BZUN vs. VYM

In the year-to-date period, BZUN achieves a 9.93% return, which is significantly higher than VYM's 1.58% return. Over the past 10 years, BZUN has underperformed VYM with an annualized return of -12.60%, while VYM has yielded a comparatively higher 9.71% annualized return.

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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.

The current BZUN Sharpe Ratio is 0.13, which is lower than the VYM Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of BZUN and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BZUN has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.87%.

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.

Baozun Inc. (BZUN) has a higher volatility of 21.82% compared to Vanguard High Dividend Yield ETF (VYM) at 4.33%. 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.