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BETZ vs. SGHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BETZ vs. SGHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Sports Betting & iGaming ETF (BETZ) and Super Group (SGHC) Limited (SGHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BETZ achieves a -10.44% return, which is significantly lower than SGHC's 16.57% return.


BETZ

1D
-2.39%
1M
1.93%
YTD
-10.44%
6M
-10.50%
1Y
-12.49%
3Y*
5.42%
5Y*
-8.72%
10Y*

SGHC

1D
-2.04%
1M
-0.08%
YTD
16.57%
6M
16.37%
1Y
43.67%
3Y*
57.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETZ vs. SGHC - Yearly Performance Comparison


2026 (YTD)2025202420232022
BETZ
Roundhill Sports Betting & iGaming ETF
-10.44%15.75%10.22%21.17%-29.46%
SGHC
Super Group (SGHC) Limited
16.57%95.00%107.65%5.67%-65.12%

Correlation

The correlation between BETZ and SGHC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2022

0.50

The correlation between BETZ and SGHC has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

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Return for Risk

BETZ vs. SGHC — Risk / Return Rank

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

BETZ
BETZ Risk / Return Rank: 55
Overall Rank
BETZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BETZ Sortino Ratio Rank: 44
Sortino Ratio Rank
BETZ Omega Ratio Rank: 44
Omega Ratio Rank
BETZ Calmar Ratio Rank: 55
Calmar Ratio Rank
BETZ Martin Ratio Rank: 66
Martin Ratio Rank

SGHC
SGHC Risk / Return Rank: 6868
Overall Rank
SGHC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SGHC Sortino Ratio Rank: 6969
Sortino Ratio Rank
SGHC Omega Ratio Rank: 6666
Omega Ratio Rank
SGHC Calmar Ratio Rank: 6565
Calmar Ratio Rank
SGHC Martin Ratio Rank: 6666
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.

BETZ vs. SGHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Sports Betting & iGaming ETF (BETZ) and Super Group (SGHC) Limited (SGHC). 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.


BETZSGHCDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

0.92

1.19

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.43

1.16

-1.59

Martin ratioReturn relative to average drawdown

-0.71

2.67

-3.38

BETZ vs. SGHC - Sharpe Ratio Comparison

The current BETZ Sharpe Ratio is -0.60, which is lower than the SGHC Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BETZ and SGHC, 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

BETZ vs. SGHC - Drawdown Comparison

The maximum BETZ drawdown since its inception was -60.82%, smaller than the maximum SGHC drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for BETZ and SGHC.


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Drawdown Indicators


BETZSGHCDifference

Max Drawdown

Largest peak-to-trough decline

-60.82%

-76.02%

+15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-29.20%

-37.67%

+8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-37.67%

+8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-59.79%

Current Drawdown

Current decline from peak

-39.41%

-2.67%

-36.74%

Average Drawdown

Average peak-to-trough decline

-33.82%

-45.27%

+11.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.59%

16.39%

+1.20%

Volatility

BETZ vs. SGHC - Volatility Comparison

The current volatility for Roundhill Sports Betting & iGaming ETF (BETZ) is 6.83%, while Super Group (SGHC) Limited (SGHC) has a volatility of 10.65%. This indicates that BETZ experiences smaller price fluctuations and is considered to be less risky than SGHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BETZSGHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

10.65%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

30.74%

-14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

46.21%

-25.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

59.36%

-32.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.95%

59.36%

-31.41%

Dividends

BETZ vs. SGHC - Dividend Comparison

BETZ's dividend yield for the trailing twelve months is around 5.11%, more than SGHC's 3.20% yield.


PositionTTM202520242023202220212020
BETZ
Roundhill Sports Betting & iGaming ETF
5.11%4.57%0.86%0.00%0.66%0.00%0.28%
SGHC
Super Group (SGHC) Limited
3.20%1.34%4.01%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BETZ and SGHC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGHC has higher volatility (10.65%) compared to BETZ (6.83%). In terms of maximum drawdown, BETZ dropped -60.82% vs SGHC's -76.02%.

SGHC currently has the higher Sharpe Ratio (0.95 vs -0.60), 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.

Portfolio Optimizer

Find the right allocation for BETZ and SGHC

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