BZUN vs. VYM
Compare and contrast key facts about Baozun Inc. (BZUN) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
BZUN vs. VYM - Performance Comparison
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BZUN vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BZUN Baozun Inc. | -10.15% | -2.21% | -0.73% | -48.30% | -61.87% | -59.53% | 3.71% | 13.39% | -7.45% | 161.47% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, BZUN achieves a -10.15% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, BZUN has underperformed VYM with an annualized return of -8.40%, while VYM has yielded a comparatively higher 11.22% annualized return.
BZUN
- 1D
- 0.00%
- 1M
- -3.24%
- YTD
- -10.15%
- 6M
- -42.27%
- 1Y
- -13.41%
- 3Y*
- -26.50%
- 5Y*
- -42.48%
- 10Y*
- -8.40%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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Return for Risk
BZUN vs. VYM — Risk / Return Rank
BZUN
VYM
BZUN vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baozun Inc. (BZUN) and Vanguard High Dividend Yield ETF (VYM). 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.
| BZUN | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.22 | 1.19 | -1.41 |
Sortino ratioReturn per unit of downside risk | 0.09 | 1.70 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.56 | -1.78 |
Martin ratioReturn relative to average drawdown | -0.38 | 6.86 | -7.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BZUN | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 1.19 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | 0.79 | -1.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.69 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.49 | -0.67 |
Correlation
The correlation between BZUN and VYM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BZUN vs. VYM - Dividend Comparison
BZUN has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.37%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZUN Baozun 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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
BZUN vs. VYM - Drawdown Comparison
The maximum BZUN drawdown since its inception was -97.03%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BZUN and VYM.
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Drawdown Indicators
| BZUN | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.03% | -56.98% | -40.05% |
Max Drawdown (1Y)Largest decline over 1 year | -56.08% | -11.32% | -44.76% |
Max Drawdown (5Y)Largest decline over 5 years | -94.81% | -15.84% | -78.97% |
Max Drawdown (10Y)Largest decline over 10 years | -97.03% | -35.21% | -61.82% |
Current DrawdownCurrent decline from peak | -96.40% | -4.91% | -91.49% |
Average DrawdownAverage peak-to-trough decline | -58.14% | -7.25% | -50.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.93% | 2.57% | +30.36% |
Volatility
BZUN vs. VYM - Volatility Comparison
Baozun Inc. (BZUN) has a higher volatility of 25.26% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that BZUN's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BZUN | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.26% | 3.60% | +21.66% |
Volatility (6M)Calculated over the trailing 6-month period | 37.35% | 7.96% | +29.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.18% | 15.14% | +45.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.22% | 13.97% | +60.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.15% | 16.33% | +53.82% |