SHOP vs. VYMI
SHOP (Shopify Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, SHOP returned 43.59%/yr vs 11.24%/yr for VYMI. At a 0.36 correlation, their price movements are largely independent.
Performance
SHOP vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, SHOP achieves a -32.76% return, which is significantly lower than VYMI's 12.90% return. Over the past 10 years, SHOP has outperformed VYMI with an annualized return of 43.59%, while VYMI has yielded a comparatively lower 11.24% annualized return.
SHOP
- 1D
- -2.02%
- 1M
- 11.11%
- YTD
- -32.76%
- 6M
- -34.08%
- 1Y
- 2.75%
- 3Y*
- 19.24%
- 5Y*
- -2.79%
- 10Y*
- 43.59%
VYMI
- 1D
- 0.54%
- 1M
- 1.28%
- YTD
- 12.90%
- 6M
- 14.90%
- 1Y
- 31.26%
- 3Y*
- 21.73%
- 5Y*
- 12.29%
- 10Y*
- 11.24%
SHOP vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHOP Shopify Inc. | -32.76% | 51.39% | 36.50% | 124.43% | -74.80% | 21.68% | 184.71% | 187.17% | 37.08% | 135.60% |
VYMI Vanguard International High Dividend Yield ETF | 12.90% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Correlation
The correlation between SHOP and VYMI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.36 |
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Return for Risk
SHOP vs. VYMI — Risk / Return Rank
SHOP
VYMI
SHOP vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| SHOP | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.41 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.96 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.04 | 11.60 | -11.64 |
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Drawdowns
SHOP vs. VYMI - Drawdown Comparison
The maximum SHOP drawdown since its inception was -84.82%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SHOP and VYMI.
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Drawdown Indicators
| SHOP | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.82% | -40.00% | -44.82% |
Max Drawdown (1Y)Largest decline over 1 year | -46.71% | -10.14% | -36.57% |
Max Drawdown (3Y)Largest decline over 3 years | -46.71% | -12.84% | -33.87% |
Max Drawdown (5Y)Largest decline over 5 years | -84.82% | -24.05% | -60.77% |
Max Drawdown (10Y)Largest decline over 10 years | -84.82% | -40.00% | -44.82% |
Current DrawdownCurrent decline from peak | -39.53% | 0.00% | -39.53% |
Average DrawdownAverage peak-to-trough decline | -28.23% | -6.30% | -21.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.27% | 2.59% | +19.68% |
Volatility
SHOP vs. VYMI - Volatility Comparison
Shopify Inc. (SHOP) has a higher volatility of 15.38% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.40%. This indicates that SHOP's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHOP | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.38% | 4.40% | +10.98% |
Volatility (6M)Calculated over the trailing 6-month period | 43.41% | 11.15% | +32.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.03% | 13.33% | +43.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.55% | 14.90% | +50.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.07% | 16.85% | +42.22% |
Dividends
SHOP vs. VYMI - Dividend Comparison
SHOP has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.39% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
SHOP and VYMI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHOP has higher volatility (15.38%) compared to VYMI (4.40%). In terms of maximum drawdown, SHOP dropped -84.82% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.26 vs -0.02), 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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