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NRO.PA vs. RXL.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRO.PA vs. RXL.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Neurones S.A. (NRO.PA) and Rexel S.A (RXL.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRO.PA achieves a -9.41% return, which is significantly lower than RXL.PA's 13.91% return. Over the past 10 years, NRO.PA has underperformed RXL.PA with an annualized return of 9.62%, while RXL.PA has yielded a comparatively higher 14.56% annualized return.


NRO.PA

1D
2.23%
1M
7.73%
YTD
-9.41%
6M
-12.36%
1Y
-14.93%
3Y*
1.98%
5Y*
8.48%
10Y*
9.62%

RXL.PA

1D
-0.03%
1M
2.74%
YTD
13.91%
6M
16.87%
1Y
53.35%
3Y*
28.18%
5Y*
21.95%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRO.PA vs. RXL.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRO.PA
Neurones S.A.
-9.41%0.74%3.20%14.49%6.17%73.33%14.68%9.29%-34.21%29.10%
RXL.PA
Rexel S.A
13.91%43.03%3.70%42.75%7.48%42.07%8.86%28.40%-36.30%-0.59%

Correlation

The correlation between NRO.PA and RXL.PA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

0.12

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Return for Risk

NRO.PA vs. RXL.PA — Risk / Return Rank

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

NRO.PA
NRO.PA Risk / Return Rank: 1919
Overall Rank
NRO.PA Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NRO.PA Sortino Ratio Rank: 1616
Sortino Ratio Rank
NRO.PA Omega Ratio Rank: 1717
Omega Ratio Rank
NRO.PA Calmar Ratio Rank: 2424
Calmar Ratio Rank
NRO.PA Martin Ratio Rank: 2424
Martin Ratio Rank

RXL.PA
RXL.PA Risk / Return Rank: 8585
Overall Rank
RXL.PA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RXL.PA Sortino Ratio Rank: 8484
Sortino Ratio Rank
RXL.PA Omega Ratio Rank: 8282
Omega Ratio Rank
RXL.PA Calmar Ratio Rank: 8383
Calmar Ratio Rank
RXL.PA Martin Ratio Rank: 8989
Martin Ratio Rank
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.

NRO.PA vs. RXL.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurones S.A. (NRO.PA) and Rexel S.A (RXL.PA). 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.


NRO.PARXL.PADifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

0.92

1.32

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.51

3.10

-3.60

Martin ratioReturn relative to average drawdown

-0.88

11.67

-12.54

NRO.PA vs. RXL.PA - Sharpe Ratio Comparison

The current NRO.PA Sharpe Ratio is -0.60, which is lower than the RXL.PA Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of NRO.PA and RXL.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NRO.PARXL.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

1.89

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.66

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.39

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.21

+0.03

Drawdowns

NRO.PA vs. RXL.PA - Drawdown Comparison

The maximum NRO.PA drawdown since its inception was -77.55%, roughly equal to the maximum RXL.PA drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for NRO.PA and RXL.PA.


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Drawdown Indicators


NRO.PARXL.PADifference

Max Drawdown

Largest peak-to-trough decline

-77.55%

-77.95%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-29.16%

-16.98%

-12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-30.53%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-32.28%

-32.81%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.74%

-66.38%

+25.64%

Current Drawdown

Current decline from peak

-21.51%

-2.65%

-18.86%

Average Drawdown

Average peak-to-trough decline

-24.12%

-21.38%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

4.53%

+12.39%

Volatility

NRO.PA vs. RXL.PA - Volatility Comparison

The current volatility for Neurones S.A. (NRO.PA) is 6.35%, while Rexel S.A (RXL.PA) has a volatility of 8.65%. This indicates that NRO.PA experiences smaller price fluctuations and is considered to be less risky than RXL.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRO.PARXL.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

8.65%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

22.06%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

27.81%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.13%

32.84%

-7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

36.94%

-12.53%

Dividends

NRO.PA vs. RXL.PA - Dividend Comparison

NRO.PA's dividend yield for the trailing twelve months is around 3.33%, more than RXL.PA's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
NRO.PA
Neurones S.A.
3.33%3.02%2.73%2.51%2.55%5.26%0.85%0.29%0.32%0.21%0.27%0.34%
RXL.PA
Rexel S.A
3.24%3.57%4.88%4.84%4.07%2.58%0.00%0.76%4.52%2.65%2.56%6.11%

Financials

NRO.PA vs. RXL.PA - Financials Comparison

This section allows you to compare key financial metrics between Neurones S.A. and Rexel S.A. 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


Values in EUR except per share items

Frequently Asked Questions


NRO.PA and RXL.PA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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