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2331.HK vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2331.HK and NKE is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

2331.HK vs. NKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li Ning Co Ltd (2331.HK) and NIKE, Inc. (NKE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

2331.HK:

-0.53

NKE:

-0.76

Sortino Ratio

2331.HK:

-0.52

NKE:

-0.90

Omega Ratio

2331.HK:

0.94

NKE:

0.86

Calmar Ratio

2331.HK:

-0.30

NKE:

-0.46

Martin Ratio

2331.HK:

-0.85

NKE:

-1.37

Ulcer Index

2331.HK:

30.48%

NKE:

22.99%

Daily Std Dev

2331.HK:

49.84%

NKE:

40.57%

Max Drawdown

2331.HK:

-89.67%

NKE:

-75.58%

Current Drawdown

2331.HK:

-84.67%

NKE:

-63.14%

Fundamentals

Market Cap

2331.HK:

HK$40.17B

NKE:

$92.09B

EPS

2331.HK:

HK$0.00

NKE:

$2.98

PE Ratio

2331.HK:

12.38

NKE:

20.71

PEG Ratio

2331.HK:

1.62

NKE:

6.72

PS Ratio

2331.HK:

1.40

NKE:

1.93

PB Ratio

2331.HK:

1.43

NKE:

6.57

Returns By Period

In the year-to-date period, 2331.HK achieves a -6.44% return, which is significantly higher than NKE's -17.12% return. Over the past 10 years, 2331.HK has outperformed NKE with an annualized return of 14.11%, while NKE has yielded a comparatively lower 2.97% annualized return.


2331.HK

YTD

-6.44%

1M

0.13%

6M

-4.82%

1Y

-25.77%

5Y*

-8.96%

10Y*

14.11%

NKE

YTD

-17.12%

1M

13.81%

6M

-16.71%

1Y

-30.65%

5Y*

-5.32%

10Y*

2.97%

*Annualized

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Risk-Adjusted Performance

2331.HK vs. NKE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2331.HK
The Risk-Adjusted Performance Rank of 2331.HK is 2525
Overall Rank
The Sharpe Ratio Rank of 2331.HK is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of 2331.HK is 2121
Sortino Ratio Rank
The Omega Ratio Rank of 2331.HK is 2323
Omega Ratio Rank
The Calmar Ratio Rank of 2331.HK is 3131
Calmar Ratio Rank
The Martin Ratio Rank of 2331.HK is 3131
Martin Ratio Rank

NKE
The Risk-Adjusted Performance Rank of NKE is 1313
Overall Rank
The Sharpe Ratio Rank of NKE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 1010
Martin 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.

2331.HK vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Ning Co Ltd (2331.HK) and NIKE, Inc. (NKE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current 2331.HK Sharpe Ratio is -0.53, which is comparable to the NKE Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of 2331.HK and NKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

2331.HK vs. NKE - Dividend Comparison

2331.HK's dividend yield for the trailing twelve months is around 4.00%, more than NKE's 2.47% yield.


TTM20242023202220212020201920182017201620152014
2331.HK
Li Ning Co Ltd
4.00%3.74%4.32%0.79%0.29%0.32%0.43%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.
2.47%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

2331.HK vs. NKE - Drawdown Comparison

The maximum 2331.HK drawdown since its inception was -89.67%, which is greater than NKE's maximum drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for 2331.HK and NKE. For additional features, visit the drawdowns tool.


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Volatility

2331.HK vs. NKE - Volatility Comparison

The current volatility for Li Ning Co Ltd (2331.HK) is 7.50%, while NIKE, Inc. (NKE) has a volatility of 10.47%. This indicates that 2331.HK experiences smaller price fluctuations and is considered to be less risky than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

2331.HK vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Li Ning Co Ltd and NIKE, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


4.00B6.00B8.00B10.00B12.00B14.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
6.79B
11.27B
(2331.HK) Total Revenue
(NKE) Total Revenue
Please note, different currencies. 2331.HK values in HKD, NKE values in USD