PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SGHC vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGHC and FZROX is 0.39, 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.


-0.50.00.51.00.4

Performance

SGHC vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Group (SGHC) Limited (SGHC) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
153.74%
10.24%
SGHC
FZROX

Key characteristics

Sharpe Ratio

SGHC:

3.36

FZROX:

1.83

Sortino Ratio

SGHC:

4.25

FZROX:

2.47

Omega Ratio

SGHC:

1.53

FZROX:

1.33

Calmar Ratio

SGHC:

2.28

FZROX:

2.78

Martin Ratio

SGHC:

18.08

FZROX:

10.99

Ulcer Index

SGHC:

9.23%

FZROX:

2.17%

Daily Std Dev

SGHC:

49.80%

FZROX:

13.05%

Max Drawdown

SGHC:

-76.02%

FZROX:

-34.96%

Current Drawdown

SGHC:

-21.53%

FZROX:

0.00%

Returns By Period

In the year-to-date period, SGHC achieves a 34.83% return, which is significantly higher than FZROX's 4.52% return.


SGHC

YTD

34.83%

1M

41.89%

6M

157.67%

1Y

160.39%

5Y*

N/A

10Y*

N/A

FZROX

YTD

4.52%

1M

2.21%

6M

10.86%

1Y

23.66%

5Y*

13.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SGHC vs. FZROX — Risk-Adjusted Performance Rank

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

SGHC
The Risk-Adjusted Performance Rank of SGHC is 9595
Overall Rank
The Sharpe Ratio Rank of SGHC is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SGHC is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SGHC is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SGHC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SGHC is 9797
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 8585
Overall Rank
The Sharpe Ratio Rank of FZROX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SGHC, currently valued at 3.36, compared to the broader market-2.000.002.004.003.361.83
The chart of Sortino ratio for SGHC, currently valued at 4.25, compared to the broader market-6.00-4.00-2.000.002.004.006.004.252.47
The chart of Omega ratio for SGHC, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.33
The chart of Calmar ratio for SGHC, currently valued at 2.28, compared to the broader market0.002.004.006.002.282.78
The chart of Martin ratio for SGHC, currently valued at 18.08, compared to the broader market0.0010.0020.0030.0018.0810.99
SGHC
FZROX

The current SGHC Sharpe Ratio is 3.36, which is higher than the FZROX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SGHC and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.36
1.83
SGHC
FZROX

Dividends

SGHC vs. FZROX - Dividend Comparison

SGHC's dividend yield for the trailing twelve months is around 1.19%, more than FZROX's 1.11% yield.


TTM2024202320222021202020192018
SGHC
Super Group (SGHC) Limited
1.19%1.61%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.11%1.16%1.36%1.57%1.08%1.27%1.45%0.63%

Drawdowns

SGHC vs. FZROX - Drawdown Comparison

The maximum SGHC drawdown since its inception was -76.02%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.53%
0
SGHC
FZROX

Volatility

SGHC vs. FZROX - Volatility Comparison

Super Group (SGHC) Limited (SGHC) has a higher volatility of 17.24% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.23%. 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%SeptemberOctoberNovemberDecember2025February
17.24%
3.23%
SGHC
FZROX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab