There are both referential:

• one (Git) is a source referential for version control (with features like merging, branching, tags)
• the other (Nexus) is an artifact referential for any delivery (binaries or not)

The referential database differs also:

• Git has its own internal repository storage mechanism
• Nexus is simply a collection of shared directories with a naming convention ( group.artifact.version ).
  As described in "What is a repository": a collection of binary software artifacts and metadata stored in a defined directory structure.

The idea is that, for large deliveries that can be produced quite often, it is much easier to store them in Nexus ( you can clean them easily enough: cd + rm ), as opposed to version them ( which makes a DVCS repo like Git way too big way too fast to be cloned easily ).

So their goals are different, as I explain in:

• "How do different version control systems handle binary files?"
• "Best practice to store .jar files in VCS (SVN, Git, …)"
• "Using source controlled libraries in source controlled projects"

You manage what you code in Git, and what you build in Nexus.