Triple-stores can, but don't necessarily, layer on top of SQL databases. Jena has (had?) a triple-store engine that used JDBC to store the triples in a traditional relational database, but it's been deprecated for years in favor of a specialized engine designed specifically for storing RDF.
I can't speak for other triple-stores as Jena is what we use, but I can say that comparing SPARQL queries against Jena TDB to SQL queries on MySQL or Postgres is like comparing apples and kangaroos.
I can't speak for other triple-stores as Jena is what we use, but I can say that comparing SPARQL queries against Jena TDB to SQL queries on MySQL or Postgres is like comparing apples and kangaroos.