TDG vs. NBIS

Last updated Jun 9, 2026

TDG (TransDigm Group Incorporated) and NBIS (Nebius Group N.V.) are both stocks. TDG operates in Aerospace & Defense (Industrials), while NBIS operates in Internet Content & Information (Communication Services). Over the past year, TDG returned -12.05% vs 351.53% for NBIS. At a 0.13 correlation, their price movements are largely independent.

Performance

TDG vs. NBIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransDigm Group Incorporated (TDG) and Nebius Group N.V. (NBIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TDG achieves a -9.29% return, which is significantly lower than NBIS's 160.44% return.

TDG

• 1D: -2.62%
• 1M: -0.72%
• YTD: -9.29%
• 6M: -10.46%
• 1Y: -12.05%
• 3Y*: 20.83%
• 5Y*: 16.93%
• 10Y*: 22.15%

NBIS

• 1D: -4.31%
• 1M: 23.13%
• YTD: 160.44%
• 6M: 117.28%
• 1Y: 351.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TDG vs. NBIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TDG TransDigm Group Incorporated	-9.29%	12.15%	-9.30%
NBIS Nebius Group N.V.	160.44%	202.18%	46.25%

Correlation

The correlation between TDG and NBIS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024	0.13

Fundamentals

Market Cap TDG : $70.21B NBIS : $67.36B
EPS TDG : $34.79 NBIS : $3.17
PE Ratio TDG : 34.67 NBIS : 68.67
PEG Ratio TDG : 1.03 NBIS : 23.59
PS Ratio TDG : 7.38 NBIS : 65.42
Total Revenue (TTM) TDG : $9.50B NBIS : $877.90M
Gross Profit (TTM) TDG : $5.61B NBIS : $420.60M
EBITDA (TTM) TDG : $4.78B NBIS : -$52.78M

Return for Risk

TDG vs. NBIS — Risk / Return Rank

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

TDG

TDG Risk / Return Rank: 24
TDG Sharpe Ratio Rank: 23
TDG Sortino Ratio Rank: 22
TDG Omega Ratio Rank: 21
TDG Calmar Ratio Rank: 26
TDG Martin Ratio Rank: 26

NBIS

NBIS Risk / Return Rank: 94
NBIS Sharpe Ratio Rank: 96
NBIS Sortino Ratio Rank: 94
NBIS Omega Ratio Rank: 90
NBIS Calmar Ratio Rank: 96
NBIS Martin Ratio Rank: 95

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.

TDG vs. NBIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and Nebius Group N.V. (NBIS). 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.

	TDG	NBIS	Difference
Sharpe ratio: Return per unit of total volatility	-0.44	3.39	-3.83
Sortino ratio: Return per unit of downside risk	-0.41	3.71	-4.11
Omega ratio: Gain probability vs. loss probability	0.94	1.41	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.48	7.79	-8.27
Martin ratio: Return relative to average drawdown	-0.83	17.86	-18.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDG vs. NBIS - Sharpe Ratio Comparison

The current TDG Sharpe Ratio is -0.44, which is lower than the NBIS Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of TDG and NBIS, 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

	TDG	NBIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.44	3.39	-3.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	3.19	-2.34

Drawdowns

TDG vs. NBIS - Drawdown Comparison

The maximum TDG drawdown since its inception was -62.64%, which is greater than NBIS's maximum drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for TDG and NBIS.

Drawdown Indicators

	TDG	NBIS	Difference
Max Drawdown Largest peak-to-trough decline	-62.64%	-58.27%	-4.37%
Max Drawdown (1Y) Largest decline over 1 year	-25.30%	-45.47%	+20.17%
Max Drawdown (3Y) Largest decline over 3 years	-25.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.64%	—	—
Current Drawdown Current decline from peak	-20.46%	-17.58%	-2.88%
Average Drawdown Average peak-to-trough decline	-7.95%	-19.02%	+11.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.58%	19.79%	-5.21%

Volatility

TDG vs. NBIS - Volatility Comparison

The current volatility for TransDigm Group Incorporated (TDG) is 7.72%, while Nebius Group N.V. (NBIS) has a volatility of 33.60%. This indicates that TDG experiences smaller price fluctuations and is considered to be less risky than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDG	NBIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.72%	33.60%	-25.88%
Volatility (6M) Calculated over the trailing 6-month period	21.00%	71.53%	-50.53%
Volatility (1Y) Calculated over the trailing 1-year period	27.63%	104.78%	-77.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.81%	110.72%	-82.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.78%	110.72%	-76.94%

Dividends

TDG vs. NBIS - Dividend Comparison

TDG's dividend yield for the trailing twelve months is around 7.46%, while NBIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
NBIS Nebius Group N.V.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TDG TransDigm Group Incorporated	7.46%	6.77%	5.92%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%

Financials

Frequently Asked Questions

Can I hold both TDG and NBIS in my portfolio?

TDG and NBIS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDG or NBIS?

NBIS has higher volatility (33.60%) compared to TDG (7.72%). In terms of maximum drawdown, TDG dropped -62.64% vs NBIS's -58.27%.

Which has better risk-adjusted returns?

NBIS currently has the higher Sharpe Ratio (3.39 vs -0.44), 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.