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

Correlation

The correlation between NNGRY and ET is 0.32, 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

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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Key characteristics

Sharpe Ratio

NNGRY:

1.71

ET:

0.61

Sortino Ratio

NNGRY:

2.29

ET:

1.02

Omega Ratio

NNGRY:

1.34

ET:

1.14

Calmar Ratio

NNGRY:

2.34

ET:

0.70

Martin Ratio

NNGRY:

6.38

ET:

2.29

Ulcer Index

NNGRY:

5.95%

ET:

7.51%

Daily Std Dev

NNGRY:

21.54%

ET:

27.33%

Max Drawdown

NNGRY:

-48.41%

ET:

-87.81%

Current Drawdown

NNGRY:

-0.61%

ET:

-15.44%

Fundamentals

Market Cap

NNGRY:

$16.68B

ET:

$59.06B

EPS

NNGRY:

$3.15

ET:

$1.32

PE Ratio

NNGRY:

9.83

ET:

13.04

PEG Ratio

NNGRY:

0.86

ET:

0.77

PS Ratio

NNGRY:

1.32

ET:

0.72

PB Ratio

NNGRY:

0.68

ET:

1.69

Total Revenue (TTM)

NNGRY:

$3.40B

ET:

$82.06B

Gross Profit (TTM)

NNGRY:

$3.40B

ET:

$14.68B

EBITDA (TTM)

NNGRY:

-$484.00M

ET:

$11.63B

Returns By Period

In the year-to-date period, NNGRY achieves a 42.09% return, which is significantly higher than ET's -9.01% return.


NNGRY

YTD

42.09%

1M

16.58%

6M

27.60%

1Y

35.90%

5Y*

26.38%

10Y*

N/A

ET

YTD

-9.01%

1M

10.25%

6M

3.04%

1Y

16.23%

5Y*

28.18%

10Y*

1.39%

*Annualized

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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 9191
Overall Rank
The Sharpe Ratio Rank of NNGRY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NNGRY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of NNGRY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NNGRY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NNGRY is 9090
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7272
Overall Rank
The Sharpe Ratio Rank of ET is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ET is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7575
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.


The current NNGRY Sharpe Ratio is 1.71, which is higher than the ET Sharpe Ratio of 0.61. 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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Dividends

NNGRY vs. ET - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 5.84%, less than ET's 7.53% yield.


TTM20242023202220212020201920182017201620152014
NNGRY
NN Group NV ADR
5.84%8.30%8.05%6.69%5.26%6.12%5.92%5.21%4.17%0.00%0.00%0.00%
ET
Energy Transfer LP
7.53%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.


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Volatility

NNGRY vs. ET - Volatility Comparison

The current volatility for NN Group NV ADR (NNGRY) is 7.19%, while Energy Transfer LP (ET) has a volatility of 12.82%. 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.


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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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
3.40B
21.02B
(NNGRY) Total Revenue
(ET) Total Revenue
Values in USD except per share items