SGHC vs. REMX

Last updated Jun 24, 2026

SGHC (Super Group (SGHC) Limited) is a stock, while REMX (VanEck Rare Earth and Strategic Metals ETF) is Rare Earth & Strategic Metals fund tracking the MarketVector Global Rare Earth/Strategic Metals Index. Over the past 3 years, SGHC returned 57.63%/yr vs 5.61%/yr for REMX. At a 0.26 correlation, their price movements are largely independent.

Performance

SGHC vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Group (SGHC) Limited (SGHC) and VanEck Rare Earth and Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGHC achieves a 16.57% return, which is significantly lower than REMX's 24.22% return.

SGHC

• 1D: -2.04%
• 1M: -0.08%
• YTD: 16.57%
• 6M: 16.37%
• 1Y: 43.67%
• 3Y*: 57.63%
• 5Y*: —
• 10Y*: —

REMX

• 1D: -5.62%
• 1M: -5.16%
• YTD: 24.22%
• 6M: 22.61%
• 1Y: 139.49%
• 3Y*: 5.61%
• 5Y*: 4.37%
• 10Y*: 10.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGHC vs. REMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SGHC Super Group (SGHC) Limited	16.57%	95.00%	107.65%	5.67%	-65.12%
REMX VanEck Rare Earth and Strategic Metals ETF	24.22%	92.95%	-35.02%	-19.18%	-21.07%

Correlation

The correlation between SGHC and REMX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022	0.26

Over the past year, the correlation between SGHC and REMX has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Return for Risk

SGHC vs. REMX — Risk / Return Rank

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

SGHC

SGHC Risk / Return Rank: 68
SGHC Sharpe Ratio Rank: 72
SGHC Sortino Ratio Rank: 69
SGHC Omega Ratio Rank: 66
SGHC Calmar Ratio Rank: 65
SGHC Martin Ratio Rank: 66

REMX

REMX Risk / Return Rank: 80
REMX Sharpe Ratio Rank: 88
REMX Sortino Ratio Rank: 72
REMX Omega Ratio Rank: 67
REMX Calmar Ratio Rank: 93
REMX Martin Ratio Rank: 82

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.

SGHC vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Group (SGHC) Limited (SGHC) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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	REMX	Difference
Sharpe ratio: Return per unit of total volatility	0.95	2.81	-1.86
Sortino ratio: Return per unit of downside risk	1.61	3.10	-1.48
Omega ratio: Gain probability vs. loss probability	1.19	1.38	-0.19
Calmar ratio: Return relative to maximum drawdown	1.16	6.01	-4.84
Martin ratio: Return relative to average drawdown	2.67	15.83	-13.16

SGHC vs. REMX - Sharpe Ratio Comparison

The current SGHC Sharpe Ratio is 0.95, which is lower than the REMX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of SGHC and REMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGHC vs. REMX - Drawdown Comparison

The maximum SGHC drawdown since its inception was -76.02%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for SGHC and REMX.

Drawdown Indicators

	SGHC	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-76.02%	-90.20%	+14.18%
Max Drawdown (1Y) Largest decline over 1 year	-37.67%	-23.35%	-14.32%
Max Drawdown (3Y) Largest decline over 3 years	-37.67%	-62.11%	+24.44%
Max Drawdown (5Y) Largest decline over 5 years	—	-73.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.34%	—
Current Drawdown Current decline from peak	-2.67%	-57.95%	+55.28%
Average Drawdown Average peak-to-trough decline	-45.27%	-66.82%	+21.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.39%	8.85%	+7.54%

Volatility

SGHC vs. REMX - Volatility Comparison

The current volatility for Super Group (SGHC) Limited (SGHC) is 10.65%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 16.71%. This indicates that SGHC experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGHC	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.65%	16.71%	-6.06%
Volatility (6M) Calculated over the trailing 6-month period	30.74%	37.35%	-6.61%
Volatility (1Y) Calculated over the trailing 1-year period	46.21%	49.97%	-3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.36%	40.71%	+18.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.36%	37.16%	+22.20%

Dividends

SGHC vs. REMX - Dividend Comparison

SGHC's dividend yield for the trailing twelve months is around 3.20%, more than REMX's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REMX VanEck Rare Earth and Strategic Metals ETF	1.42%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%
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

Can I hold both SGHC and REMX in my portfolio?

SGHC and REMX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGHC or REMX?

REMX has higher volatility (16.71%) compared to SGHC (10.65%). In terms of maximum drawdown, SGHC dropped -76.02% vs REMX's -90.20%.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (2.81 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.