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

Correlation

The correlation between NNGRY and ET is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

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.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
155.31%
96.94%
NNGRY
ET

Key characteristics

Sharpe Ratio

NNGRY:

1.76

ET:

0.91

Sortino Ratio

NNGRY:

2.33

ET:

1.32

Omega Ratio

NNGRY:

1.34

ET:

1.19

Calmar Ratio

NNGRY:

2.38

ET:

0.95

Martin Ratio

NNGRY:

6.41

ET:

3.89

Ulcer Index

NNGRY:

6.00%

ET:

5.97%

Daily Std Dev

NNGRY:

21.84%

ET:

25.44%

Max Drawdown

NNGRY:

-48.41%

ET:

-87.81%

Current Drawdown

NNGRY:

0.00%

ET:

-16.75%

Fundamentals

Market Cap

NNGRY:

$15.52B

ET:

$59.26B

EPS

NNGRY:

$3.15

ET:

$1.28

PE Ratio

NNGRY:

9.17

ET:

13.49

PEG Ratio

NNGRY:

0.80

ET:

0.77

PS Ratio

NNGRY:

1.23

ET:

0.72

PB Ratio

NNGRY:

0.63

ET:

1.69

Total Revenue (TTM)

NNGRY:

$3.40B

ET:

$61.04B

Gross Profit (TTM)

NNGRY:

$3.40B

ET:

$10.60B

EBITDA (TTM)

NNGRY:

-$484.00M

ET:

$11.63B

Returns By Period

In the year-to-date period, NNGRY achieves a 32.19% return, which is significantly higher than ET's -10.41% return.


NNGRY

YTD

32.19%

1M

5.02%

6M

14.52%

1Y

36.79%

5Y*

26.22%

10Y*

N/A

ET

YTD

-10.41%

1M

-8.38%

6M

8.97%

1Y

17.98%

5Y*

34.96%

10Y*

1.96%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NNGRY vs. ET — Risk-Adjusted Performance Rank

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

NNGRY
The Risk-Adjusted Performance Rank of NNGRY is 9292
Overall Rank
The Sharpe Ratio Rank of NNGRY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of NNGRY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of NNGRY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of NNGRY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NNGRY is 9090
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 8181
Overall Rank
The Sharpe Ratio Rank of ET is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ET is 8484
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.

NNGRY vs. ET - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NNGRY, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.00
NNGRY: 1.76
ET: 0.91
The chart of Sortino ratio for NNGRY, currently valued at 2.33, compared to the broader market-6.00-4.00-2.000.002.004.00
NNGRY: 2.33
ET: 1.32
The chart of Omega ratio for NNGRY, currently valued at 1.34, compared to the broader market0.501.001.502.00
NNGRY: 1.34
ET: 1.19
The chart of Calmar ratio for NNGRY, currently valued at 2.38, compared to the broader market0.001.002.003.004.00
NNGRY: 2.38
ET: 0.95
The chart of Martin ratio for NNGRY, currently valued at 6.41, compared to the broader market-5.000.005.0010.0015.0020.00
NNGRY: 6.41
ET: 3.89

The current NNGRY Sharpe Ratio is 1.76, which is higher than the ET Sharpe Ratio of 0.91. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.76
0.91
NNGRY
ET

Dividends

NNGRY vs. ET - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 6.26%, less than ET's 7.45% yield.


TTM20242023202220212020201920182017201620152014
NNGRY
NN Group NV ADR
6.26%8.27%8.05%6.69%5.26%6.12%5.92%5.21%4.17%0.00%0.00%0.00%
ET
Energy Transfer LP
7.45%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

NNGRY vs. ET - Drawdown Comparison

The maximum NNGRY drawdown since its inception was -48.41%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-16.75%
NNGRY
ET

Volatility

NNGRY vs. ET - Volatility Comparison

The current volatility for NN Group NV ADR (NNGRY) is 12.59%, while Energy Transfer LP (ET) has a volatility of 15.30%. This indicates that NNGRY experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.59%
15.30%
NNGRY
ET

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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