ROR vs RROR

Hey guys, a question from a student here. When analysing the returns of stocks in two different countries, should I compare the nominal rates of return or should I adjust them for inflation in both countries to get the real rates of return? Intuitively, RROR makes more sense to me, as inflation is something that could be reflected in the market price. However, when it comes to comparisons, I actually have never seen deflated, only nominal return observations. Hope someone can enlighten me on this issue.

Thanks in advance