Alzheimer's Disease and Related Dementias (ADRD) afflict almost 7 million people in the USA alone. The majority of research in ADRD is conducted using post-mortem samples of brain tissue or carefully recruited clinical trial patients. While these resources are excellent, they suffer from lack of sex/gender, and racial/ethnic inclusiveness. Electronic Health Records (EHR) data has the potential to bridge this gap by including real-world ADRD patients treated during routine clinical care. In this study, we utilize EHR data from a cohort of 70,420 ADRD patients diagnosed and treated at Penn Medicine. Our goal is to uncover important risk features leading to three types of Neuro-Degenerative Disorders (NDD), including Alzheimer's Disease (AD), Parkinson's Disease (PD) and Other Dementias (OD). We employ a variety of Machine Learning (ML) Methods, including uni-variate and multivariate ML approaches and compare accuracies across the ML methods. We also investigate the types of features identified by each method, the overlapping features and the unique features to highlight important advantages and disadvantages of each approach specific for certain NDD types. Our study is important for those interested in studying ADRD and NDD in EHRs as it highlights the strengths and limitations of popular approaches employed in the ML community. We found that the uni-variate approach was able to uncover features that were important and rare for specific types of NDD (AD, PD, OD), which is important from a clinical perspective. Features that were found across all methods represent features that are the most robust.