SBS vs. NERD
SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) is a stock, while NERD (Roundhill Video Games ETF) is Gaming fund actively managed by Roundhill. Over the past 5 years, SBS returned 36.23%/yr vs -4.89%/yr for NERD. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
SBS vs. NERD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SBS achieves a 15.07% return, which is significantly higher than NERD's -12.26% return.
SBS
- 1D
- -0.37%
- 1M
- -5.22%
- 6M
- 2.18%
- YTD
- 15.07%
- 1Y
- 47.63%
- 3Y*
- 37.63%
- 5Y*
- 36.23%
- 10Y*
- 15.20%
- ALL TIME*
- 15.71%
NERD
- 1D
- -3.19%
- 1M
- 2.76%
- 6M
- -8.36%
- YTD
- -12.26%
- 1Y
- -15.44%
- 3Y*
- 11.30%
- 5Y*
- -4.89%
- 10Y*
- —
- ALL TIME*
- 5.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.51K | $28.10K | $40.56K | |
| $35.81M | $31.80M | $35.48M |
SBS vs. NERD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 15.07% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 33.42% |
NERD Roundhill Video Games ETF | -12.26% | 23.14% | 28.52% | 12.94% | -43.30% | -17.57% | 89.66% | 8.14% |
Correlation
The correlation between SBS and NERD is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019 | 0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SBS vs. NERD — Risk / Return Rank
SBS
NERD
SBS vs. NERD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and Roundhill Video Games ETF (NERD). 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.
| SBS | NERD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.88 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.50 | +2.42 |
| Martin ratioReturn relative to average drawdown | 4.70 | -0.82 | +5.52 |
Loading charts...
Drawdowns
SBS vs. NERD - Drawdown Comparison
The maximum SBS drawdown since its inception was -76.49%, which is greater than NERD's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for SBS and NERD.
Loading charts...
Drawdown Indicators
| SBS | NERD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -65.58% | -10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -25.87% | -33.23% | +7.36% |
Max Drawdown (3Y)Largest decline over 3 years | -25.87% | -33.23% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -54.10% | +23.75% |
Max Drawdown (10Y)Largest decline over 10 years | -61.91% | — | — |
Current DrawdownCurrent decline from peak | -23.04% | -43.09% | +20.05% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -36.09% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 20.32% | -9.78% |
Volatility
SBS vs. NERD - Volatility Comparison
Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a higher volatility of 10.11% compared to Roundhill Video Games ETF (NERD) at 7.07%. This indicates that SBS's price experiences larger fluctuations and is considered to be riskier than NERD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SBS | NERD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 7.07% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 16.65% | +7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.50% | 20.63% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 24.66% | +12.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.47% | 25.46% | +18.01% |
Dividends
SBS vs. NERD - Dividend Comparison
SBS's dividend yield for the trailing twelve months is around 2.33%, more than NERD's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NERD Roundhill Video Games ETF | 0.72% | 0.63% | 1.74% | 1.07% | 0.69% | 0.02% | 1.05% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.33% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Frequently Asked Questions
SBS and NERD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBS has higher volatility (10.11%) compared to NERD (7.07%). In terms of maximum drawdown, SBS dropped -76.49% vs NERD's -65.58%.
SBS currently has the higher Sharpe Ratio (1.44 vs -0.81), 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.
Find the right allocation for SBS and NERD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer