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AAGIY vs. NNGRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAGIY and NNGRY is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AAGIY vs. NNGRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AIA Group Ltd ADR (AAGIY) and NN Group NV ADR (NNGRY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAGIY:

0.37

NNGRY:

2.27

Sortino Ratio

AAGIY:

0.83

NNGRY:

3.01

Omega Ratio

AAGIY:

1.11

NNGRY:

1.44

Calmar Ratio

AAGIY:

0.29

NNGRY:

3.17

Martin Ratio

AAGIY:

0.78

NNGRY:

8.70

Ulcer Index

AAGIY:

18.83%

NNGRY:

5.91%

Daily Std Dev

AAGIY:

33.90%

NNGRY:

21.97%

Max Drawdown

AAGIY:

-55.89%

NNGRY:

-48.41%

Current Drawdown

AAGIY:

-33.47%

NNGRY:

0.00%

Fundamentals

Market Cap

AAGIY:

$89.11B

NNGRY:

$17.36B

EPS

AAGIY:

$2.48

NNGRY:

$3.17

PE Ratio

AAGIY:

13.60

NNGRY:

10.24

PEG Ratio

AAGIY:

1.09

NNGRY:

0.89

PS Ratio

AAGIY:

3.97

NNGRY:

1.38

PB Ratio

AAGIY:

2.20

NNGRY:

0.71

Total Revenue (TTM)

AAGIY:

$25.19B

NNGRY:

$3.40B

Gross Profit (TTM)

AAGIY:

$10.29B

NNGRY:

$3.40B

EBITDA (TTM)

AAGIY:

$4.85B

NNGRY:

-$484.00M

Returns By Period

In the year-to-date period, AAGIY achieves a 18.82% return, which is significantly lower than NNGRY's 54.77% return.


AAGIY

YTD

18.82%

1M

12.93%

6M

15.74%

1Y

12.38%

3Y*

-3.75%

5Y*

0.80%

10Y*

4.50%

NNGRY

YTD

54.77%

1M

9.34%

6M

47.57%

1Y

49.41%

3Y*

18.69%

5Y*

22.66%

10Y*

N/A

*Annualized

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AIA Group Ltd ADR

NN Group NV ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AAGIY vs. NNGRY — Risk-Adjusted Performance Rank

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

AAGIY
The Risk-Adjusted Performance Rank of AAGIY is 6262
Overall Rank
The Sharpe Ratio Rank of AAGIY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AAGIY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AAGIY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AAGIY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AAGIY is 6161
Martin Ratio Rank

NNGRY
The Risk-Adjusted Performance Rank of NNGRY is 9595
Overall Rank
The Sharpe Ratio Rank of NNGRY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NNGRY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of NNGRY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NNGRY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NNGRY is 9393
Martin 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.

AAGIY vs. NNGRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AIA Group Ltd ADR (AAGIY) and NN Group NV ADR (NNGRY). 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.


The current AAGIY Sharpe Ratio is 0.37, which is lower than the NNGRY Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AAGIY and NNGRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AAGIY vs. NNGRY - Dividend Comparison

AAGIY's dividend yield for the trailing twelve months is around 2.68%, less than NNGRY's 5.64% yield.


TTM20242023202220212020201920182017201620152014
AAGIY
AIA Group Ltd ADR
2.68%2.89%2.28%1.70%1.77%1.35%1.55%1.59%1.35%1.66%1.13%1.04%
NNGRY
NN Group NV ADR
5.64%8.30%8.05%6.69%5.26%6.12%5.92%5.21%4.17%0.00%0.00%0.00%

Drawdowns

AAGIY vs. NNGRY - Drawdown Comparison

The maximum AAGIY drawdown since its inception was -55.89%, which is greater than NNGRY's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for AAGIY and NNGRY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AAGIY vs. NNGRY - Volatility Comparison

AIA Group Ltd ADR (AAGIY) has a higher volatility of 8.91% compared to NN Group NV ADR (NNGRY) at 7.65%. This indicates that AAGIY's price experiences larger fluctuations and is considered to be riskier than NNGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AAGIY vs. NNGRY - Financials Comparison

This section allows you to compare key financial metrics between AIA Group Ltd ADR and NN Group NV ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
14.90B
3.40B
(AAGIY) Total Revenue
(NNGRY) Total Revenue
Values in USD except per share items