PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NN Group NV ADR (NNGRY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6293341037
SectorFinancial Services
IndustryInsurance - Diversified

Highlights

Market Cap$13.34B
EPS (TTM)$2.34
PE Ratio10.55
PEG Ratio0.71
Total Revenue (TTM)$10.08B
Gross Profit (TTM)$1.73B
EBITDA (TTM)$354.00M
Year Range$14.30 - $25.02
Target Price$58.13

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: NNGRY vs. AAGIY, NNGRY vs. GHM, NNGRY vs. ET, NNGRY vs. AIA, NNGRY vs. 500U.L, NNGRY vs. WMB

Performance

Performance Chart

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


80.00%90.00%100.00%110.00%120.00%130.00%AprilMayJuneJulyAugustSeptember
118.35%
131.16%
NNGRY (NN Group NV ADR)
Benchmark (^GSPC)

Returns By Period

NN Group NV ADR had a return of 35.15% year-to-date (YTD) and 37.71% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date35.15%17.95%
1 month1.02%3.13%
6 months19.98%9.95%
1 year37.71%24.88%
5 years (annualized)13.93%13.37%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of NNGRY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.63%8.06%3.57%0.23%5.23%0.25%7.68%0.71%35.15%
20236.19%-6.08%-10.50%2.56%-3.58%8.71%3.95%0.36%-13.71%-0.75%19.01%3.74%5.85%
20222.66%-13.55%6.19%-2.95%3.75%-8.67%2.80%-9.40%-4.96%8.16%-1.24%-2.63%-20.20%
2021-4.14%11.27%5.67%2.13%5.00%-7.13%5.39%6.68%1.08%2.17%-7.73%9.47%31.65%
2020-8.33%-2.65%-20.32%7.17%6.78%8.71%9.16%10.71%-0.39%-7.20%16.79%6.74%23.18%
20198.27%2.36%-4.24%4.63%-9.70%6.34%-6.01%-9.18%5.76%7.46%0.77%-1.18%3.00%
20188.97%-5.09%-0.40%7.18%-10.72%-2.25%8.77%-1.28%4.00%-3.29%-0.83%-8.01%-5.07%
2017-0.27%10.88%0.32%4.88%0.62%4.43%-1.32%20.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NNGRY is 80, placing it in the top 20% of stocks on our website 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 NNGRY is 8080
NNGRY (NN Group NV ADR)
The Sharpe Ratio Rank of NNGRY is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of NNGRY is 7373Sortino Ratio Rank
The Omega Ratio Rank of NNGRY is 8787Omega Ratio Rank
The Calmar Ratio Rank of NNGRY is 8080Calmar Ratio Rank
The Martin Ratio Rank of NNGRY is 8080Martin 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 NV ADR (NNGRY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NNGRY
Sharpe ratio
The chart of Sharpe ratio for NNGRY, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.30
Sortino ratio
The chart of Sortino ratio for NNGRY, currently valued at 1.62, compared to the broader market-6.00-4.00-2.000.002.004.001.62
Omega ratio
The chart of Omega ratio for NNGRY, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for NNGRY, currently valued at 0.95, compared to the broader market0.001.002.003.004.005.000.95
Martin ratio
The chart of Martin ratio for NNGRY, currently valued at 4.97, compared to the broader market-10.00-5.000.005.0010.0015.0020.004.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.70

Sharpe Ratio

The current NN Group NV ADR Sharpe ratio is 1.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NN Group NV ADR with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.30
2.03
NNGRY (NN Group NV ADR)
Benchmark (^GSPC)

Dividends

Dividend History

NN Group NV ADR granted a 7.34% dividend yield in the last twelve months. The annual payout for that period amounted to $1.81 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.81$1.59$1.36$1.43$1.34$1.12$1.03$0.90

Dividend yield

7.34%8.05%6.69%5.29%6.15%5.91%5.24%4.17%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$1.11$0.00$0.00$0.70$0.00$1.81
2023$0.00$0.00$0.00$0.00$0.00$0.98$0.00$0.00$0.61$0.00$0.00$0.00$1.59
2022$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.51$0.00$0.00$0.00$0.00$1.36
2021$0.00$0.00$0.00$0.00$0.88$0.00$0.00$0.55$0.00$0.00$0.00$0.00$1.43
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$0.00$0.00$0.00$0.00$1.34
2019$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.42$0.00$0.00$0.00$0.00$1.12
2018$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.38$0.00$0.00$0.00$0.00$1.03
2017$0.53$0.00$0.37$0.00$0.00$0.00$0.00$0.90

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%7.3%
NN Group NV ADR has a dividend yield of 7.34%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%74.0%
NN Group NV ADR has a payout ratio of 74.03%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.38%
-0.73%
NNGRY (NN Group NV ADR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NN Group NV ADR. 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 NV ADR was 48.41%, occurring on Mar 16, 2020. Recovery took 167 trading sessions.

The current NN Group NV ADR drawdown is 0.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.41%Sep 26, 2018369Mar 16, 2020167Nov 10, 2020536
-40.48%Feb 14, 2022407Sep 27, 2023196Jul 10, 2024603
-14.95%Jan 29, 2018106Jun 28, 201861Sep 25, 2018167
-9.07%Oct 29, 202120Nov 26, 202121Dec 28, 202141
-8.62%May 19, 202142Jul 19, 202117Aug 11, 202159

Volatility

Volatility Chart

The current NN Group NV ADR volatility is 6.11%, 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.11%
4.36%
NNGRY (NN Group NV ADR)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of NN Group NV ADR compared to its peers in the Insurance - Diversified industry.


PE Ratio
20.040.060.010.6
The chart displays the price to earnings (P/E) ratio for NNGRY in comparison to other companies of the Insurance - Diversified industry. Currently, NNGRY has a PE value of 10.6. This PE ratio falls in the average range for the industry.
PEG Ratio
-5.00.05.010.00.7
The chart displays the price to earnings to growth (PEG) ratio for NNGRY in comparison to other companies of the Insurance - Diversified industry. Currently, NNGRY has a PEG value of 0.7. This PEG value is considered to be low compared to the rest of the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for NN Group NV ADR.


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items