ADDYY vs. NKE
ADDYY (Adidas AG ADR) and NKE (NIKE, Inc.) are both stocks. Both operate in the Footwear & Accessories industry within the Consumer Cyclical sector. Over the past 10 years, ADDYY returned 4.47%/yr vs -0.61%/yr for NKE. At a 0.38 correlation, their price movements are largely independent.
Performance
ADDYY vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, ADDYY achieves a -3.31% return, which is significantly higher than NKE's -30.16% return. Over the past 10 years, ADDYY has outperformed NKE with an annualized return of 4.47%, while NKE has yielded a comparatively lower -0.61% annualized return.
ADDYY
- 1D
- -3.17%
- 1M
- 15.59%
- YTD
- -3.31%
- 6M
- 2.49%
- 1Y
- -22.26%
- 3Y*
- 4.08%
- 5Y*
- -11.37%
- 10Y*
- 4.47%
NKE
- 1D
- 0.18%
- 1M
- 2.58%
- YTD
- -30.16%
- 6M
- -32.22%
- 1Y
- -27.83%
- 3Y*
- -24.37%
- 5Y*
- -18.67%
- 10Y*
- -0.61%
ADDYY vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADDYY Adidas AG ADR | -3.31% | -18.11% | 20.16% | 50.70% | -52.02% | -20.73% | 12.40% | 57.51% | 5.61% | 28.12% |
NKE NIKE, Inc. | -30.16% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between ADDYY and NKE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2005 | 0.38 |
The correlation between ADDYY and NKE shifts across timeframes, from 0.38 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ADDYY:
$33.53B
NKE:
$64.86B
ADDYY:
$3.92
NKE:
$1.52
ADDYY:
23.93
NKE:
28.81
ADDYY:
1.32
NKE:
1.39
ADDYY:
5.59
NKE:
4.60
ADDYY:
$25.30B
NKE:
$46.52B
ADDYY:
$13.00B
NKE:
$18.99B
ADDYY:
$3.01B
NKE:
$3.33B
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Return for Risk
ADDYY vs. NKE — Risk / Return Rank
ADDYY
NKE
ADDYY vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) 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.
| ADDYY | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.88 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.60 | +0.04 |
| Martin ratioReturn relative to average drawdown | -0.93 | -1.19 | +0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADDYY | NKE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.73 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.52 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | -0.02 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.41 | -0.36 |
Drawdowns
ADDYY vs. NKE - Drawdown Comparison
The maximum ADDYY drawdown since its inception was -91.70%, which is greater than NKE's maximum drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for ADDYY and NKE.
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Drawdown Indicators
| ADDYY | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.70% | -75.19% | -16.51% |
Max Drawdown (1Y)Largest decline over 1 year | -39.33% | -46.18% | +6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -44.16% | -64.21% | +20.05% |
Max Drawdown (5Y)Largest decline over 5 years | -76.64% | -74.64% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -76.64% | -74.64% | -2.00% |
Current DrawdownCurrent decline from peak | -50.13% | -73.24% | +23.11% |
Average DrawdownAverage peak-to-trough decline | -52.58% | -20.90% | -31.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 23.33% | +0.69% |
Volatility
ADDYY vs. NKE - Volatility Comparison
Adidas AG ADR (ADDYY) and NIKE, Inc. (NKE) have volatilities of 9.76% and 9.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADDYY | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 9.55% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.66% | 29.22% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.03% | 38.14% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.62% | 35.81% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.14% | 32.25% | +1.89% |
Dividends
ADDYY vs. NKE - Dividend Comparison
ADDYY's dividend yield for the trailing twelve months is around 1.73%, less than NKE's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADDYY Adidas AG ADR | 1.73% | 1.09% | 0.31% | 0.38% | 2.69% | 0.88% | 0.00% | 0.82% | 1.12% | 0.80% | 4.16% | 1.24% |
NKE NIKE, Inc. | 3.72% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
Financials
ADDYY vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Adidas AG ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
ADDYY vs. NKE - Profitability Comparison
ADDYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported a gross profit of 3.42B and revenue of 6.70B. Therefore, the gross margin over that period was 51.1%.
NKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a gross profit of 4.53B and revenue of 11.28B. Therefore, the gross margin over that period was 40.2%.
ADDYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported an operating income of 698.30M and revenue of 6.70B, resulting in an operating margin of 10.4%.
NKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported an operating income of 553.00M and revenue of 11.28B, resulting in an operating margin of 4.9%.
ADDYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported a net income of 489.93M and revenue of 6.70B, resulting in a net margin of 7.3%.
NKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a net income of 520.00M and revenue of 11.28B, resulting in a net margin of 4.6%.
Frequently Asked Questions
ADDYY and NKE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADDYY has higher volatility (9.76%) compared to NKE (9.55%). In terms of maximum drawdown, ADDYY dropped -91.70% vs NKE's -75.19%.
ADDYY currently has the higher Sharpe Ratio (-0.66 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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