PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VEMLY vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

VEMLY vs. ^SP500TR

Last updated Jun 6, 2026

VEMLY (Venture Corporation Ltd ADR) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, VEMLY returned 14.49%/yr vs 15.58%/yr for ^SP500TR. At a 0.06 correlation, their price movements are largely independent.

Performance

VEMLY vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Venture Corporation Ltd ADR (VEMLY) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VEMLY achieves a 36.91% return, which is significantly higher than ^SP500TR's 11.36% return. Over the past 10 years, VEMLY has underperformed ^SP500TR with an annualized return of 14.49%, while ^SP500TR has yielded a comparatively higher 15.58% annualized return.

VEMLY

1D
0.00%
1M
2.95%
YTD
36.91%
6M
25.10%
1Y
79.85%
3Y*
17.56%
5Y*
5.72%
10Y*
14.49%

^SP500TR

1D
0.42%
1M
4.61%
YTD
11.36%
6M
11.27%
1Y
28.58%
3Y*
22.72%
5Y*
14.02%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEMLY vs. ^SP500TR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEMLY
Venture Corporation Ltd ADR		36.91%15.69%4.15%-14.38%-2.12%-6.16%29.52%-9.73%-5.41%145.54%
^SP500TR
S&P 500 Total Return		11.36%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-4.38%21.83%

Correlation

The correlation between VEMLY and ^SP500TR is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2011

0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Venture Corporation Ltd ADR

S&P 500 Total Return

Often compared with ^SP500TR:
^SP500TR vs. VOO^SP500TR vs. SPY^SP500TR vs. QQQ^SP500TR vs. VYM^SP500TR vs. SBUX^SP500TR vs. TMO^SP500TR vs. SYK

Return for Risk

VEMLY vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEMLY
VEMLY Risk / Return Rank: 8787
Overall Rank
VEMLY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VEMLY Sortino Ratio Rank: 7979
Sortino Ratio Rank
VEMLY Omega Ratio Rank: 9191
Omega Ratio Rank
VEMLY Calmar Ratio Rank: 9191
Calmar Ratio Rank
VEMLY Martin Ratio Rank: 9191
Martin Ratio Rank
^SP500TR
^SP500TR Risk / Return Rank: 8484
Overall Rank
^SP500TR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 8585
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8383
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 8080
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 9090
Martin Ratio Rank
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.

VEMLY vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Venture Corporation Ltd ADR (VEMLY) and S&P 500 Total Return (^SP500TR). 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.

VEMLY^SP500TRDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.42

-0.84

Sortino ratioReturn per unit of downside risk
2.18
3.30

-1.11

Omega ratioGain probability vs. loss probability

1.44

1.44

+0.01

Calmar ratioReturn relative to maximum drawdown

4.61

3.23

+1.38

Martin ratioReturn relative to average drawdown

13.01

15.09

-2.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEMLY vs. ^SP500TR - Sharpe Ratio Comparison

The current VEMLY Sharpe Ratio is 1.58, which is lower than the ^SP500TR Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VEMLY and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

VEMLY^SP500TRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.42

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.83

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.87

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.65

-0.34

Drawdowns

VEMLY vs. ^SP500TR - Drawdown Comparison

The maximum VEMLY drawdown since its inception was -50.38%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VEMLY and ^SP500TR.

Loading charts...

Drawdown Indicators

VEMLY^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-50.38%

-55.25%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-8.89%

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-32.40%

-18.75%

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-39.14%

-24.49%

-14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-50.38%

-33.79%

-16.59%

Current Drawdown

Current decline from peak

0.00%

-0.32%

+0.32%

Average Drawdown

Average peak-to-trough decline

-22.57%

-8.16%

-14.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

1.90%

+4.26%

Volatility

VEMLY vs. ^SP500TR - Volatility Comparison

The current volatility for Venture Corporation Ltd ADR (VEMLY) is 2.01%, while S&P 500 Total Return (^SP500TR) has a volatility of 2.87%. This indicates that VEMLY experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VEMLY^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

2.87%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

28.41%

9.00%

+19.41%

Volatility (1Y)

Calculated over the trailing 1-year period

51.18%

11.88%

+39.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.28%

16.90%

+21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.42%

18.06%

+20.36%

Frequently Asked Questions

VEMLY and ^SP500TR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^SP500TR has higher volatility (2.87%) compared to VEMLY (2.01%). In terms of maximum drawdown, VEMLY dropped -50.38% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (2.42 vs 1.58), 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.

Portfolio Optimizer

Find the right allocation for VEMLY and ^SP500TR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer