NNGRY vs. RWEOY
NNGRY (NN Group NV ADR) and RWEOY (RWE AG PK) are both stocks. NNGRY operates in Insurance - Diversified (Financial Services), while RWEOY operates in Utilities - Diversified (Utilities). Over the past 5 years, NNGRY returned 22.36%/yr vs 16.03%/yr for RWEOY. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
NNGRY vs. RWEOY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NNGRY having a 26.57% return and RWEOY slightly lower at 26.18%.
NNGRY
- 1D
- 0.21%
- 1M
- 8.10%
- 6M
- 23.18%
- YTD
- 26.57%
- 1Y
- 48.01%
- 3Y*
- 46.43%
- 5Y*
- 22.36%
- 10Y*
- —
- ALL TIME*
- 17.94%
RWEOY
- 1D
- 1.10%
- 1M
- 1.85%
- 6M
- 6.12%
- YTD
- 26.18%
- 1Y
- 63.03%
- 3Y*
- 18.83%
- 5Y*
- 16.03%
- 10Y*
- 17.45%
- ALL TIME*
- 0.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NNGRY NN Group NV ADR | $1.68M | $1.91M | $3.10M |
RWEOY RWE AG PK | $3.64M | $4.53M | $4.24M |
NNGRY vs. RWEOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NNGRY NN Group NV ADR | 26.57% | 86.91% | 23.85% | 5.66% | -20.38% | 31.93% | 22.19% | 1.16% | -6.12% | 20.09% |
RWEOY RWE AG PK | 26.18% | 86.95% | -33.35% | 4.97% | 11.02% | -1.31% | 41.02% | 43.23% | 13.79% | -0.73% |
Correlation
The correlation between NNGRY and RWEOY is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2017 | 0.30 |
Fundamentals
NNGRY:
$24.69B
RWEOY:
$49.46B
NNGRY:
€13.94B
RWEOY:
€15.56B
NNGRY:
€13.94B
RWEOY:
€2.56B
NNGRY:
€0.00
RWEOY:
€7.37B
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Return for Risk
NNGRY vs. RWEOY — Risk / Return Rank
NNGRY
RWEOY
NNGRY vs. RWEOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NN Group NV ADR (NNGRY) and RWE AG PK (RWEOY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NNGRY | RWEOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 4.54 | +0.18 |
| Martin ratioReturn relative to average drawdown | 14.12 | 11.53 | +2.59 |
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Drawdowns
NNGRY vs. RWEOY - Drawdown Comparison
The maximum NNGRY drawdown since its inception was -51.47%, smaller than the maximum RWEOY drawdown of -90.01%. Use the drawdown chart below to compare losses from any high point for NNGRY and RWEOY.
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Drawdown Indicators
| NNGRY | RWEOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.47% | -90.01% | +38.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -14.14% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.81% | -34.95% | +12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -40.27% | -35.66% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.67% | — |
Current DrawdownCurrent decline from peak | 0.00% | -19.00% | +19.00% |
Average DrawdownAverage peak-to-trough decline | -11.49% | -58.07% | +46.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 5.55% | -2.18% |
Volatility
NNGRY vs. RWEOY - Volatility Comparison
The current volatility for NN Group NV ADR (NNGRY) is 3.98%, while RWE AG PK (RWEOY) has a volatility of 7.80%. This indicates that NNGRY experiences smaller price fluctuations and is considered to be less risky than RWEOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NNGRY | RWEOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 7.80% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 21.98% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 27.15% | -8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.45% | 28.05% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.51% | 29.93% | -2.42% |
Dividends
NNGRY vs. RWEOY - Dividend Comparison
NNGRY's dividend yield for the trailing twelve months is around 4.84%, more than RWEOY's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NNGRY NN Group NV ADR | 4.84% | 5.03% | 12.41% | 8.05% | 6.68% | 4.59% | 6.17% | 4.58% | 4.01% | 3.16% | 0.00% | 0.00% |
RWEOY RWE AG PK | 2.10% | 2.34% | 3.68% | 2.08% | 2.13% | 2.47% | 1.52% | 1.83% | 6.13% | 0.00% | 0.00% | 8.71% |
Financials
NNGRY vs. RWEOY - Financials Comparison
This section allows you to compare key financial metrics between NN Group NV ADR and RWE AG PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NNGRY and RWEOY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RWEOY has higher volatility (7.80%) compared to NNGRY (3.98%). In terms of maximum drawdown, NNGRY dropped -51.47% vs RWEOY's -90.01%.
NNGRY currently has the higher Sharpe Ratio (2.60 vs 2.37), 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.
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