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ADDYY vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADDYY and NKE is 0.37, 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.


-0.50.00.51.00.4

Performance

ADDYY vs. NKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adidas AG ADR (ADDYY) and NIKE, Inc. (NKE). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.38%
-8.10%
ADDYY
NKE

Key characteristics

Sharpe Ratio

ADDYY:

1.09

NKE:

-0.74

Sortino Ratio

ADDYY:

1.67

NKE:

-0.82

Omega Ratio

ADDYY:

1.20

NKE:

0.87

Calmar Ratio

ADDYY:

0.63

NKE:

-0.41

Martin Ratio

ADDYY:

4.84

NKE:

-1.13

Ulcer Index

ADDYY:

6.39%

NKE:

21.84%

Daily Std Dev

ADDYY:

28.42%

NKE:

33.14%

Max Drawdown

ADDYY:

-76.64%

NKE:

-64.43%

Current Drawdown

ADDYY:

-34.02%

NKE:

-55.04%

Fundamentals

Market Cap

ADDYY:

$42.72B

NKE:

$113.57B

EPS

ADDYY:

$1.14

NKE:

$3.24

PE Ratio

ADDYY:

101.71

NKE:

23.70

PEG Ratio

ADDYY:

0.60

NKE:

5.42

Total Revenue (TTM)

ADDYY:

$17.72B

NKE:

$48.98B

Gross Profit (TTM)

ADDYY:

$9.06B

NKE:

$21.84B

Returns By Period

In the year-to-date period, ADDYY achieves a 4.78% return, which is significantly higher than NKE's 1.10% return. Over the past 10 years, ADDYY has outperformed NKE with an annualized return of 14.50%, while NKE has yielded a comparatively lower 6.06% annualized return.


ADDYY

YTD

4.78%

1M

-4.99%

6M

4.38%

1Y

25.32%

5Y*

-2.87%

10Y*

14.50%

NKE

YTD

1.10%

1M

3.32%

6M

-8.10%

1Y

-25.94%

5Y*

-4.18%

10Y*

6.06%

*Annualized

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Risk-Adjusted Performance

ADDYY vs. NKE — Risk-Adjusted Performance Rank

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

ADDYY
The Risk-Adjusted Performance Rank of ADDYY is 7575
Overall Rank
The Sharpe Ratio Rank of ADDYY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ADDYY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ADDYY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ADDYY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ADDYY is 8080
Martin Ratio Rank

NKE
The Risk-Adjusted Performance Rank of NKE is 1515
Overall Rank
The Sharpe Ratio Rank of NKE is 1010
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 2222
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 1818
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.

ADDYY vs. NKE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ADDYY, currently valued at 1.09, compared to the broader market-2.000.002.001.09-0.74
The chart of Sortino ratio for ADDYY, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.006.001.67-0.82
The chart of Omega ratio for ADDYY, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.87
The chart of Calmar ratio for ADDYY, currently valued at 0.63, compared to the broader market0.002.004.006.000.63-0.41
The chart of Martin ratio for ADDYY, currently valued at 4.84, compared to the broader market-10.000.0010.0020.0030.004.84-1.13
ADDYY
NKE

The current ADDYY Sharpe Ratio is 1.09, which is higher than the NKE Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ADDYY 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.09
-0.74
ADDYY
NKE

Dividends

ADDYY vs. NKE - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.30%, less than NKE's 1.97% yield.


TTM20242023202220212020201920182017201620152014
ADDYY
Adidas AG ADR
0.30%0.31%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%
NKE
NIKE, Inc.
1.97%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

ADDYY vs. NKE - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -76.64%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for ADDYY and NKE. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%SeptemberOctoberNovemberDecember2025February
-34.02%
-55.04%
ADDYY
NKE

Volatility

ADDYY vs. NKE - Volatility Comparison

The current volatility for Adidas AG ADR (ADDYY) is 7.55%, while NIKE, Inc. (NKE) has a volatility of 11.34%. This indicates that ADDYY 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.55%
11.34%
ADDYY
NKE

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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