DECK vs. NKE
Compare and contrast key facts about Deckers Outdoor Corporation (DECK) and NIKE, Inc. (NKE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DECK or NKE.
Performance
DECK vs. NKE - Performance Comparison
Returns By Period
In the year-to-date period, DECK achieves a 57.68% return, which is significantly higher than NKE's -28.54% return. Over the past 10 years, DECK has outperformed NKE with an annualized return of 27.27%, while NKE has yielded a comparatively lower 5.94% annualized return.
DECK
57.68%
8.53%
18.61%
69.85%
45.22%
27.27%
NKE
-28.54%
-8.67%
-16.13%
-27.66%
-2.74%
5.94%
Fundamentals
DECK | NKE | |
---|---|---|
Market Cap | $26.99B | $114.02B |
EPS | $5.68 | $3.50 |
PE Ratio | 31.27 | 21.90 |
PEG Ratio | 3.71 | 3.87 |
Total Revenue (TTM) | $4.66B | $50.01B |
Gross Profit (TTM) | $2.64B | $22.42B |
EBITDA (TTM) | $1.17B | $6.86B |
Key characteristics
DECK | NKE | |
---|---|---|
Sharpe Ratio | 1.72 | -0.82 |
Sortino Ratio | 2.62 | -0.91 |
Omega Ratio | 1.33 | 0.84 |
Calmar Ratio | 2.89 | -0.47 |
Martin Ratio | 6.32 | -1.05 |
Ulcer Index | 10.54% | 26.47% |
Daily Std Dev | 38.67% | 33.79% |
Max Drawdown | -94.36% | -64.43% |
Current Drawdown | -3.65% | -55.17% |
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Correlation
The correlation between DECK and NKE is 0.28, 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.
Risk-Adjusted Performance
DECK vs. NKE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) 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
DECK vs. NKE - Dividend Comparison
DECK has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 1.93%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NIKE, Inc. | 1.93% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
Drawdowns
DECK vs. NKE - Drawdown Comparison
The maximum DECK drawdown since its inception was -94.36%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for DECK and NKE. For additional features, visit the drawdowns tool.
Volatility
DECK vs. NKE - Volatility Comparison
Deckers Outdoor Corporation (DECK) has a higher volatility of 13.76% compared to NIKE, Inc. (NKE) at 5.83%. This indicates that DECK'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
DECK vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Deckers Outdoor Corporation 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