NNGRY vs. GHM

Last updated Jun 3, 2026

NNGRY (NN Group NV ADR) and GHM (Graham Corporation) are both stocks. NNGRY operates in Insurance - Diversified (Financial Services), while GHM operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, NNGRY returned 18.74%/yr vs 48.85%/yr for GHM. At a 0.20 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, NNGRY achieves a 12.30% return, which is significantly lower than GHM's 65.20% return.

NNGRY

• 1D: 0.00%
• 1M: -0.98%
• YTD: 12.30%
• 6M: 18.07%
• 1Y: 36.16%
• 3Y*: 43.79%
• 5Y*: 18.74%
• 10Y*: —

GHM

• 1D: 6.74%
• 1M: 11.93%
• YTD: 65.20%
• 6M: 87.94%
• 1Y: 169.59%
• 3Y*: 110.60%
• 5Y*: 48.85%
• 10Y*: 20.71%

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

NNGRY vs. GHM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NNGRY NN Group NV ADR	12.30%	86.91%	23.85%	5.66%	-20.38%	31.93%	22.19%	1.16%	-6.12%	20.09%
GHM Graham Corporation	65.20%	44.43%	134.42%	97.19%	-22.67%	-15.50%	-28.39%	-2.28%	10.81%	2.09%

Correlation

The correlation between NNGRY and GHM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017	0.20

The correlation between NNGRY and GHM shifts across timeframes, from 0.13 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS NNGRY : $2.49 GHM : $1.34
PE Ratio NNGRY : 16.81 GHM : 78.98
PEG Ratio NNGRY : 1.01 GHM : 1.54
PS Ratio NNGRY : 1.60 GHM : 4.96
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

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: 86
NNGRY Sharpe Ratio Rank: 87
NNGRY Sortino Ratio Rank: 84
NNGRY Omega Ratio Rank: 82
NNGRY Calmar Ratio Rank: 87
NNGRY Martin Ratio Rank: 90

GHM

GHM Risk / Return Rank: 94
GHM Sharpe Ratio Rank: 95
GHM Sortino Ratio Rank: 91
GHM Omega Ratio Rank: 90
GHM Calmar Ratio Rank: 97
GHM Martin Ratio Rank: 96

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	2.02	3.37	-1.35
Sortino ratio Return per unit of downside risk	2.74	3.36	-0.62
Omega ratio Gain probability vs. loss probability	1.33	1.44	-0.11
Calmar ratio Return relative to maximum drawdown	4.00	9.28	-5.28
Martin ratio Return relative to average drawdown	12.38	22.87	-10.49
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 2.02, which is lower than the GHM Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of NNGRY and GHM, 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	GHM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	3.37	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	1.00	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.25	+0.36

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	-10.11%	-18.21%	+8.10%
Max Drawdown (3Y) Largest decline over 3 years	-22.81%	-46.46%	+23.65%
Max Drawdown (5Y) Largest decline over 5 years	-40.27%	-54.28%	+14.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.83%	—
Current Drawdown Current decline from peak	-4.44%	0.00%	-4.44%
Average Drawdown Average peak-to-trough decline	-11.67%	-47.42%	+35.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	7.39%	-4.12%

Volatility

NNGRY vs. GHM - Volatility Comparison

The current volatility for NN Group NV ADR (NNGRY) is 5.93%, while Graham Corporation (GHM) has a volatility of 12.76%. 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	5.93%	12.76%	-6.83%
Volatility (6M) Calculated over the trailing 6-month period	14.11%	36.77%	-22.66%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	50.67%	-32.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.50%	48.93%	-22.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.68%	44.99%	-17.31%

Dividends

NNGRY vs. GHM - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 5.45%, while GHM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
NNGRY NN Group NV ADR	5.45%	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 GHM in my portfolio?

NNGRY and GHM have a correlation of 0.24, 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 GHM?

GHM has higher volatility (12.76%) compared to NNGRY (5.93%). In terms of maximum drawdown, NNGRY dropped -51.47% vs GHM's -86.11%.

Which has better risk-adjusted returns?

GHM currently has the higher Sharpe Ratio (3.37 vs 2.02), 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.