VIPS vs. VYM

In the year-to-date period, VIPS achieves a -21.61% return, which is significantly lower than VYM's 17.16% return. Over the past 10 years, VIPS has underperformed VYM with an annualized return of -3.54%, while VYM has yielded a comparatively higher 9.60% annualized return.

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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 current VIPS Sharpe Ratio is -0.29, which is lower than the VYM Sharpe Ratio of 1.80. 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.

VIPS's dividend yield for the trailing twelve months is around 3.17%, more than VYM's 2.75% yield.

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.

Vipshop Holdings Limited (VIPS) has a higher volatility of 14.87% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. 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.