LI vs. VYM
Compare and contrast key facts about Li Auto Inc. (LI) 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 Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LI or VYM.
Key characteristics
| LI | VYM | |
|---|---|---|
| YTD Return | -25.19% | 5.51% |
| 1Y Return | 17.20% | 17.47% |
| 3Y Return (Ann) | 12.99% | 6.93% |
| Sharpe Ratio | 0.39 | 1.53 |
| Daily Std Dev | 59.81% | 10.66% |
| Max Drawdown | -69.02% | -56.98% |
| Current Drawdown | -39.98% | -3.19% |
Correlation
The correlation between LI and VYM is 0.17, 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.
Performance
LI vs. VYM - Performance Comparison
In the year-to-date period, LI achieves a -25.19% return, which is significantly lower than VYM's 5.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LI vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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.
Dividends
LI vs. VYM - Dividend Comparison
LI has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LI Li Auto 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 | 2.92% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
LI vs. VYM - Drawdown Comparison
The maximum LI drawdown since its inception was -69.02%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for LI and VYM. For additional features, visit the drawdowns tool.
Volatility
LI vs. VYM - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 21.05% compared to Vanguard High Dividend Yield ETF (VYM) at 3.15%. This indicates that LI'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.