NNGRY vs. AAGIY

Last updated Jun 4, 2026

NNGRY (NN Group NV ADR) and AAGIY (AIA Group Ltd ADR) are both stocks. Both are in the Financial Services sector — NNGRY in Insurance - Diversified, AAGIY in Insurance - Life. Over the past 5 years, NNGRY returned 18.88%/yr vs -1.20%/yr for AAGIY. At a 0.27 correlation, their price movements are largely independent.

Performance

NNGRY vs. AAGIY - Performance Comparison

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

Returns By Period

In the year-to-date period, NNGRY achieves a 11.55% return, which is significantly higher than AAGIY's 3.60% return.

NNGRY

• 1D: -0.67%
• 1M: -0.02%
• YTD: 11.55%
• 6M: 18.15%
• 1Y: 37.12%
• 3Y*: 43.47%
• 5Y*: 18.88%
• 10Y*: —

AAGIY

• 1D: -0.57%
• 1M: -2.86%
• YTD: 3.60%
• 6M: 3.50%
• 1Y: 25.17%
• 3Y*: 4.64%
• 5Y*: -1.20%
• 10Y*: 8.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NNGRY vs. AAGIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
AAGIY AIA Group Ltd ADR	3.60%	46.33%	-12.94%	-20.35%	12.33%	-16.82%	18.71%	30.08%	-2.70%	20.04%

Correlation

The correlation between NNGRY and AAGIY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017	0.27

Fundamentals

EPS NNGRY : $2.49 AAGIY : $4.94
PE Ratio NNGRY : 16.69 AAGIY : 8.46
PEG Ratio NNGRY : 1.01 AAGIY : 0.73
PS Ratio NNGRY : 1.59 AAGIY : 1.85
Total Revenue (TTM) NNGRY : $13.94B AAGIY : $59.82B
Gross Profit (TTM) NNGRY : $13.94B AAGIY : $52.76B
EBITDA (TTM) NNGRY : $0.00 AAGIY : $15.90B

Return for Risk

NNGRY vs. AAGIY — Risk / Return Rank

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

NNGRY

NNGRY Risk / Return Rank: 86
NNGRY Sharpe Ratio Rank: 88
NNGRY Sortino Ratio Rank: 86
NNGRY Omega Ratio Rank: 83
NNGRY Calmar Ratio Rank: 86
NNGRY Martin Ratio Rank: 89

AAGIY

AAGIY Risk / Return Rank: 70
AAGIY Sharpe Ratio Rank: 71
AAGIY Sortino Ratio Rank: 66
AAGIY Omega Ratio Rank: 63
AAGIY Calmar Ratio Rank: 75
AAGIY Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NNGRY vs. AAGIY - Risk-Adjusted Trends Comparison

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

	NNGRY	AAGIY	Difference
Sharpe ratio Return per unit of total volatility	2.07	0.99	+1.09
Sortino ratio Return per unit of downside risk	2.81	1.57	+1.24
Omega ratio Gain probability vs. loss probability	1.34	1.18	+0.16
Calmar ratio Return relative to maximum drawdown	3.69	2.15	+1.53
Martin ratio Return relative to average drawdown	11.34	5.07	+6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NNGRY vs. AAGIY - Sharpe Ratio Comparison

The current NNGRY Sharpe Ratio is 2.07, which is higher than the AAGIY Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of NNGRY and AAGIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NNGRY	AAGIY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	0.99	+1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	-0.04	+0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.38	+0.22

Drawdowns

NNGRY vs. AAGIY - Drawdown Comparison

The maximum NNGRY drawdown since its inception was -51.47%, smaller than the maximum AAGIY drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for NNGRY and AAGIY.

Drawdown Indicators

	NNGRY	AAGIY	Difference
Max Drawdown Largest peak-to-trough decline	-51.47%	-55.79%	+4.32%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	-11.74%	+1.63%
Max Drawdown (3Y) Largest decline over 3 years	-22.81%	-44.61%	+21.80%
Max Drawdown (5Y) Largest decline over 5 years	-40.27%	-51.99%	+11.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.79%	—
Current Drawdown Current decline from peak	-5.08%	-13.29%	+8.21%
Average Drawdown Average peak-to-trough decline	-11.67%	-14.58%	+2.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	4.97%	-1.69%

Volatility

NNGRY vs. AAGIY - Volatility Comparison

NN Group NV ADR (NNGRY) has a higher volatility of 5.73% compared to AIA Group Ltd ADR (AAGIY) at 5.17%. This indicates that NNGRY's price experiences larger fluctuations and is considered to be riskier than AAGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NNGRY	AAGIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	5.17%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	14.13%	17.48%	-3.35%
Volatility (1Y) Calculated over the trailing 1-year period	18.04%	25.68%	-7.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.50%	30.24%	-3.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.68%	29.07%	-1.39%

Dividends

NNGRY vs. AAGIY - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 5.49%, more than AAGIY's 2.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAGIY AIA Group Ltd ADR	2.36%	2.26%	4.91%	2.29%	1.70%	1.69%	1.29%	1.50%	1.46%	2.17%	3.26%	1.00%
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

Frequently Asked Questions

Can I hold both NNGRY and AAGIY in my portfolio?

NNGRY and AAGIY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NNGRY or AAGIY?

NNGRY has higher volatility (5.73%) compared to AAGIY (5.17%). In terms of maximum drawdown, NNGRY dropped -51.47% vs AAGIY's -55.79%.

Which has better risk-adjusted returns?

NNGRY currently has the higher Sharpe Ratio (2.07 vs 0.99), 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.