Monthly Returns History

Based on dividend-adjusted daily data since May 21, 2015, BZUN's average daily return is +0.05%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 45% of months were positive and 55% were negative. The best month was Aug 2016 with a return of +86.6%, while the worst month was Aug 2015 at -38.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BZUN closed higher 48% of trading days. The best single day was Dec 16, 2024 with a return of +36.0%, while the worst single day was Aug 22, 2017 at -24.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.75%-6.34%-4.78%13.81%-4.78%3.47%0.75%
202518.75%-1.55%-14.15%-4.40%9.20%-12.28%8.40%25.09%19.47%-19.01%-12.80%-6.99%-2.21%
2024-19.34%6.79%-2.54%13.04%2.69%-12.36%1.28%-3.38%56.33%-12.57%-18.53%6.67%-0.73%
202343.58%-17.35%-4.29%-23.09%-15.12%1.53%29.32%-24.22%-20.72%-2.58%-1.32%-8.05%-48.30%
2022-4.60%-20.59%-18.52%-10.96%18.06%21.29%-20.48%-2.30%-26.12%-37.26%10.15%22.12%-61.87%
202119.33%12.05%-16.96%-8.99%-0.06%2.16%-30.25%-2.59%-27.20%-1.31%-20.29%0.80%-59.53%

Benchmark Metrics

Baozun Inc. has an annualized alpha of -4.86%, beta of 1.32, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since May 22, 2015.

  • This stock participated in 140.70% of S&P 500 Index downside but only 40.32% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.11 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.86%
Beta
1.32
0.11
Upside Capture
40.32%
Downside Capture
140.70%

Return for Risk

Risk / Return Rank

BZUN ranks 36 for risk / return — below 36% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BZUN Risk / Return Rank: 3636
Overall Rank
BZUN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BZUN Sortino Ratio Rank: 3535
Sortino Ratio Rank
BZUN Omega Ratio Rank: 3434
Omega Ratio Rank
BZUN Calmar Ratio Rank: 3636
Calmar Ratio Rank
BZUN Martin Ratio Rank: 3636
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Baozun Inc. (BZUN) and compare them to S&P 500 Index.


BZUNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.11

2.39

-2.50

Sortino ratio

Return per unit of downside risk

0.27

3.25

-2.98

Omega ratio

Gain probability vs. loss probability

1.03

1.43

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.12

3.11

-3.23

Martin ratio

Return relative to average drawdown

-0.19

14.38

-14.57

Dividends

Dividend History


Baozun Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Baozun Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Baozun Inc. was 97.03%, occurring on Jan 17, 2024. The portfolio has not yet recovered.

The current Baozun Inc. drawdown is 95.96%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-97.03%Jan 2024
5y 7mo
7y 11moJun 2018 - now
2015 bear market2015
-63.69%Oct 2015
4mo 7d11mo 4d
1y 3moMay 2015 - Aug 2016
2016 bear market2016
-39.62%Dec 2016
2mo 19d4mo 11d
7moOct 2016 - May 2017
2017 bear market2017
-31.55%Dec 2017
2mo 13d3mo 5d
5mo 18dSep 2017 - Mar 2018
2017 bear market2017
-26.07%Aug 2017
5d22d
27dAug 2017 - Sep 2017

Drawdown Indicators


BZUNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.03%

-56.78%

-40.25%

Max Drawdown (1Y)

Largest decline over 1 year

-56.08%

-9.10%

-46.98%

Max Drawdown (3Y)

Largest decline over 3 years

-61.82%

-18.90%

-42.92%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-25.43%

-69.29%

Max Drawdown (10Y)

Largest decline over 10 years

-97.03%

-33.92%

-63.11%

Current Drawdown

Current decline from peak

-95.96%

0.00%

-95.96%

Average Drawdown

Average peak-to-trough decline

-58.71%

-10.72%

-47.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.39%

1.97%

+32.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Baozun Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Baozun Inc. is priced in the market compared to other companies in the Internet Retail industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for BZUN relative to other companies in the Internet Retail industry. Currently, BZUN has a P/S ratio of 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for BZUN in comparison with other companies in the Internet Retail industry. Currently, BZUN has a P/B value of 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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