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NIKE, Inc. (NKE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6541061031
CUSIP654106103
SectorConsumer Cyclical
IndustryFootwear & Accessories

Highlights

Market Cap$142.39B
EPS$3.40
PE Ratio27.64
PEG Ratio2.04
Revenue (TTM)$51.58B
Gross Profit (TTM)$21.48B
EBITDA (TTM)$6.77B
Year Range$88.05 - $126.95
Target Price$102.83
Short %1.76%
Short Ratio2.01

Share Price Chart


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NIKE, Inc.

Popular comparisons: NKE vs. SPY, NKE vs. ADS.DE, NKE vs. SONY, NKE vs. LNG, NKE vs. WING, NKE vs. SCHD, NKE vs. QQQ, NKE vs. VTI, NKE vs. VYM, NKE vs. NOBL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NIKE, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%NovemberDecember2024FebruaryMarchApril
124,198.82%
2,879.13%
NKE (NIKE, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

NIKE, Inc. had a return of -12.33% year-to-date (YTD) and -23.83% in the last 12 months. Over the past 10 years, NIKE, Inc. had an annualized return of 11.11%, outperforming the S&P 500 benchmark which had an annualized return of 10.43%.


PeriodReturnBenchmark
Year-To-Date-12.33%5.29%
1 month-3.95%-2.47%
6 months-7.97%16.40%
1 year-23.83%20.88%
5 years (annualized)2.30%11.60%
10 years (annualized)11.11%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.48%2.36%-9.25%
2023-5.67%7.48%7.30%-1.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NKE is 15, indicating that it is in the bottom 15% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of NKE is 1515
NIKE, Inc.(NKE)
The Sharpe Ratio Rank of NKE is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1414Sortino Ratio Rank
The Omega Ratio Rank of NKE is 1414Omega Ratio Rank
The Calmar Ratio Rank of NKE is 2222Calmar Ratio Rank
The Martin Ratio Rank of NKE is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NIKE, Inc. (NKE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NKE
Sharpe ratio
The chart of Sharpe ratio for NKE, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.00-0.87
Sortino ratio
The chart of Sortino ratio for NKE, currently valued at -1.10, compared to the broader market-4.00-2.000.002.004.00-1.10
Omega ratio
The chart of Omega ratio for NKE, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for NKE, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00-0.49
Martin ratio
The chart of Martin ratio for NKE, currently valued at -1.32, compared to the broader market0.0010.0020.0030.00-1.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current NIKE, Inc. Sharpe ratio is -0.87. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.87
1.79
NKE (NIKE, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

NIKE, Inc. granted a 1.50% dividend yield in the last twelve months. The annual payout for that period amounted to $1.42 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.42$1.39$1.26$1.13$1.01$0.91$0.82$0.74$0.66$0.58$0.50$0.44

Dividend yield

1.50%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%

Monthly Dividends

The table displays the monthly dividend distributions for NIKE, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.37
2023$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.37
2022$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.34
2021$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.00$0.31
2020$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.00$0.28
2019$0.00$0.00$0.22$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.25$0.00
2018$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.20$0.00$0.00$0.22$0.00
2017$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.18$0.00$0.00$0.00$0.20
2016$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.18
2015$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.00$0.14$0.00$0.00$0.16
2014$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.00$0.14
2013$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.00$0.12

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.5%
NIKE, Inc. has a dividend yield of 1.50%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%41.8%
NIKE, Inc. has a payout ratio of 41.76%, which is quite average when compared to the overall market. This suggests that NIKE, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-45.01%
-4.42%
NKE (NIKE, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NIKE, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NIKE, Inc. was 64.43%, occurring on Feb 25, 2000. Recovery took 993 trading sessions.

The current NIKE, Inc. drawdown is 45.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.43%Feb 14, 1997764Feb 25, 2000993Feb 9, 20041757
-52.73%Nov 8, 2021226Sep 30, 2022
-51.11%Dec 16, 1992257Dec 21, 1993402Jul 26, 1995659
-47.22%Jul 3, 198662Sep 30, 1986210Jul 30, 1987272
-44.52%Jul 17, 199066Oct 17, 199073Jan 31, 1991139

Volatility

Volatility Chart

The current NIKE, Inc. volatility is 9.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
9.57%
3.35%
NKE (NIKE, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of NIKE, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

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Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items