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SGHC vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SGHCFZROX
YTD Return8.83%9.27%
1Y Return-10.39%28.56%
3Y Return (Ann)-30.24%8.14%
Sharpe Ratio-0.162.38
Daily Std Dev53.08%11.94%
Max Drawdown-78.47%-34.96%
Current Drawdown-71.97%-0.77%

Correlation

-0.50.00.51.00.3

The correlation between SGHC and FZROX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SGHC vs. FZROX - Performance Comparison

The year-to-date returns for both investments are quite close, with SGHC having a 8.83% return and FZROX slightly higher at 9.27%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-64.62%
48.60%
SGHC
FZROX

Compare stocks, funds, or ETFs

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Super Group (SGHC) Limited

Fidelity ZERO Total Market Index Fund

Risk-Adjusted Performance

SGHC vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Group (SGHC) Limited (SGHC) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


SGHC
Sharpe ratio
The chart of Sharpe ratio for SGHC, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00-0.16
Sortino ratio
The chart of Sortino ratio for SGHC, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.006.000.13
Omega ratio
The chart of Omega ratio for SGHC, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for SGHC, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11
Martin ratio
The chart of Martin ratio for SGHC, currently valued at -0.47, compared to the broader market-10.000.0010.0020.0030.00-0.47
FZROX
Sharpe ratio
The chart of Sharpe ratio for FZROX, currently valued at 2.38, compared to the broader market-2.00-1.000.001.002.003.002.38
Sortino ratio
The chart of Sortino ratio for FZROX, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.006.003.35
Omega ratio
The chart of Omega ratio for FZROX, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for FZROX, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for FZROX, currently valued at 8.84, compared to the broader market-10.000.0010.0020.0030.008.84

SGHC vs. FZROX - Sharpe Ratio Comparison

The current SGHC Sharpe Ratio is -0.16, which is lower than the FZROX Sharpe Ratio of 2.38. The chart below compares the 12-month rolling Sharpe Ratio of SGHC and FZROX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.16
2.38
SGHC
FZROX

Dividends

SGHC vs. FZROX - Dividend Comparison

SGHC has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.24%.


TTM202320222021202020192018
SGHC
Super Group (SGHC) Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.24%1.36%1.57%1.25%1.27%1.51%0.74%

Drawdowns

SGHC vs. FZROX - Drawdown Comparison

The maximum SGHC drawdown since its inception was -78.47%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for SGHC and FZROX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-71.97%
-0.77%
SGHC
FZROX

Volatility

SGHC vs. FZROX - Volatility Comparison

Super Group (SGHC) Limited (SGHC) has a higher volatility of 10.62% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.65%. This indicates that SGHC's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
10.62%
3.65%
SGHC
FZROX