And when they both say they enjoy each other's success as much as their own it isn't hard to believe, especially when Serena talks of her sister's first Tour victory in two years at the Luxembourg Open in October.
"Venus winning after two years is great," Serena said. "She's been through even more than I've been through.
"And so she's been working really hard, and I see it, I see her work really hard, and go through things that no athlete should go through and continue to play professional sport. I'm in awe of her, really."
Just as both sisters revel in the delight when the other wins, so they share the despair when the other loses.
Serena added: "I can watch her in person, but I can't watch (on television). When she played her semifinal (in Luxembourg) I was so nervous, she lost the first set and she was up, and I felt like she should have won.
"I was angry, I was angry at everybody around me, I couldn't be normal. So yeah, like when she wins, I win, I feel the same way, and when she loses, oh, I lose. I feel that loss."
Though there are 15 months between the sisters there is no doubt their watertight relationship has helped them as players throughout their career. Serena likens their bond to that of twins.
"She's done so much for me. I think one of the hardest jobs in the world is to be an older sister. And I think Venus is an amazing older sister, she was a great role model for me, and we feel each other -- I can talk to her.
"She knows exactly how I feel about so many different issues, and I love it. I love having that relationship."