NNGRY vs. RWEOY

Last updated Jun 23, 2026

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 21.50%/yr vs 14.47%/yr for RWEOY. At a 0.30 correlation, their price movements are largely independent.

Performance

NNGRY vs. RWEOY - Performance Comparison

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

Returns By Period

In the year-to-date period, NNGRY achieves a 16.97% return, which is significantly lower than RWEOY's 19.45% return.

NNGRY

• 1D: 2.42%
• 1M: 1.22%
• YTD: 16.97%
• 6M: 16.97%
• 1Y: 43.62%
• 3Y*: 46.32%
• 5Y*: 21.50%
• 10Y*: —

RWEOY

• 1D: -0.60%
• 1M: -5.09%
• YTD: 19.45%
• 6M: 22.46%
• 1Y: 57.62%
• 3Y*: 16.31%
• 5Y*: 14.47%
• 10Y*: 19.26%

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

NNGRY vs. RWEOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NNGRY NN Group NV ADR	16.97%	86.91%	23.85%	5.66%	-20.38%	31.93%	22.19%	1.16%	-6.12%	20.09%
RWEOY RWE AG PK	19.45%	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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jun 2, 2017	0.30

Fundamentals

EPS NNGRY : €2.49 RWEOY : €3.24
PE Ratio NNGRY : 15.32 RWEOY : 16.88
PEG Ratio NNGRY : 0.92 RWEOY : 0.16
PS Ratio NNGRY : 1.46 RWEOY : 2.55
Total Revenue (TTM) NNGRY : €13.94B RWEOY : €15.56B
Gross Profit (TTM) NNGRY : €13.94B RWEOY : €2.56B
EBITDA (TTM) NNGRY : €0.00 RWEOY : €7.37B

Return for Risk

NNGRY vs. RWEOY — Risk / Return Rank

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

NNGRY

NNGRY Risk / Return Rank: 91
NNGRY Sharpe Ratio Rank: 92
NNGRY Sortino Ratio Rank: 91
NNGRY Omega Ratio Rank: 88
NNGRY Calmar Ratio Rank: 90
NNGRY Martin Ratio Rank: 92

RWEOY

RWEOY Risk / Return Rank: 89
RWEOY Sharpe Ratio Rank: 90
RWEOY Sortino Ratio Rank: 89
RWEOY Omega Ratio Rank: 87
RWEOY Calmar Ratio Rank: 90
RWEOY Martin Ratio Rank: 90

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. 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 ratio: Return per unit of total volatility	2.39	2.20	+0.19
Sortino ratio: Return per unit of downside risk	3.19	2.98	+0.21
Omega ratio: Gain probability vs. loss probability	1.39	1.37	+0.02
Calmar ratio: Return relative to maximum drawdown	4.33	4.38	-0.04
Martin ratio: Return relative to average drawdown	12.93	11.41	+1.52

NNGRY vs. RWEOY - Sharpe Ratio Comparison

The current NNGRY Sharpe Ratio is 2.39, which is comparable to the RWEOY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of NNGRY and RWEOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	NNGRY	RWEOY	Difference
Max Drawdown Largest peak-to-trough decline	-51.47%	-90.01%	+38.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.11%	-13.23%	+3.12%
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 Drawdown Current decline from peak	-0.46%	-23.32%	+22.86%
Average Drawdown Average peak-to-trough decline	-11.62%	-58.29%	+46.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	5.07%	-1.69%

Volatility

NNGRY vs. RWEOY - Volatility Comparison

The current volatility for NN Group NV ADR (NNGRY) is 5.64%, while RWE AG PK (RWEOY) has a volatility of 8.05%. 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.

Volatility by Period

	NNGRY	RWEOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	8.05%	-2.41%
Volatility (6M) Calculated over the trailing 6-month period	14.58%	20.72%	-6.14%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	26.37%	-8.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.50%	27.93%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.64%	30.37%	-2.73%

Dividends

NNGRY vs. RWEOY - Dividend Comparison

NNGRY's dividend yield for the trailing twelve months is around 5.23%, more than RWEOY's 2.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NNGRY NN Group NV ADR	5.23%	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	2.22%	2.34%	3.68%	2.08%	2.13%	2.47%	1.52%	1.83%	6.13%	0.00%	0.00%	8.71%

Financials

Frequently Asked Questions

Can I hold both NNGRY and RWEOY in my portfolio?

NNGRY and RWEOY have a correlation of 0.33, 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 RWEOY?

RWEOY has higher volatility (8.05%) compared to NNGRY (5.64%). In terms of maximum drawdown, NNGRY dropped -51.47% vs RWEOY's -90.01%.

Which has better risk-adjusted returns?

NNGRY currently has the higher Sharpe Ratio (2.39 vs 2.20), 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.