ADS.DE vs. NKE
Compare and contrast key facts about Adidas AG (ADS.DE) and NIKE, Inc. (NKE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADS.DE or NKE.
Key characteristics
| ADS.DE | NKE | |
|---|---|---|
| YTD Return | 20.91% | -26.91% |
| 1Y Return | 33.79% | -21.79% |
| 3Y Return (Ann) | -6.91% | -21.43% |
| 5Y Return (Ann) | -3.59% | -1.55% |
| 10Y Return (Ann) | 15.52% | 6.58% |
| Sharpe Ratio | 1.10 | -0.55 |
| Sortino Ratio | 1.72 | -0.50 |
| Omega Ratio | 1.21 | 0.91 |
| Calmar Ratio | 0.60 | -0.32 |
| Martin Ratio | 4.82 | -0.75 |
| Ulcer Index | 6.24% | 25.13% |
| Daily Std Dev | 27.27% | 34.29% |
| Max Drawdown | -71.54% | -64.43% |
| Current Drawdown | -32.26% | -54.15% |
Fundamentals
| ADS.DE | NKE | |
|---|---|---|
| Market Cap | €39.64B | $117.46B |
| EPS | €1.09 | $3.49 |
| PE Ratio | 203.67 | 22.46 |
| PEG Ratio | 0.58 | 3.99 |
| Total Revenue (TTM) | €16.09B | $50.01B |
| Gross Profit (TTM) | €7.90B | $22.42B |
| EBITDA (TTM) | €875.50M | $6.86B |
Correlation
The correlation between ADS.DE and NKE is 0.23, 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
ADS.DE vs. NKE - Performance Comparison
In the year-to-date period, ADS.DE achieves a 20.91% return, which is significantly higher than NKE's -26.91% return. Over the past 10 years, ADS.DE has outperformed NKE with an annualized return of 15.52%, while NKE has yielded a comparatively lower 6.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADS.DE vs. NKE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) 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.
Dividends
ADS.DE vs. NKE - Dividend Comparison
ADS.DE's dividend yield for the trailing twelve months is around 0.32%, less than NKE's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 0.32% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% | 2.60% | 1.46% |
NKE NIKE, Inc. | 1.89% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
Drawdowns
ADS.DE vs. NKE - Drawdown Comparison
The maximum ADS.DE drawdown since its inception was -71.54%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for ADS.DE and NKE. For additional features, visit the drawdowns tool.
Volatility
ADS.DE vs. NKE - Volatility Comparison
Adidas AG (ADS.DE) has a higher volatility of 9.72% compared to NIKE, Inc. (NKE) at 8.34%. This indicates that ADS.DE's price experiences larger fluctuations and is considered to be riskier than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ADS.DE vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Adidas AG 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