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NNGRY vs. ET
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NNGRY vs. ET - Performance Comparison

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

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NNGRY vs. ET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NNGRY
NN Group NV ADR
4.00%86.91%23.85%5.66%-20.38%31.93%22.19%1.16%-6.12%20.09%
ET
Energy Transfer LP
17.51%-9.37%53.87%27.87%55.74%42.96%-44.92%5.88%-17.74%4.55%

Fundamentals

EPS

NNGRY:

$2.49

ET:

$1.37

PE Ratio

NNGRY:

16.10

ET:

13.90

PS Ratio

NNGRY:

1.53

ET:

0.82

Total Revenue (TTM)

NNGRY:

$13.94B

ET:

$82.63B

Gross Profit (TTM)

NNGRY:

$13.94B

ET:

$18.01B

EBITDA (TTM)

NNGRY:

$0.00

ET:

$14.93B

Returns By Period

In the year-to-date period, NNGRY achieves a 4.00% return, which is significantly lower than ET's 17.51% return.


NNGRY

1D
2.25%
1M
0.08%
YTD
4.00%
6M
13.60%
1Y
53.04%
3Y*
41.86%
5Y*
18.51%
10Y*

ET

1D
-1.45%
1M
-0.42%
YTD
17.51%
6M
16.34%
1Y
9.61%
3Y*
24.91%
5Y*
29.13%
10Y*
20.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NNGRY vs. ET — Risk / Return Rank

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

NNGRY
NNGRY Risk / Return Rank: 9393
Overall Rank
NNGRY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NNGRY Sortino Ratio Rank: 9292
Sortino Ratio Rank
NNGRY Omega Ratio Rank: 9292
Omega Ratio Rank
NNGRY Calmar Ratio Rank: 9191
Calmar Ratio Rank
NNGRY Martin Ratio Rank: 9494
Martin Ratio Rank

ET
ET Risk / Return Rank: 5353
Overall Rank
ET Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ET Sortino Ratio Rank: 4747
Sortino Ratio Rank
ET Omega Ratio Rank: 4848
Omega Ratio Rank
ET Calmar Ratio Rank: 5656
Calmar Ratio Rank
ET Martin Ratio Rank: 5757
Martin Ratio Rank
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. ET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NN Group NV ADR (NNGRY) and Energy Transfer LP (ET). 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.


NNGRYETDifference

Sharpe ratio

Return per unit of total volatility

2.48

0.41

+2.07

Sortino ratio

Return per unit of downside risk

3.15

0.72

+2.43

Omega ratio

Gain probability vs. loss probability

1.44

1.10

+0.34

Calmar ratio

Return relative to maximum drawdown

4.38

0.60

+3.78

Martin ratio

Return relative to average drawdown

15.27

1.67

+13.60

NNGRY vs. ET - Sharpe Ratio Comparison

The current NNGRY Sharpe Ratio is 2.48, which is higher than the ET Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of NNGRY and ET, 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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Sharpe Ratios by Period


NNGRYETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.41

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.15

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.35

+0.22

Correlation

The correlation between NNGRY and ET is 0.27, 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.


Dividends

NNGRY vs. ET - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 4.83%, less than ET's 6.97% yield.


TTM20252024202320222021202020192018201720162015
NNGRY
NN Group NV ADR
4.83%5.03%12.41%8.05%6.68%4.59%6.17%4.58%4.01%3.16%0.00%0.00%
ET
Energy Transfer LP
6.97%7.97%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%

Drawdowns

NNGRY vs. ET - Drawdown Comparison

The maximum NNGRY drawdown since its inception was -51.47%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for NNGRY and ET.


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Drawdown Indicators


NNGRYETDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-87.81%

+36.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-17.33%

+5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

-25.82%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

Current Drawdown

Current decline from peak

-4.26%

-3.30%

-0.96%

Average Drawdown

Average peak-to-trough decline

-11.87%

-25.95%

+14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

6.24%

-2.83%

Volatility

NNGRY vs. ET - Volatility Comparison

NN Group NV ADR (NNGRY) has a higher volatility of 7.13% compared to Energy Transfer LP (ET) at 5.02%. This indicates that NNGRY's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NNGRYETDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.02%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

11.78%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

23.83%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.53%

25.47%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.83%

36.63%

-8.80%

Financials

NNGRY vs. ET - Financials Comparison

This section allows you to compare key financial metrics between NN Group NV ADR and Energy Transfer LP. 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


0.005.00B10.00B15.00B20.00B25.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.49B
22.41B
(NNGRY) Total Revenue
(ET) Total Revenue
Values in USD except per share items