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VIPS vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIPS and VYM is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

VIPS vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vipshop Holdings Limited (VIPS) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
2,461.42%
285.04%
VIPS
VYM

Key characteristics

Sharpe Ratio

VIPS:

-0.28

VYM:

0.50

Sortino Ratio

VIPS:

-0.08

VYM:

0.80

Omega Ratio

VIPS:

0.99

VYM:

1.11

Calmar Ratio

VIPS:

-0.18

VYM:

0.55

Martin Ratio

VIPS:

-0.70

VYM:

2.32

Ulcer Index

VIPS:

18.52%

VYM:

3.42%

Daily Std Dev

VIPS:

47.26%

VYM:

15.84%

Max Drawdown

VIPS:

-86.75%

VYM:

-56.98%

Current Drawdown

VIPS:

-69.09%

VYM:

-8.11%

Returns By Period

In the year-to-date period, VIPS achieves a 2.02% return, which is significantly higher than VYM's -2.73% return. Over the past 10 years, VIPS has underperformed VYM with an annualized return of -7.05%, while VYM has yielded a comparatively higher 9.19% annualized return.


VIPS

YTD

2.02%

1M

-15.85%

6M

-2.47%

1Y

-12.69%

5Y*

-2.63%

10Y*

-7.05%

VYM

YTD

-2.73%

1M

-4.65%

6M

-2.62%

1Y

7.98%

5Y*

13.52%

10Y*

9.19%

*Annualized

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Risk-Adjusted Performance

VIPS vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIPS
The Risk-Adjusted Performance Rank of VIPS is 3737
Overall Rank
The Sharpe Ratio Rank of VIPS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 3636
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 5959
Overall Rank
The Sharpe Ratio Rank of VYM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIPS vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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 chart of Sharpe ratio for VIPS, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.00
VIPS: -0.28
VYM: 0.50
The chart of Sortino ratio for VIPS, currently valued at -0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
VIPS: -0.08
VYM: 0.80
The chart of Omega ratio for VIPS, currently valued at 0.99, compared to the broader market0.501.001.502.00
VIPS: 0.99
VYM: 1.11
The chart of Calmar ratio for VIPS, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.00
VIPS: -0.18
VYM: 0.55
The chart of Martin ratio for VIPS, currently valued at -0.70, compared to the broader market-5.000.005.0010.0015.0020.00
VIPS: -0.70
VYM: 2.32

The current VIPS Sharpe Ratio is -0.28, which is lower than the VYM Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VIPS 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.28
0.50
VIPS
VYM

Dividends

VIPS vs. VYM - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.63%, more than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
VIPS
Vipshop Holdings Limited
3.63%3.19%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
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

VIPS vs. VYM - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VIPS and VYM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-69.09%
-8.11%
VIPS
VYM

Volatility

VIPS vs. VYM - Volatility Comparison

Vipshop Holdings Limited (VIPS) has a higher volatility of 12.28% compared to Vanguard High Dividend Yield ETF (VYM) at 11.36%. This indicates that VIPS'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.28%
11.36%
VIPS
VYM