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NN Group N.V. (NN.AS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINNL0010773842
SectorFinancial Services
IndustryInsurance—Diversified

Highlights

Market Cap€11.73B
EPS€1.36
PE Ratio31.49
PEG Ratio1.11
Revenue (TTM)€10.26B
Gross Profit (TTM)€3.12B
EBITDA (TTM)€1.59B
Year Range€27.82 - €42.89
Target Price€48.80

Share Price Chart


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NN Group N.V.

Popular comparisons: NN.AS vs. ASRNL.AS, NN.AS vs. SPY, NN.AS vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in NN Group N.V., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
39.42%
16.47%
NN.AS (NN Group N.V.)
Benchmark (^GSPC)

S&P 500

Returns By Period

NN Group N.V. had a return of 19.41% year-to-date (YTD) and 33.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date19.41%5.06%
1 month3.44%-3.23%
6 months39.42%17.14%
1 year33.33%20.62%
5 years (annualized)9.41%11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.41%8.46%3.78%
2023-14.40%-0.59%15.30%2.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NN.AS is 83, placing it in the top 17% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of NN.AS is 8383
NN Group N.V.(NN.AS)
The Sharpe Ratio Rank of NN.AS is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of NN.AS is 7676Sortino Ratio Rank
The Omega Ratio Rank of NN.AS is 8888Omega Ratio Rank
The Calmar Ratio Rank of NN.AS is 8383Calmar Ratio Rank
The Martin Ratio Rank of NN.AS is 8383Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NN Group N.V. (NN.AS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NN.AS
Sharpe ratio
The chart of Sharpe ratio for NN.AS, currently valued at 1.16, compared to the broader market-2.00-1.000.001.002.003.001.16
Sortino ratio
The chart of Sortino ratio for NN.AS, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.57
Omega ratio
The chart of Omega ratio for NN.AS, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for NN.AS, currently valued at 0.97, compared to the broader market0.001.002.003.004.005.000.97
Martin ratio
The chart of Martin ratio for NN.AS, currently valued at 4.56, compared to the broader market0.0010.0020.0030.004.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

Sharpe Ratio

The current NN Group N.V. Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.16
2.14
NN.AS (NN Group N.V.)
Benchmark (^GSPC)

Dividends

Dividend History

NN Group N.V. granted a 6.82% dividend yield in the last twelve months. The annual payout for that period amounted to €2.91 per share.


PeriodTTM202320222021202020192018201720162015
Dividend€2.91€2.91€2.56€2.40€2.80€2.00€1.70€1.57€1.65€1.03

Dividend yield

6.82%8.14%6.71%5.04%7.88%5.91%4.89%4.35%5.13%3.16%

Monthly Dividends

The table displays the monthly dividend distributions for NN Group N.V.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€1.79€0.00€1.12€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€1.56€0.00€0.00€1.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€1.47€0.00€0.00€0.93€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€1.40€0.00€1.40€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€1.24€0.00€0.00€0.76€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.00€1.04€0.00€0.66€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€0.00€0.95€0.00€0.62€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€0.00€1.05€0.00€0.60€0.00€0.00€0.00€0.00
2015€0.57€0.00€0.46€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%6.8%
NN Group N.V. has a dividend yield of 6.82%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%104.7%
NN Group N.V. has a payout ratio of 104.68%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.84%
-3.54%
NN.AS (NN Group N.V.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NN Group N.V.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NN Group N.V. was 46.30%, occurring on Mar 16, 2020. Recovery took 168 trading sessions.

The current NN Group N.V. drawdown is 6.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.3%Feb 21, 202017Mar 16, 2020168Nov 10, 2020185
-35.8%Feb 14, 2022417Sep 27, 2023
-30.61%Nov 26, 2015156Jul 6, 2016111Dec 8, 2016267
-19.9%Sep 26, 2018225Aug 14, 2019133Feb 20, 2020358
-14.43%Jan 27, 201721Feb 24, 201792Jul 7, 2017113

Volatility

Volatility Chart

The current NN Group N.V. volatility is 4.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.19%
3.25%
NN.AS (NN Group N.V.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of NN Group N.V. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items