The real question is, whether the Nazis had also taught technology to the neanderthals, in which case it becomes a technological arms race. That said, the Romans got licked at Teutoburg Forest, the British got their asses kicked at Isandlwana, and just recently the Americans quit Afghanistan. Superior weaponry cannot compensate for human stupidity. And then there's the question of how they all got sent back in time in the first place (assuming they're still on Earth, and not on some other world)...