NNGRY vs. GHM

Last updated Apr 2, 2026

Compare and contrast key facts about NN Group NV ADR (NNGRY) and Graham Corporation (GHM).

Performance

NNGRY vs. GHM - Performance Comparison

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

NNGRY vs. GHM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
GHM Graham Corporation	27.43%	44.43%	134.42%	97.19%	-22.67%	-15.50%	-28.39%	-2.28%	10.81%	2.09%

Fundamentals

EPS NNGRY : $2.49 GHM : $1.34
PE Ratio NNGRY : 16.10 GHM : 60.92
PEG Ratio NNGRY : 0.97 GHM : 1.19
PS Ratio NNGRY : 1.53 GHM : 3.83
Total Revenue (TTM) NNGRY : $13.94B GHM : $237.56M
Gross Profit (TTM) NNGRY : $13.94B GHM : $58.50M
EBITDA (TTM) NNGRY : $0.00 GHM : $19.22M

Returns By Period

In the year-to-date period, NNGRY achieves a 4.00% return, which is significantly lower than GHM's 27.43% return.

NNGRY

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

GHM

• 1D: 3.71%
• 1M: -6.05%
• YTD: 27.43%
• 6M: 45.54%
• 1Y: 177.65%
• 3Y*: 84.28%
• 5Y*: 42.27%
• 10Y*: 16.85%

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

Return for Risk

NNGRY vs. GHM — Risk / Return Rank

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

NNGRY

NNGRY Risk / Return Rank: 93
NNGRY Sharpe Ratio Rank: 93
NNGRY Sortino Ratio Rank: 92
NNGRY Omega Ratio Rank: 92
NNGRY Calmar Ratio Rank: 91
NNGRY Martin Ratio Rank: 94

GHM

GHM Risk / Return Rank: 96
GHM Sharpe Ratio Rank: 97
GHM Sortino Ratio Rank: 94
GHM Omega Ratio Rank: 93
GHM Calmar Ratio Rank: 98
GHM Martin Ratio Rank: 98

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. GHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NN Group NV ADR (NNGRY) and Graham Corporation (GHM). 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	GHM	Difference
Sharpe ratio Return per unit of total volatility	2.48	3.42	-0.94
Sortino ratio Return per unit of downside risk	3.15	3.42	-0.27
Omega ratio Gain probability vs. loss probability	1.44	1.46	-0.02
Calmar ratio Return relative to maximum drawdown	4.38	10.10	-5.72
Martin ratio Return relative to average drawdown	15.27	25.00	-9.73
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. GHM - Sharpe Ratio Comparison

The current NNGRY Sharpe Ratio is 2.48, which is comparable to the GHM Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of NNGRY and GHM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NNGRY	GHM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	3.42	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.87	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.23	+0.35

Correlation

The correlation between NNGRY and GHM is 0.20, 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. GHM - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 4.83%, while GHM has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

NNGRY vs. GHM - Drawdown Comparison

The maximum NNGRY drawdown since its inception was -51.47%, smaller than the maximum GHM drawdown of -86.11%. Use the drawdown chart below to compare losses from any high point for NNGRY and GHM.

Drawdown Indicators

	NNGRY	GHM	Difference
Max Drawdown Largest peak-to-trough decline	-51.47%	-86.11%	+34.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-18.21%	+6.31%
Max Drawdown (5Y) Largest decline over 5 years	-40.27%	-55.86%	+15.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.83%	—
Current Drawdown Current decline from peak	-4.26%	-8.15%	+3.89%
Average Drawdown Average peak-to-trough decline	-11.87%	-47.64%	+35.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	7.36%	-3.95%

Volatility

NNGRY vs. GHM - Volatility Comparison

The current volatility for NN Group NV ADR (NNGRY) is 7.13%, while Graham Corporation (GHM) has a volatility of 16.43%. This indicates that NNGRY experiences smaller price fluctuations and is considered to be less risky than GHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NNGRY	GHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	16.43%	-9.30%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	37.71%	-23.83%
Volatility (1Y) Calculated over the trailing 1-year period	21.51%	52.34%	-30.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.53%	48.72%	-22.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.83%	44.86%	-17.03%

Financials