RWEOY vs. NNGRY

Last updated Jun 4, 2026

RWEOY (RWE AG PK) and NNGRY (NN Group NV ADR) are both stocks. RWEOY operates in Utilities - Diversified (Utilities), while NNGRY operates in Insurance - Diversified (Financial Services). Over the past 5 years, RWEOY returned 14.85%/yr vs 18.88%/yr for NNGRY. At a 0.30 correlation, their price movements are largely independent.

Performance

RWEOY vs. NNGRY - Performance Comparison

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

Returns By Period

In the year-to-date period, RWEOY achieves a 27.04% return, which is significantly higher than NNGRY's 11.55% return.

RWEOY

• 1D: 3.51%
• 1M: -5.77%
• YTD: 27.04%
• 6M: 32.59%
• 1Y: 78.46%
• 3Y*: 19.63%
• 5Y*: 14.85%
• 10Y*: 20.00%

NNGRY

• 1D: -0.67%
• 1M: -0.02%
• YTD: 11.55%
• 6M: 18.15%
• 1Y: 37.12%
• 3Y*: 43.47%
• 5Y*: 18.88%
• 10Y*: —

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

RWEOY vs. NNGRY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RWEOY RWE AG PK	27.04%	86.95%	-33.35%	4.97%	11.02%	-1.31%	41.02%	43.23%	13.79%	-1.12%
NNGRY NN Group NV ADR	11.55%	86.91%	23.85%	5.66%	-20.38%	31.93%	22.19%	1.16%	-6.12%	20.09%

Correlation

The correlation between RWEOY and NNGRY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
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 5, 2017	0.30

Fundamentals

EPS RWEOY : $3.24 NNGRY : $2.49
PE Ratio RWEOY : 20.52 NNGRY : 16.69
PEG Ratio RWEOY : 0.19 NNGRY : 1.01
PS Ratio RWEOY : 3.10 NNGRY : 1.59
Total Revenue (TTM) RWEOY : $15.56B NNGRY : $13.94B
Gross Profit (TTM) RWEOY : $2.56B NNGRY : $13.94B
EBITDA (TTM) RWEOY : $7.37B NNGRY : $0.00

Return for Risk

RWEOY vs. NNGRY — Risk / Return Rank

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

RWEOY

RWEOY Risk / Return Rank: 94
RWEOY Sharpe Ratio Rank: 95
RWEOY Sortino Ratio Rank: 94
RWEOY Omega Ratio Rank: 93
RWEOY Calmar Ratio Rank: 94
RWEOY Martin Ratio Rank: 94

NNGRY

NNGRY Risk / Return Rank: 86
NNGRY Sharpe Ratio Rank: 88
NNGRY Sortino Ratio Rank: 86
NNGRY Omega Ratio Rank: 83
NNGRY Calmar Ratio Rank: 86
NNGRY Martin Ratio Rank: 89

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.

RWEOY vs. NNGRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG PK (RWEOY) and NN Group NV ADR (NNGRY). 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.

	RWEOY	NNGRY	Difference
Sharpe ratio Return per unit of total volatility	3.05	2.07	+0.98
Sortino ratio Return per unit of downside risk	3.83	2.81	+1.02
Omega ratio Gain probability vs. loss probability	1.50	1.34	+0.16
Calmar ratio Return relative to maximum drawdown	6.65	3.69	+2.96
Martin ratio Return relative to average drawdown	17.45	11.34	+6.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RWEOY vs. NNGRY - Sharpe Ratio Comparison

The current RWEOY Sharpe Ratio is 3.05, which is higher than the NNGRY Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of RWEOY and NNGRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RWEOY	NNGRY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	2.07	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.72	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.60	-0.59

Drawdowns

RWEOY vs. NNGRY - Drawdown Comparison

The maximum RWEOY drawdown since its inception was -90.01%, which is greater than NNGRY's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for RWEOY and NNGRY.

Drawdown Indicators

	RWEOY	NNGRY	Difference
Max Drawdown Largest peak-to-trough decline	-90.01%	-51.47%	-38.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.86%	-10.11%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	-34.95%	-22.81%	-12.14%
Max Drawdown (5Y) Largest decline over 5 years	-35.66%	-40.27%	+4.61%
Max Drawdown (10Y) Largest decline over 10 years	-42.67%	—	—
Current Drawdown Current decline from peak	-18.44%	-5.08%	-13.36%
Average Drawdown Average peak-to-trough decline	-58.40%	-11.67%	-46.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	3.28%	+1.23%

Volatility

RWEOY vs. NNGRY - Volatility Comparison

RWE AG PK (RWEOY) has a higher volatility of 8.57% compared to NN Group NV ADR (NNGRY) at 5.73%. This indicates that RWEOY's price experiences larger fluctuations and is considered to be riskier than NNGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWEOY	NNGRY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	5.73%	+2.84%
Volatility (6M) Calculated over the trailing 6-month period	19.86%	14.13%	+5.73%
Volatility (1Y) Calculated over the trailing 1-year period	25.84%	18.04%	+7.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.87%	26.50%	+1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.55%	27.68%	+2.87%

Dividends

RWEOY vs. NNGRY - Dividend Comparison

RWEOY's dividend yield for the trailing twelve months is around 2.09%, less than NNGRY's 5.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NNGRY NN Group NV ADR	5.49%	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	2.09%	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 RWEOY and NNGRY in my portfolio?

RWEOY and NNGRY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RWEOY or NNGRY?

RWEOY has higher volatility (8.57%) compared to NNGRY (5.73%). In terms of maximum drawdown, RWEOY dropped -90.01% vs NNGRY's -51.47%.

Which has better risk-adjusted returns?

RWEOY currently has the higher Sharpe Ratio (3.05 vs 2.07), 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.