Background: Across a variety of solid tumors, prognostic implications of nutritional and inflammation-based risk scores have been identified as a complementary resource of risk stratification. Methods: In this retrospective study, we performed a comparative analysis of several established risk scores and ratios, such as the Glasgow Prognostic Score (GPS), in neuroendocrine neoplasms of the gastro–entero–pancreatic (GEP-NEN) system with respect to their prognostic capabilities. Clinicopathological and treatment-related data for 102 GEP-NEN patients administered to the participating institutions between 2011 and 2021 were collected. Scores/ratios significantly associated with overall or progression-free survival (OS, PFS) upon univariate analysis were subsequently included in a Cox-proportional hazard model for the multivariate analysis. Results: The median age was 62 years (range 18–95 years) and the median follow-up period spanned 51 months. Pancreatic or intestinal localization at the initial diagnosis were present in 41 (40.2%) and 44 (43.1%) cases, respectively. In 17 patients (16.7%), the primary manifestation could not be ascertained (NNUP; neuroendocrine neoplasms of unknown primary). Histological grading (HG) revealed 24/102 (23.5%) NET/NEC (poorly differentiated; high grade G3) and 78/102 (76.5%) NET (highly or moderately differentiated; low–high grade G1–G2). In total, 53/102 (51.9%) patients presented with metastatic disease (UICC IV), 11/102 (10.7%) patients presented with multifocal disease, and 56/102 (54.9%) patients underwent a primary surgical or endoscopic approach, whereas 28 (27.5%) patients received systemic cytoreductive treatment. The univariate analysis revealed the GPS and PI (prognostic index), as well as UICC-stage IV, HG, and the Charlson comorbidity index (CCI) to predict both the PFS and OS in GEP-NEN patients. However, the calculation of the survival did not separate GPS subgroups at lower risk (GPS 0 versus GPS 1). Upon the subsequent multivariate analysis, GPS was the only independent predictor of both OS (p < 0.0001; HR = 3.459, 95% CI = 1.263–6.322) and PFS (p < 0.003; HR = 2.119, 95% CI = 0.944–4.265). Conclusion: In line with previous results for other entities, the present study revealed the GPS at baseline to be the only independent predictor of survival across all stages of GEP-NEN, and thus supports its clinical utility for risk stratification in this group of patients.