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VLN vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLN vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valens Semiconductor Ltd. (VLN) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLN achieves a 52.82% return, which is significantly higher than SPHD's 10.31% return.


VLN

1D
9.60%
1M
-38.53%
YTD
52.82%
6M
53.90%
1Y
-14.90%
3Y*
-4.99%
5Y*
10Y*

SPHD

1D
-0.14%
1M
4.45%
YTD
10.31%
6M
9.76%
1Y
14.59%
3Y*
12.30%
5Y*
7.49%
10Y*
7.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLN vs. SPHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VLN
Valens Semiconductor Ltd.
52.82%-45.38%6.12%-54.38%-30.26%7.24%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
10.31%3.41%18.08%1.32%0.58%7.95%

Correlation

The correlation between VLN and SPHD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.13

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Return for Risk

VLN vs. SPHD — Risk / Return Rank

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

VLN
VLN Risk / Return Rank: 4242
Overall Rank
VLN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VLN Sortino Ratio Rank: 4848
Sortino Ratio Rank
VLN Omega Ratio Rank: 4848
Omega Ratio Rank
VLN Calmar Ratio Rank: 3737
Calmar Ratio Rank
VLN Martin Ratio Rank: 3838
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 4040
Overall Rank
SPHD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3535
Omega Ratio Rank
SPHD Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3535
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.

VLN vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valens Semiconductor Ltd. (VLN) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VLNSPHDDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.23

2.00

-2.23

Martin ratioReturn relative to average drawdown

-0.36

4.90

-5.26

VLN vs. SPHD - Sharpe Ratio Comparison

The current VLN Sharpe Ratio is -0.14, which is lower than the SPHD Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VLN and SPHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VLN vs. SPHD - Drawdown Comparison

The maximum VLN drawdown since its inception was -90.13%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VLN and SPHD.


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Drawdown Indicators


VLNSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-90.13%

-41.39%

-48.74%

Max Drawdown (1Y)

Largest decline over 1 year

-64.42%

-7.33%

-57.09%

Max Drawdown (3Y)

Largest decline over 3 years

-67.92%

-13.29%

-54.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-80.71%

-0.14%

-80.57%

Average Drawdown

Average peak-to-trough decline

-71.21%

-4.69%

-66.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.92%

2.98%

+38.94%

Volatility

VLN vs. SPHD - Volatility Comparison

Valens Semiconductor Ltd. (VLN) has a higher volatility of 48.96% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 4.41%. This indicates that VLN's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLNSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.96%

4.41%

+44.55%

Volatility (6M)

Calculated over the trailing 6-month period

92.32%

8.19%

+84.13%

Volatility (1Y)

Calculated over the trailing 1-year period

109.60%

11.47%

+98.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.97%

14.16%

+64.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.97%

17.62%

+61.35%

Dividends

VLN vs. SPHD - Dividend Comparison

VLN has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.51%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
VLN
Valens Semiconductor Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VLN and SPHD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLN has higher volatility (48.96%) compared to SPHD (4.41%). In terms of maximum drawdown, VLN dropped -90.13% vs SPHD's -41.39%.

SPHD currently has the higher Sharpe Ratio (1.28 vs -0.14), 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.

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