LI vs. VYM
LI (Li Auto Inc.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 5 years, LI returned -15.76%/yr vs 12.32%/yr for VYM. At a 0.19 correlation, their price movements are largely independent.
Performance
LI vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -24.04% return, which is significantly lower than VYM's 13.43% return.
LI
- 1D
- 1.02%
- 1M
- -8.40%
- 6M
- -21.54%
- YTD
- -24.04%
- 1Y
- -56.26%
- 3Y*
- -30.43%
- 5Y*
- -15.76%
- 10Y*
- —
VYM
- 1D
- 0.47%
- 1M
- 0.89%
- 6M
- 9.47%
- YTD
- 13.43%
- 1Y
- 22.93%
- 3Y*
- 17.89%
- 5Y*
- 12.32%
- 10Y*
- 11.51%
LI vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -24.04% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
VYM Vanguard High Dividend Yield ETF | 13.43% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 13.34% |
Correlation
The correlation between LI and VYM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.19 |
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Return for Risk
LI vs. VYM — Risk / Return Rank
LI
VYM
LI vs. VYM - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LI | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.69 | ||
| Sortino ratioReturn per unit of downside risk | -5.74 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.41 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 3.44 | -4.33 |
| Martin ratioReturn relative to average drawdown | -1.36 | 12.78 | -14.14 |
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Drawdowns
LI vs. VYM - Drawdown Comparison
The maximum LI drawdown since its inception was -74.83%, 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.
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Drawdown Indicators
| LI | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.83% | -56.98% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -63.08% | -6.69% | -56.39% |
Max Drawdown (3Y)Largest decline over 3 years | -74.83% | -14.46% | -60.37% |
Max Drawdown (5Y)Largest decline over 5 years | -74.83% | -15.84% | -58.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -72.43% | -0.13% | -72.30% |
Average DrawdownAverage peak-to-trough decline | -40.42% | -7.16% | -33.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.45% | 1.80% | +39.65% |
Volatility
LI vs. VYM - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 10.14% compared to Vanguard High Dividend Yield ETF (VYM) at 1.86%. 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.
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Volatility by Period
| LI | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 1.86% | +8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 29.03% | 7.47% | +21.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.58% | 10.21% | +29.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.18% | 13.90% | +49.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.94% | 16.28% | +51.66% |
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 2.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.26% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
LI and VYM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (10.14%) compared to VYM (1.86%). In terms of maximum drawdown, LI dropped -74.83% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.26 vs -1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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