NRXXY vs. ARR

Last updated Jun 23, 2026

NRXXY (Nordex SE) and ARR (ARMOUR Residential REIT, Inc.) are both stocks. NRXXY operates in Specialty Industrial Machinery (Industrials), while ARR operates in REIT - Mortgage (Real Estate). Over the past 5 years, NRXXY returned 22.01%/yr vs -7.72%/yr for ARR. At a 0.01 correlation, their price movements are largely independent.

Performance

NRXXY vs. ARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordex SE (NRXXY) and ARMOUR Residential REIT, Inc. (ARR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NRXXY achieves a 70.51% return, which is significantly higher than ARR's 1.53% return.

NRXXY

• 1D: 16.10%
• 1M: 4.03%
• YTD: 70.51%
• 6M: 74.85%
• 1Y: 185.99%
• 3Y*: 72.89%
• 5Y*: 22.01%
• 10Y*: —

ARR

• 1D: -1.25%
• 1M: 1.30%
• YTD: 1.53%
• 6M: 1.36%
• 1Y: 19.42%
• 3Y*: 2.97%
• 5Y*: -7.72%
• 10Y*: -3.81%

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

NRXXY vs. ARR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NRXXY Nordex SE	70.51%	176.66%	22.33%	-17.86%	-31.93%	-40.46%
ARR ARMOUR Residential REIT, Inc.	1.53%	11.69%	13.17%	-15.43%	-32.01%	-1.53%

Correlation

The correlation between NRXXY and ARR is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since Jan 13, 2021	0.01

Fundamentals

Market Cap NRXXY : $15.17B ARR : $1.98B
EPS NRXXY : €0.64 ARR : $2.29
PE Ratio NRXXY : 39.91 ARR : 7.23
PEG Ratio NRXXY : 0.04 ARR : 0.03
PS Ratio NRXXY : 1.60 ARR : 1.86
PB Ratio NRXXY : 9.96 ARR : 0.85
Total Revenue (TTM) NRXXY : €7.73B ARR : $937.04M
Gross Profit (TTM) NRXXY : €1.60B ARR : $907.29M
EBITDA (TTM) NRXXY : €692.26M ARR : $800.90M

Return for Risk

NRXXY vs. ARR — Risk / Return Rank

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

NRXXY

NRXXY Risk / Return Rank: 97
NRXXY Sharpe Ratio Rank: 96
NRXXY Sortino Ratio Rank: 97
NRXXY Omega Ratio Rank: 99
NRXXY Calmar Ratio Rank: 96
NRXXY Martin Ratio Rank: 96

ARR

ARR Risk / Return Rank: 64
ARR Sharpe Ratio Rank: 68
ARR Sortino Ratio Rank: 59
ARR Omega Ratio Rank: 60
ARR Calmar Ratio Rank: 65
ARR Martin Ratio Rank: 69

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.

NRXXY vs. ARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordex SE (NRXXY) and ARMOUR Residential REIT, Inc. (ARR). 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.

	NRXXY	ARR	Difference
Sharpe ratio: Return per unit of total volatility	3.23	0.82	+2.41
Sortino ratio: Return per unit of downside risk	4.58	1.18	+3.40
Omega ratio: Gain probability vs. loss probability	2.13	1.16	+0.97
Calmar ratio: Return relative to maximum drawdown	7.63	1.16	+6.47
Martin ratio: Return relative to average drawdown	22.12	3.20	+18.92

NRXXY vs. ARR - Sharpe Ratio Comparison

The current NRXXY Sharpe Ratio is 3.23, which is higher than the ARR Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of NRXXY and ARR, 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

NRXXY vs. ARR - Drawdown Comparison

The maximum NRXXY drawdown since its inception was -76.26%, roughly equal to the maximum ARR drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for NRXXY and ARR.

Drawdown Indicators

	NRXXY	ARR	Difference
Max Drawdown Largest peak-to-trough decline	-76.26%	-80.12%	+3.86%
Max Drawdown (1Y) Largest decline over 1 year	-25.02%	-16.79%	-8.23%
Max Drawdown (3Y) Largest decline over 3 years	-30.62%	-45.79%	+15.17%
Max Drawdown (5Y) Largest decline over 5 years	-67.19%	-65.42%	-1.77%
Max Drawdown (10Y) Largest decline over 10 years	—	-78.34%	—
Current Drawdown Current decline from peak	-1.15%	-62.13%	+60.98%
Average Drawdown Average peak-to-trough decline	-45.90%	-33.18%	-12.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.57%	6.08%	+2.49%

Volatility

NRXXY vs. ARR - Volatility Comparison

Nordex SE (NRXXY) has a higher volatility of 26.26% compared to ARMOUR Residential REIT, Inc. (ARR) at 6.37%. This indicates that NRXXY's price experiences larger fluctuations and is considered to be riskier than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NRXXY	ARR	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.26%	6.37%	+19.89%
Volatility (6M) Calculated over the trailing 6-month period	41.33%	18.18%	+23.15%
Volatility (1Y) Calculated over the trailing 1-year period	59.19%	23.76%	+35.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.67%	29.08%	+35.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.61%	34.26%	+30.35%

Dividends

NRXXY vs. ARR - Dividend Comparison

NRXXY has not paid dividends to shareholders, while ARR's dividend yield for the trailing twelve months is around 17.40%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARR ARMOUR Residential REIT, Inc.	17.40%	16.28%	15.27%	25.88%	21.31%	12.23%	11.12%	12.09%	11.12%	8.86%	13.92%	17.88%
NRXXY Nordex SE	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both NRXXY and ARR in my portfolio?

NRXXY and ARR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NRXXY or ARR?

NRXXY has higher volatility (26.26%) compared to ARR (6.37%). In terms of maximum drawdown, NRXXY dropped -76.26% vs ARR's -80.12%.

Which has better risk-adjusted returns?

NRXXY currently has the higher Sharpe Ratio (3.23 vs 0.82), 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.