ZEEL.NS vs. VYM

Last updated Jun 5, 2026

ZEEL.NS (Zee Entertainment Enterprises Limited) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, ZEEL.NS returned -12.97%/yr vs 15.64%/yr for VYM. At a 0.04 correlation, their price movements are largely independent.

Performance

ZEEL.NS vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Zee Entertainment Enterprises Limited (ZEEL.NS) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ZEEL.NS is traded in INR, while VYM is traded in USD. To make them comparable, the VYM values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZEEL.NS achieves a 16.07% return, which is significantly lower than VYM's 17.20% return. Over the past 10 years, ZEEL.NS has underperformed VYM with an annualized return of -12.97%, while VYM has yielded a comparatively higher 15.64% annualized return.

ZEEL.NS

• 1D: 10.50%
• 1M: 10.46%
• YTD: 16.07%
• 6M: 7.10%
• 1Y: -16.54%
• 3Y*: -18.86%
• 5Y*: -12.77%
• 10Y*: -12.97%

VYM

• 1D: -2.21%
• 1M: 1.18%
• YTD: 17.20%
• 6M: 16.53%
• 1Y: 38.54%
• 3Y*: 24.06%
• 5Y*: 17.16%
• 10Y*: 15.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ZEEL.NS vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ZEEL.NS Zee Entertainment Enterprises Limited	16.07%	-24.27%	-55.49%	14.43%	-24.36%	45.63%	-23.41%	-38.05%	-17.67%	29.08%
VYM Vanguard High Dividend Yield ETF	17.20%	20.95%	21.16%	7.31%	10.27%	28.71%	3.69%	27.21%	2.59%	9.19%

Correlation

The correlation between ZEEL.NS and VYM is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007	0.04

Return for Risk

ZEEL.NS vs. VYM — Risk / Return Rank

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

ZEEL.NS

ZEEL.NS Risk / Return Rank: 27
ZEEL.NS Sharpe Ratio Rank: 24
ZEEL.NS Sortino Ratio Rank: 22
ZEEL.NS Omega Ratio Rank: 23
ZEEL.NS Calmar Ratio Rank: 31
ZEEL.NS Martin Ratio Rank: 33

VYM

VYM Risk / Return Rank: 77
VYM Sharpe Ratio Rank: 77
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 76
VYM Calmar Ratio Rank: 76
VYM Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZEEL.NS vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zee Entertainment Enterprises Limited (ZEEL.NS) 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.

	ZEEL.NS	VYM	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	3.62	-4.03
Sortino ratio: Return per unit of downside risk	-0.38	5.19	-5.57
Omega ratio: Gain probability vs. loss probability	0.96	1.69	-0.73
Calmar ratio: Return relative to maximum drawdown	-0.31	10.55	-10.86
Martin ratio: Return relative to average drawdown	-0.51	33.19	-33.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZEEL.NS vs. VYM - Sharpe Ratio Comparison

The current ZEEL.NS Sharpe Ratio is -0.40, which is lower than the VYM Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of ZEEL.NS and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ZEEL.NS	VYM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	3.62	-4.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	1.28	-1.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	1.01	-1.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.78	-0.67

Drawdowns

ZEEL.NS vs. VYM - Drawdown Comparison

The maximum ZEEL.NS drawdown since its inception was -88.03%, which is greater than VYM's maximum drawdown of -44.49%. Use the drawdown chart below to compare losses from any high point for ZEEL.NS and VYM.

Drawdown Indicators

	ZEEL.NS	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-88.03%	-44.49%	-43.54%
Max Drawdown (1Y) Largest decline over 1 year	-53.34%	-3.67%	-49.67%
Max Drawdown (3Y) Largest decline over 3 years	-75.78%	-14.87%	-60.91%
Max Drawdown (5Y) Largest decline over 5 years	-80.82%	-14.87%	-65.95%
Max Drawdown (10Y) Largest decline over 10 years	-88.03%	-29.49%	-58.54%
Current Drawdown Current decline from peak	-81.73%	-2.21%	-79.52%
Average Drawdown Average peak-to-trough decline	-32.04%	-5.13%	-26.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.80%	1.16%	+31.64%

Volatility

ZEEL.NS vs. VYM - Volatility Comparison

Zee Entertainment Enterprises Limited (ZEEL.NS) has a higher volatility of 18.98% compared to Vanguard High Dividend Yield ETF (VYM) at 3.93%. This indicates that ZEEL.NS'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.

Volatility by Period

	ZEEL.NS	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.98%	3.93%	+15.05%
Volatility (6M) Calculated over the trailing 6-month period	32.68%	7.94%	+24.74%
Volatility (1Y) Calculated over the trailing 1-year period	41.38%	10.69%	+30.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.34%	13.46%	+37.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.47%	15.55%	+34.92%

Dividends

ZEEL.NS vs. VYM - Dividend Comparison

ZEEL.NS's dividend yield for the trailing twelve months is around 2.33%, more than VYM's 2.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VYM Vanguard High Dividend Yield ETF	2.22%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
ZEEL.NS Zee Entertainment Enterprises Limited	2.33%	2.70%	0.82%	0.00%	1.25%	0.78%	0.13%	1.20%	0.61%	0.43%	0.50%	0.51%

Frequently Asked Questions

Can I hold both ZEEL.NS and VYM in my portfolio?

ZEEL.NS and VYM have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.