I would say that there's no objective right or wrong and it's up to you to decide whether what you did/didn't do was right or wrong, but then, I'd probably be a hypocrite if I said that because there are probably other questions where I'd answer that it's either right or wrong.

In this case it's just a matter of how much you're willing to stick your neck out, who you define yourself to be. And there's a risk/reward trade-off to consider (in this case the reward isn't for you, it's for the foreigner). I personally think it's completely fair not to say anything because the Nazi could choose to kick your ass and that's not necessarily worth comforting the foreigner, who may not be that affected by it in the long run anyway.

If the question is about standing up to the Nazi for its own sake, because the Nazi is wrong and should be yelled at, I would say there's no point in that because you're not going to change his mind. Just let him be who he wants to be. The only point in standing up to him would be for the sake of the victim.