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NRXXY vs. VOS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NRXXY vs. VOS.DE - Performance Comparison

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

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Different Trading Currencies

NRXXY is traded in USD, while VOS.DE is traded in EUR. To make them comparable, the VOS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NRXXY achieves a 70.51% return, which is significantly higher than VOS.DE's -15.50% return.


NRXXY

1D
0.00%
1M
16.80%
YTD
70.51%
6M
74.85%
1Y
189.11%
3Y*
72.89%
5Y*
22.01%
10Y*

VOS.DE

1D
-0.33%
1M
-6.82%
YTD
-15.50%
6M
-14.37%
1Y
-15.85%
3Y*
21.40%
5Y*
10.14%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRXXY vs. VOS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NRXXY
Nordex SE
70.51%176.66%22.33%-17.86%-31.93%-40.46%
VOS.DE
Vossloh AG
-15.50%103.55%-1.02%13.48%-15.77%-0.96%

Correlation

The correlation between NRXXY and VOS.DE is 0.02, 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

0.02

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

0.03

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

0.05

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

0.06

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Return for Risk

NRXXY vs. VOS.DE — Risk / Return Rank

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

NRXXY
NRXXY Risk / Return Rank: 9797
Overall Rank
NRXXY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NRXXY Sortino Ratio Rank: 9797
Sortino Ratio Rank
NRXXY Omega Ratio Rank: 9999
Omega Ratio Rank
NRXXY Calmar Ratio Rank: 9696
Calmar Ratio Rank
NRXXY Martin Ratio Rank: 9797
Martin Ratio Rank

VOS.DE
VOS.DE Risk / Return Rank: 2828
Overall Rank
VOS.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VOS.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
VOS.DE Omega Ratio Rank: 2626
Omega Ratio Rank
VOS.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
VOS.DE Martin Ratio Rank: 2929
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.

NRXXY vs. VOS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordex SE (NRXXY) and Vossloh AG (VOS.DE). 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.


NRXXYVOS.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.71

Sortino ratioReturn per unit of downside risk

+4.98

Omega ratioGain probability vs. loss probability

2.15

0.95

+1.20

Calmar ratioReturn relative to maximum drawdown

7.76

-0.48

+8.24

Martin ratioReturn relative to average drawdown

22.49

-0.86

+23.34

NRXXY vs. VOS.DE - Sharpe Ratio Comparison

The current NRXXY Sharpe Ratio is 3.29, which is higher than the VOS.DE Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of NRXXY and VOS.DE, 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. VOS.DE - Drawdown Comparison

The maximum NRXXY drawdown since its inception was -76.26%, roughly equal to the maximum VOS.DE drawdown of -76.29%. Use the drawdown chart below to compare losses from any high point for NRXXY and VOS.DE.


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Drawdown Indicators


NRXXYVOS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.26%

-76.29%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-25.02%

-32.65%

+7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-30.62%

-32.65%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-67.19%

-47.73%

-19.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.40%

Current Drawdown

Current decline from peak

-1.15%

-31.32%

+30.17%

Average Drawdown

Average peak-to-trough decline

-45.80%

-42.10%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

18.49%

-9.93%

Volatility

NRXXY vs. VOS.DE - Volatility Comparison

Nordex SE (NRXXY) has a higher volatility of 23.14% compared to Vossloh AG (VOS.DE) at 9.22%. This indicates that NRXXY's price experiences larger fluctuations and is considered to be riskier than VOS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRXXYVOS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.14%

9.22%

+13.92%

Volatility (6M)

Calculated over the trailing 6-month period

41.33%

27.58%

+13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

59.07%

37.56%

+21.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.67%

31.41%

+33.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.54%

30.74%

+33.80%

Dividends

NRXXY vs. VOS.DE - Dividend Comparison

NRXXY has not paid dividends to shareholders, while VOS.DE's dividend yield for the trailing twelve months is around 3.56%.


PositionTTM20252024202320222021202020192018
NRXXY
Nordex SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOS.DE
Vossloh AG
3.56%1.44%2.44%2.38%2.56%2.21%0.00%2.70%2.36%

Financials

NRXXY vs. VOS.DE - Financials Comparison

This section allows you to compare key financial metrics between Nordex SE and Vossloh AG. 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


NRXXY and VOS.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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