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

Correlation

The correlation between ASO and NKE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ASO vs. NKE - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
201.26%
-51.92%
ASO
NKE

Key characteristics

Sharpe Ratio

ASO:

-0.78

NKE:

-0.95

Sortino Ratio

ASO:

-1.02

NKE:

-1.19

Omega Ratio

ASO:

0.88

NKE:

0.81

Calmar Ratio

ASO:

-0.65

NKE:

-0.55

Martin Ratio

ASO:

-1.98

NKE:

-1.78

Ulcer Index

ASO:

17.67%

NKE:

21.14%

Daily Std Dev

ASO:

44.90%

NKE:

39.80%

Max Drawdown

ASO:

-54.17%

NKE:

-68.53%

Current Drawdown

ASO:

-48.65%

NKE:

-65.96%

Fundamentals

Market Cap

ASO:

$2.54B

NKE:

$86.32B

EPS

ASO:

$5.73

NKE:

$3.01

PE Ratio

ASO:

6.67

NKE:

19.14

PEG Ratio

ASO:

0.46

NKE:

5.46

PS Ratio

ASO:

0.43

NKE:

1.81

PB Ratio

ASO:

1.27

NKE:

6.07

Total Revenue (TTM)

ASO:

$5.93B

NKE:

$47.82B

Gross Profit (TTM)

ASO:

$1.98B

NKE:

$20.96B

EBITDA (TTM)

ASO:

$693.22M

NKE:

$4.77B

Returns By Period

In the year-to-date period, ASO achieves a -33.41% return, which is significantly lower than NKE's -23.47% return.


ASO

YTD

-33.41%

1M

-17.06%

6M

-26.95%

1Y

-36.54%

5Y*

N/A

10Y*

N/A

NKE

YTD

-23.47%

1M

-8.96%

6M

-26.18%

1Y

-37.63%

5Y*

-7.21%

10Y*

2.75%

*Annualized

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Risk-Adjusted Performance

ASO vs. NKE — Risk-Adjusted Performance Rank

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

ASO
The Risk-Adjusted Performance Rank of ASO is 1010
Overall Rank
The Sharpe Ratio Rank of ASO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ASO is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ASO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ASO is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ASO is 11
Martin Ratio Rank

NKE
The Risk-Adjusted Performance Rank of NKE is 99
Overall Rank
The Sharpe Ratio Rank of NKE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 77
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 1717
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 33
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.

ASO vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Academy Sports and Outdoors, Inc. (ASO) 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 chart of Sharpe ratio for ASO, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
ASO: -0.78
NKE: -0.95
The chart of Sortino ratio for ASO, currently valued at -1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
ASO: -1.02
NKE: -1.19
The chart of Omega ratio for ASO, currently valued at 0.88, compared to the broader market0.501.001.502.00
ASO: 0.88
NKE: 0.81
The chart of Calmar ratio for ASO, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
ASO: -0.65
NKE: -0.55
The chart of Martin ratio for ASO, currently valued at -1.98, compared to the broader market-5.000.005.0010.0015.0020.00
ASO: -1.98
NKE: -1.78

The current ASO Sharpe Ratio is -0.78, which is comparable to the NKE Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ASO 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.78
-0.95
ASO
NKE

Dividends

ASO vs. NKE - Dividend Comparison

ASO's dividend yield for the trailing twelve months is around 1.20%, less than NKE's 2.67% yield.


TTM20242023202220212020201920182017201620152014
ASO
Academy Sports and Outdoors, Inc.
1.20%0.76%0.55%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.
2.67%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

ASO vs. NKE - Drawdown Comparison

The maximum ASO drawdown since its inception was -54.17%, smaller than the maximum NKE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for ASO and NKE. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-48.65%
-65.96%
ASO
NKE

Volatility

ASO vs. NKE - Volatility Comparison

Academy Sports and Outdoors, Inc. (ASO) has a higher volatility of 28.49% compared to NIKE, Inc. (NKE) at 23.28%. This indicates that ASO'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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.49%
23.28%
ASO
NKE

Financials

ASO vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Academy Sports and Outdoors, Inc. 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