VEMLY vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Venture Corporation Ltd ADR (VEMLY) and S&P 500 Total Return (^SP500TR).

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.

VEMLY vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEMLY Venture Corporation Ltd ADR	13.40%	15.69%	4.15%	-14.38%	-2.12%	-6.16%	29.52%	-9.73%	-5.41%	145.54%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, VEMLY achieves a 13.40% return, which is significantly higher than ^SP500TR's -3.64% return. Both investments have delivered pretty close results over the past 10 years, with VEMLY having a 13.80% annualized return and ^SP500TR not far ahead at 14.17%.

VEMLY

• 1D: 1.67%
• 1M: -3.10%
• YTD: 13.40%
• 6M: 15.30%
• 1Y: 47.45%
• 3Y*: 5.62%
• 5Y*: 1.45%
• 10Y*: 13.80%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

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

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: 71
VEMLY Sharpe Ratio Rank: 67
VEMLY Sortino Ratio Rank: 64
VEMLY Omega Ratio Rank: 73
VEMLY Calmar Ratio Rank: 74
VEMLY Martin Ratio Rank: 76

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.79	1.00	-0.21
Sortino ratio Return per unit of downside risk	1.40	1.52	-0.13
Omega ratio Gain probability vs. loss probability	1.25	1.23	+0.02
Calmar ratio Return relative to maximum drawdown	1.93	1.54	+0.39
Martin ratio Return relative to average drawdown	5.17	7.32	-2.15
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 0.79, which is comparable to the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VEMLY and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VEMLY	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	1.00	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.71	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.79	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.62	-0.36

Correlation

The correlation between VEMLY and ^SP500TR is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	VEMLY	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-50.38%	-55.25%	+4.87%
Max Drawdown (1Y) Largest decline over 1 year	-19.48%	-12.12%	-7.36%
Max Drawdown (5Y) Largest decline over 5 years	-41.34%	-24.49%	-16.85%
Max Drawdown (10Y) Largest decline over 10 years	-50.38%	-33.79%	-16.59%
Current Drawdown Current decline from peak	-14.30%	-5.55%	-8.75%
Average Drawdown Average peak-to-trough decline	-22.78%	-8.20%	-14.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	2.55%	+4.71%

Volatility

VEMLY vs. ^SP500TR - Volatility Comparison

Venture Corporation Ltd ADR (VEMLY) has a higher volatility of 5.87% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that VEMLY's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEMLY	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	5.38%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	29.06%	9.55%	+19.51%
Volatility (1Y) Calculated over the trailing 1-year period	60.63%	18.32%	+42.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.20%	16.90%	+21.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.28%	18.05%	+20.23%