SGHC vs. QQQ
SGHC (Super Group (SGHC) Limited) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 3 years, SGHC returned 57.63%/yr vs 26.05%/yr for QQQ. At a 0.35 correlation, their price movements are largely independent.
Performance
SGHC vs. QQQ - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SGHC having a 16.57% return and QQQ slightly lower at 16.45%.
SGHC
- 1D
- -2.04%
- 1M
- -0.08%
- YTD
- 16.57%
- 6M
- 16.37%
- 1Y
- 43.67%
- 3Y*
- 57.63%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -3.29%
- 1M
- -0.43%
- YTD
- 16.45%
- 6M
- 14.99%
- 1Y
- 34.88%
- 3Y*
- 26.05%
- 5Y*
- 16.01%
- 10Y*
- 22.07%
SGHC vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SGHC Super Group (SGHC) Limited | 16.57% | 95.00% | 107.65% | 5.67% | -65.12% |
QQQ Invesco QQQ ETF | 16.45% | 20.77% | 25.58% | 54.86% | -21.36% |
Correlation
The correlation between SGHC and QQQ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.35 |
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Return for Risk
SGHC vs. QQQ — Risk / Return Rank
SGHC
QQQ
SGHC vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Super Group (SGHC) Limited (SGHC) and Invesco QQQ ETF (QQQ). 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.
| SGHC | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.93 | -1.76 |
| Martin ratioReturn relative to average drawdown | 2.67 | 10.86 | -8.19 |
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Drawdowns
SGHC vs. QQQ - Drawdown Comparison
The maximum SGHC drawdown since its inception was -76.02%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SGHC and QQQ.
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Drawdown Indicators
| SGHC | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.02% | -82.97% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -37.67% | -11.96% | -25.71% |
Max Drawdown (3Y)Largest decline over 3 years | -37.67% | -22.77% | -14.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -2.67% | -4.25% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -45.27% | -32.73% | -12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.39% | 3.22% | +13.17% |
Volatility
SGHC vs. QQQ - Volatility Comparison
Super Group (SGHC) Limited (SGHC) has a higher volatility of 10.65% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that SGHC's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGHC | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 9.17% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 30.74% | 14.57% | +16.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.21% | 17.96% | +28.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.36% | 22.69% | +36.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.36% | 22.42% | +36.94% |
Dividends
SGHC vs. QQQ - Dividend Comparison
SGHC's dividend yield for the trailing twelve months is around 3.20%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SGHC Super Group (SGHC) Limited | 3.20% | 1.34% | 4.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGHC and QQQ have a correlation of 0.25, 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 QQQ (9.17%). In terms of maximum drawdown, SGHC dropped -76.02% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.95 vs 0.95), 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.
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