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NRXXY vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRXXY vs. GOOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, NRXXY achieves a 35.07% return, which is significantly higher than GOOG's 13.80% return.


NRXXY

1D
0.00%
1M
-10.87%
6M
18.31%
YTD
35.07%
1Y
75.89%
3Y*
48.94%
5Y*
20.22%
10Y*
ALL TIME*
7.87%

GOOG

1D
6.88%
1M
0.13%
6M
5.49%
YTD
13.80%
1Y
88.30%
3Y*
39.73%
5Y*
21.62%
10Y*
25.03%
ALL TIME*
22.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.78B$6.87B$7.98B
$3.08K$4.95K$7.81K

NRXXY vs. GOOG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NRXXY
Nordex SE
35.07%176.66%22.33%-17.86%-31.93%-40.46%
GOOG
Alphabet Inc
13.80%65.42%35.62%58.83%-38.67%65.67%

Correlation

The correlation between NRXXY and GOOG is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

-0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

-0.02

Fundamentals

Market Cap

NRXXY:

$10.96B

GOOG:

$4.32T

EPS

NRXXY:

€1.07

GOOG:

$19.94

PE Ratio

NRXXY:

18.81

GOOG:

17.88

PEG Ratio

NRXXY:

0.02

GOOG:

0.88

PS Ratio

NRXXY:

0.91

GOOG:

9.79

Total Revenue (TTM)

NRXXY:

€8.03B

GOOG:

$445.93B

Gross Profit (TTM)

NRXXY:

€1.72B

GOOG:

$271.59B

EBITDA (TTM)

NRXXY:

€811.81M

GOOG:

$325.74B

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Return for Risk

NRXXY vs. GOOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NRXXY
NRXXY Risk / Return Rank: 8989
Overall Rank
NRXXY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NRXXY Sortino Ratio Rank: 8888
Sortino Ratio Rank
NRXXY Omega Ratio Rank: 9797
Omega Ratio Rank
NRXXY Calmar Ratio Rank: 8989
Calmar Ratio Rank
NRXXY Martin Ratio Rank: 8787
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9595
Overall Rank
GOOG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9595
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NRXXY vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordex SE (NRXXY) and Alphabet Inc (GOOG). 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.


NRXXYGOOGDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.58

1.46

+0.12

Calmar ratioReturn relative to maximum drawdown

3.41

4.14

-0.73

Martin ratioReturn relative to average drawdown

8.13

11.53

-3.40

NRXXY vs. GOOG - Sharpe Ratio Comparison

The current NRXXY Sharpe Ratio is 1.42, which is lower than the GOOG Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of NRXXY and GOOG, 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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Drawdowns

NRXXY vs. GOOG - Drawdown Comparison

The maximum NRXXY drawdown since its inception was -76.26%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for NRXXY and GOOG.


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Drawdown Indicators


NRXXYGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-76.26%

-44.60%

-31.66%

Max Drawdown (1Y)

Largest decline over 1 year

-25.02%

-20.75%

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-30.63%

-29.35%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-60.32%

-44.60%

-15.72%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-21.70%

-10.57%

-11.13%

Average Drawdown

Average peak-to-trough decline

-45.30%

-8.93%

-36.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

7.44%

+2.98%

Volatility

NRXXY vs. GOOG - Volatility Comparison

The current volatility for Nordex SE (NRXXY) is 11.24%, while Alphabet Inc (GOOG) has a volatility of 13.08%. This indicates that NRXXY experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRXXYGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

13.08%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

42.02%

24.59%

+17.43%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

31.77%

+28.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.37%

31.80%

+31.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.27%

29.34%

+34.93%

Dividends

NRXXY vs. GOOG - Dividend Comparison

NRXXY has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
GOOG
Alphabet Inc
0.24%0.26%0.32%
NRXXY
Nordex SE
0.00%0.00%0.00%

Financials

NRXXY vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Nordex SE and Alphabet Inc. 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 USD except per share items

NRXXY vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Nordex SE and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

NRXXY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Nordex SE reported a gross profit of 585.03M and revenue of 2.18B. Therefore, the gross margin over that period was 26.9%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Alphabet Inc reported a gross profit of 73.85B and revenue of 119.80B. Therefore, the gross margin over that period was 61.7%.

NRXXY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Nordex SE reported an operating income of 225.85M and revenue of 2.18B, resulting in an operating margin of 10.4%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Alphabet Inc reported an operating income of 40.77B and revenue of 119.80B, resulting in an operating margin of 34.0%.

NRXXY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Nordex SE reported a net income of 111.55M and revenue of 2.18B, resulting in a net margin of 5.1%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Alphabet Inc reported a net income of 112.19B and revenue of 119.80B, resulting in a net margin of 93.7%.


Frequently Asked Questions


NRXXY and GOOG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOG has higher volatility (13.08%) compared to NRXXY (11.24%). In terms of maximum drawdown, NRXXY dropped -76.26% vs GOOG's -44.60%.

GOOG currently has the higher Sharpe Ratio (2.71 vs 1.42), 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.

Portfolio Optimizer

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