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VEMLY vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VEMLY and ^SP500TR is 0.08, 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.


-0.50.00.51.00.1

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.98%
10.80%
VEMLY
^SP500TR

Key characteristics

Sharpe Ratio

VEMLY:

-0.18

^SP500TR:

1.97

Sortino Ratio

VEMLY:

-0.05

^SP500TR:

2.64

Omega Ratio

VEMLY:

0.99

^SP500TR:

1.36

Calmar Ratio

VEMLY:

-0.17

^SP500TR:

2.98

Martin Ratio

VEMLY:

-0.64

^SP500TR:

12.34

Ulcer Index

VEMLY:

8.12%

^SP500TR:

2.04%

Daily Std Dev

VEMLY:

30.84%

^SP500TR:

12.79%

Max Drawdown

VEMLY:

-39.39%

^SP500TR:

-55.25%

Current Drawdown

VEMLY:

-29.19%

^SP500TR:

0.00%

Returns By Period

In the year-to-date period, VEMLY achieves a -9.48% return, which is significantly lower than ^SP500TR's 4.11% return.


VEMLY

YTD

-9.48%

1M

-0.17%

6M

-12.98%

1Y

-5.95%

5Y*

-1.51%

10Y*

N/A

^SP500TR

YTD

4.11%

1M

2.87%

6M

10.80%

1Y

23.21%

5Y*

14.40%

10Y*

13.33%

*Annualized

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Risk-Adjusted Performance

VEMLY vs. ^SP500TR — Risk-Adjusted Performance Rank

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

VEMLY
The Risk-Adjusted Performance Rank of VEMLY is 3232
Overall Rank
The Sharpe Ratio Rank of VEMLY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMLY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VEMLY is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VEMLY is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VEMLY is 3232
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9090
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEMLY vs. ^SP500TR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VEMLY, currently valued at -0.15, compared to the broader market-2.000.002.004.00-0.151.97
The chart of Sortino ratio for VEMLY, currently valued at -0.02, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.022.64
The chart of Omega ratio for VEMLY, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.36
The chart of Calmar ratio for VEMLY, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.152.98
The chart of Martin ratio for VEMLY, currently valued at -0.54, compared to the broader market-10.000.0010.0020.0030.00-0.5412.34
VEMLY
^SP500TR

The current VEMLY Sharpe Ratio is -0.18, which is lower than the ^SP500TR Sharpe Ratio of 1.97. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.15
1.97
VEMLY
^SP500TR

Drawdowns

VEMLY vs. ^SP500TR - Drawdown Comparison

The maximum VEMLY drawdown since its inception was -39.39%, 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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.19%
0
VEMLY
^SP500TR

Volatility

VEMLY vs. ^SP500TR - Volatility Comparison

Venture Corporation Ltd ADR (VEMLY) has a higher volatility of 9.58% compared to S&P 500 Total Return (^SP500TR) at 3.21%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.58%
3.21%
VEMLY
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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