GHM vs. NNGRY
GHM (Graham Corporation) and NNGRY (NN Group NV ADR) are both stocks. GHM operates in Specialty Industrial Machinery (Industrials), while NNGRY operates in Insurance - Diversified (Financial Services). Over the past 5 years, GHM returned 48.61%/yr vs 18.88%/yr for NNGRY. At a 0.20 correlation, their price movements are largely independent.
Performance
GHM vs. NNGRY - Performance Comparison
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Returns By Period
In the year-to-date period, GHM achieves a 61.72% return, which is significantly higher than NNGRY's 11.55% return.
GHM
- 1D
- -2.11%
- 1M
- 10.88%
- YTD
- 61.72%
- 6M
- 81.27%
- 1Y
- 153.96%
- 3Y*
- 109.11%
- 5Y*
- 48.61%
- 10Y*
- 20.45%
NNGRY
- 1D
- -0.67%
- 1M
- -0.02%
- YTD
- 11.55%
- 6M
- 18.15%
- 1Y
- 37.12%
- 3Y*
- 43.47%
- 5Y*
- 18.88%
- 10Y*
- —
GHM vs. NNGRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 61.72% | 44.43% | 134.42% | 97.19% | -22.67% | -15.50% | -28.39% | -2.28% | 10.81% | 2.09% |
NNGRY NN Group NV ADR | 11.55% | 86.91% | 23.85% | 5.66% | -20.38% | 31.93% | 22.19% | 1.16% | -6.12% | 20.09% |
Correlation
The correlation between GHM and NNGRY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017 | 0.20 |
The correlation between GHM and NNGRY shifts across timeframes, from 0.13 (3 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GHM:
$1.34
NNGRY:
$2.49
GHM:
77.31
NNGRY:
16.69
GHM:
1.51
NNGRY:
1.01
GHM:
4.86
NNGRY:
1.59
GHM:
$237.56M
NNGRY:
$13.94B
GHM:
$58.50M
NNGRY:
$13.94B
GHM:
$19.22M
NNGRY:
$0.00
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Return for Risk
GHM vs. NNGRY — Risk / Return Rank
GHM
NNGRY
GHM vs. NNGRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) 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.
| GHM | NNGRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 8.51 | 3.69 | +4.82 |
| Martin ratioReturn relative to average drawdown | 20.90 | 11.34 | +9.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GHM | NNGRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.06 | 2.07 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.72 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.60 | -0.35 |
Drawdowns
GHM vs. NNGRY - Drawdown Comparison
The maximum GHM drawdown since its inception was -86.11%, which is greater than NNGRY's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for GHM and NNGRY.
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Drawdown Indicators
| GHM | NNGRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.11% | -51.47% | -34.64% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -10.11% | -8.10% |
Max Drawdown (3Y)Largest decline over 3 years | -46.46% | -22.81% | -23.65% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -40.27% | -14.01% |
Max Drawdown (10Y)Largest decline over 10 years | -74.83% | — | — |
Current DrawdownCurrent decline from peak | -2.11% | -5.08% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -47.41% | -11.67% | -35.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 3.28% | +4.12% |
Volatility
GHM vs. NNGRY - Volatility Comparison
Graham Corporation (GHM) has a higher volatility of 12.92% compared to NN Group NV ADR (NNGRY) at 5.73%. This indicates that GHM'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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Volatility by Period
| GHM | NNGRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.92% | 5.73% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 36.59% | 14.13% | +22.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.73% | 18.04% | +32.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.94% | 26.50% | +22.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.98% | 27.68% | +17.30% |
Dividends
GHM vs. NNGRY - Dividend Comparison
GHM has not paid dividends to shareholders, while NNGRY's dividend yield for the trailing twelve months is around 5.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.54% | 2.90% | 1.92% | 1.66% | 1.72% | 1.63% | 1.90% |
NNGRY NN Group NV ADR | 5.49% | 5.03% | 12.41% | 8.05% | 6.68% | 4.59% | 6.17% | 4.58% | 4.01% | 3.16% | 0.00% | 0.00% |
Financials
GHM vs. NNGRY - Financials Comparison
This section allows you to compare key financial metrics between Graham Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GHM and NNGRY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GHM has higher volatility (12.92%) compared to NNGRY (5.73%). In terms of maximum drawdown, GHM dropped -86.11% vs NNGRY's -51.47%.
GHM currently has the higher Sharpe Ratio (3.06 vs 2.07), 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.
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