EARN vs BZUN

Comparison between Ellington Residential Mortgage REIT (EARN, Company) and Baozun Inc (BZUN, Company).

EARN is from the Financial Services sector, while BZUN is from the Consumer Cyclical sector.

5-Year PerformanceEARN has outperformed BZUN, delivering a return of -3.9% compared to -33.7%

EARN vs BZUN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EARN(COMPANY)	BZUN(COMPANY)
Market Cap	$163M	$163M
Max Drawdown	79.95%	97.03%
Sharpe Ratio	-0.40	0.24
5Y Beta	0.57	0.99
Industry	Asset Management	Internet Retail
P/E Ratio	-12.42	-4.71
Forward P/E	4.75	16.37
PEG Ratio	-1.79	-0.11
Dividend Yield	21.60%	N/A
5Y Dividends CAGR	-1.82%	N/A
5Y EPS CAGR	3.89%	N/A
Debt to Equity	0.00%	33.16%
Free Cash Flow Yield	9.08%	27.52%
P/S Ratio	3.74	0.02
P/B Ratio	0.73	0.31

Market Cap

Winner

EARN

$163M

BZUN

$163M

Max Drawdown

Winner

EARN

79.95%

BZUN

97.03%

Sharpe Ratio

EARN

-0.40

Winner

BZUN

0.24

5Y Beta

Winner

EARN

0.57

BZUN

0.99

Industry

EARN

Asset Management

BZUN

Internet Retail

P/E Ratio

Winner

EARN

-12.42

BZUN

-4.71

Forward P/E

Winner

EARN

4.75

BZUN

16.37

PEG Ratio

Winner

EARN

-1.79

BZUN

-0.11

Dividend Yield

EARN

21.60%

BZUN

N/A

5Y Dividends CAGR

EARN

-1.82%

BZUN

N/A

5Y EPS CAGR

EARN

3.89%

BZUN

N/A

Debt to Equity

Winner

EARN

0.00%

BZUN

33.16%

Free Cash Flow Yield

EARN

9.08%

Winner

BZUN

27.52%

P/S Ratio

EARN

3.74

Winner

BZUN

0.02

P/B Ratio

EARN

0.73

Winner

BZUN

0.31

EARN vs BZUN - Historical Returns

Returns include dividend reinvestment.

Period	EARN	BZUN
1 month	+2.32%	+4.04%
3 months	-3.74%	+4.81%
6 months	-6.47%	+5.60%
1 year	-5.94%	+2.91%
5 years(CAGR)	-3.90%	-33.68%
10 years(CAGR)	+1.86%	-11.77%
Max(CAGR)	+2.03%	-10.97%

EARN

+2.32%

Winner

BZUN

+4.04%

EARN

-3.74%

Winner

BZUN

+4.81%

EARN

-6.47%

Winner

BZUN

+5.60%

EARN

-5.94%

Winner

BZUN

+2.91%

5Y(CAGR)

Winner

EARN

-3.90%

BZUN

-33.68%

10Y(CAGR)

Winner

EARN

+1.86%

BZUN

-11.77%

Max(CAGR)

Winner

EARN

+2.03%

BZUN

-10.97%

EARN vs BZUN - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	EARN	BZUN
2026	-6.54%	+0.71%
2025	-6.45%	-3.97%
2024	+26.25%	+3.03%
2023	+0.74%	-51.42%
2022	-27.03%	-61.65%
2021	-10.99%	-59.50%
2020	+36.02%	-3.89%
2019	+16.58%	+11.18%
2018	-1.63%	-13.22%
2017	+2.14%	+176.84%
2016	+20.56%	+61.58%
2015	-13.34%	-21.36%
2014	+20.80%	N/A
2013	-14.05%	N/A

EARN vs BZUN Drawdown Comparison

The maximum drawdown for EARN was -66.44%, occurring on Mar 24, 2020. Recovery took 111 trading sessions.

The maximum drawdown for BZUN was -97.03%, occurring on Jan 17, 2024. This drawdown has not yet recovered.

The current EARN drawdown is -30.47%. The current BZUN drawdown is -95.73%.

Rank	EARN	BZUN
#1	-66.44% Feb 20, 2020 - Jul 29, 2020	-97.03% Jun 12, 2018 - Jan 17, 2024
#2	-49.93% Jun 14, 2021 - Oct 10, 2022	-63.69% May 26, 2015 - Aug 30, 2016
#3	-32.95% Nov 10, 2014 - Jul 29, 2016	-39.62% Oct 10, 2016 - May 9, 2017
#4	-27.80% Jun 23, 2017 - Feb 12, 2020	-31.55% Sep 18, 2017 - Mar 6, 2018
#5	-27.74% May 24, 2013 - Aug 22, 2014	-26.07% Aug 16, 2017 - Sep 13, 2017
#6	-12.36% Aug 1, 2016 - Feb 10, 2017	-15.41% Jun 8, 2017 - Jul 5, 2017
#7	-10.14% Dec 31, 2020 - Jun 7, 2021	-15.13% Mar 20, 2018 - May 17, 2018
#8	-9.29% May 8, 2017 - Jun 23, 2017	-12.30% Jul 27, 2017 - Aug 16, 2017
#9	-8.28% Sep 16, 2020 - Nov 11, 2020	-12.16% May 16, 2017 - Jun 8, 2017
#10	-5.93% Mar 1, 2017 - Mar 23, 2017	-9.99% Sep 2, 2016 - Sep 16, 2016
#11	-5.42% Nov 27, 2020 - Dec 28, 2020	-8.44% Mar 6, 2018 - Mar 16, 2018
#12	-4.89% Sep 8, 2014 - Oct 16, 2014	-5.76% Jul 24, 2017 - Jul 27, 2017
#13	-4.08% Aug 10, 2020 - Aug 24, 2020	-5.43% May 11, 2017 - May 16, 2017
#14	-3.28% Aug 28, 2020 - Sep 14, 2020	-4.16% Sep 16, 2016 - Oct 3, 2016
#15	-2.88% Nov 11, 2020 - Nov 17, 2020	-3.87% May 18, 2018 - May 23, 2018