VERO vs. VFEG.L

Last updated Jun 4, 2026

VERO (Venus Concept Inc.) is a stock, while VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 5 years, VERO returned -75.83%/yr vs 5.05%/yr for VFEG.L. At a 0.13 correlation, their price movements are largely independent.

Performance

VERO vs. VFEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Venus Concept Inc. (VERO) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VERO is traded in USD, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VERO achieves a -79.02% return, which is significantly lower than VFEG.L's 11.71% return.

VERO

• 1D: 0.00%
• 1M: 0.00%
• YTD: -79.02%
• 6M: -82.84%
• 1Y: -86.95%
• 3Y*: -76.34%
• 5Y*: -75.83%
• 10Y*: -30.82%

VFEG.L

• 1D: -1.45%
• 1M: 2.85%
• YTD: 11.71%
• 6M: 13.29%
• 1Y: 30.98%
• 3Y*: 18.22%
• 5Y*: 5.05%
• 10Y*: —

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

VERO vs. VFEG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VERO Venus Concept Inc.	-79.02%	-64.26%	-68.09%	-75.42%	-81.18%	-1.73%	-63.19%	-47.69%
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc	11.71%	25.99%	12.23%	6.62%	-17.18%	-0.91%	14.68%	12.43%

Correlation

The correlation between VERO and VFEG.L is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.13

The correlation between VERO and VFEG.L shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VERO vs. VFEG.L — Risk / Return Rank

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

VERO

VERO Risk / Return Rank: 39
VERO Sharpe Ratio Rank: 33
VERO Sortino Ratio Rank: 70
VERO Omega Ratio Rank: 77
VERO Calmar Ratio Rank: 6
VERO Martin Ratio Rank: 8

VFEG.L

VFEG.L Risk / Return Rank: 67
VFEG.L Sharpe Ratio Rank: 68
VFEG.L Sortino Ratio Rank: 65
VFEG.L Omega Ratio Rank: 67
VFEG.L Calmar Ratio Rank: 70
VFEG.L Martin Ratio Rank: 63

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.

VERO vs. VFEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Venus Concept Inc. (VERO) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). 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.

	VERO	VFEG.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	1.98	-2.17
Sortino ratio: Return per unit of downside risk	1.71	2.73	-1.02
Omega ratio: Gain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.90	2.80	-3.70
Martin ratio: Return relative to average drawdown	-1.39	9.87	-11.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERO vs. VFEG.L - Sharpe Ratio Comparison

The current VERO Sharpe Ratio is -0.18, which is lower than the VFEG.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VERO and VFEG.L, 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

	VERO	VFEG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	1.98	-2.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.29	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.46	-0.47

Drawdowns

VERO vs. VFEG.L - Drawdown Comparison

The maximum VERO drawdown since its inception was -100.00%, which is greater than VFEG.L's maximum drawdown of -36.15%. Use the drawdown chart below to compare losses from any high point for VERO and VFEG.L.

Drawdown Indicators

	VERO	VFEG.L	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-36.15%	-63.85%
Max Drawdown (1Y) Largest decline over 1 year	-96.24%	-11.01%	-85.23%
Max Drawdown (3Y) Largest decline over 3 years	-98.93%	-15.77%	-83.16%
Max Drawdown (5Y) Largest decline over 5 years	-99.94%	-33.48%	-66.46%
Max Drawdown (10Y) Largest decline over 10 years	-100.00%	—	—
Current Drawdown Current decline from peak	-100.00%	-1.45%	-98.55%
Average Drawdown Average peak-to-trough decline	-94.60%	-13.35%	-81.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	62.52%	3.13%	+59.39%

Volatility

VERO vs. VFEG.L - Volatility Comparison

The current volatility for Venus Concept Inc. (VERO) is 0.00%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a volatility of 5.92%. This indicates that VERO experiences smaller price fluctuations and is considered to be less risky than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VERO	VFEG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	5.92%	-5.92%
Volatility (6M) Calculated over the trailing 6-month period	223.65%	12.62%	+211.03%
Volatility (1Y) Calculated over the trailing 1-year period	478.83%	15.55%	+463.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	262.90%	17.50%	+245.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62,795.57%	19.43%	+62,776.14%

Dividends

VERO vs. VFEG.L - Dividend Comparison

Neither VERO nor VFEG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VERO and VFEG.L in my portfolio?

VERO and VFEG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.