DNNGY vs. NKE

Last updated Jul 17, 2026

DNNGY (Orsted A/S ADR) and NKE (NIKE, Inc.) are both stocks. DNNGY operates in Utilities - Renewable (Utilities), while NKE operates in Footwear & Accessories (Consumer Cyclical). Over the past 5 years, DNNGY returned -30.66%/yr vs -21.25%/yr for NKE. At a 0.17 correlation, their price movements are largely independent.

Performance

DNNGY vs. NKE - Performance Comparison

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

Returns By Period

In the year-to-date period, DNNGY achieves a 18.73% return, which is significantly higher than NKE's -28.95% return.

DNNGY

• 1D: -0.93%
• 1M: -1.90%
• 6M: 11.14%
• YTD: 18.73%
• 1Y: -51.62%
• 3Y*: -38.03%
• 5Y*: -30.66%
• 10Y*: —

NKE

• 1D: 4.21%
• 1M: -1.04%
• 6M: -29.92%
• YTD: -28.95%
• 1Y: -36.49%
• 3Y*: -24.15%
• 5Y*: -21.25%
• 10Y*: -1.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DNNGY vs. NKE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNNGY Orsted A/S ADR	18.73%	-57.80%	-18.99%	-37.54%	-28.26%	-36.76%	99.06%	59.41%	22.43%	-8.66%
NKE NIKE, Inc.	-28.95%	-13.83%	-29.11%	-6.01%	-29.04%	18.70%	40.97%	38.09%	19.87%	18.28%

Correlation

The correlation between DNNGY and NKE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017	0.17

Fundamentals

Market Cap DNNGY : $9.54B NKE : $65.96B
EPS DNNGY : DKK 0.07 NKE : $2.10
PE Ratio DNNGY : 699.11 NKE : 21.23
PS Ratio DNNGY : 2.20 NKE : 1.42
PB Ratio DNNGY : 1.59 NKE : 1.72
Total Revenue (TTM) DNNGY : DKK 67.84B NKE : $46.40B
Gross Profit (TTM) DNNGY : -DKK 7.31B NKE : $19.91B
EBITDA (TTM) DNNGY : DKK 15.49B NKE : $3.21B

Return for Risk

DNNGY vs. NKE — Risk / Return Rank

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

DNNGY

DNNGY Risk / Return Rank: 22
DNNGY Sharpe Ratio Rank: 18
DNNGY Sortino Ratio Rank: 25
DNNGY Omega Ratio Rank: 21
DNNGY Calmar Ratio Rank: 18
DNNGY Martin Ratio Rank: 27

NKE

NKE Risk / Return Rank: 9
NKE Sharpe Ratio Rank: 5
NKE Sortino Ratio Rank: 8
NKE Omega Ratio Rank: 8
NKE Calmar Ratio Rank: 14
NKE Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DNNGY vs. NKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orsted A/S ADR (DNNGY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DNNGY	NKE	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	-1.03	+0.45
Sortino ratio: Return per unit of downside risk	-0.37	-1.40	+1.03
Omega ratio: Gain probability vs. loss probability	0.93	0.82	+0.11
Calmar ratio: Return relative to maximum drawdown	-0.68	-0.78	+0.10
Martin ratio: Return relative to average drawdown	-0.85	-1.32	+0.48

DNNGY vs. NKE - Sharpe Ratio Comparison

The current DNNGY Sharpe Ratio is -0.58, which is higher than the NKE Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of DNNGY and NKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DNNGY vs. NKE - Drawdown Comparison

The maximum DNNGY drawdown since its inception was -91.94%, which is greater than NKE's maximum drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for DNNGY and NKE.

Drawdown Indicators

	DNNGY	NKE	Difference
Max Drawdown Largest peak-to-trough decline	-91.94%	-75.19%	-16.75%
Max Drawdown (1Y) Largest decline over 1 year	-76.54%	-47.16%	-29.38%
Max Drawdown (3Y) Largest decline over 3 years	-81.64%	-64.87%	-16.77%
Max Drawdown (5Y) Largest decline over 5 years	-89.18%	-75.10%	-14.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-75.10%	—
Current Drawdown Current decline from peak	-89.53%	-72.77%	-16.76%
Average Drawdown Average peak-to-trough decline	-42.30%	-21.03%	-21.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.10%	27.62%	+33.48%

Volatility

DNNGY vs. NKE - Volatility Comparison

The current volatility for Orsted A/S ADR (DNNGY) is 9.02%, while NIKE, Inc. (NKE) has a volatility of 10.88%. This indicates that DNNGY 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.

Volatility by Period

	DNNGY	NKE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.02%	10.88%	-1.86%
Volatility (6M) Calculated over the trailing 6-month period	26.69%	27.64%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	89.69%	35.61%	+54.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.03%	35.50%	+22.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.76%	32.40%	+17.36%

Dividends

DNNGY vs. NKE - Dividend Comparison

DNNGY has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 3.66%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DNNGY Orsted A/S ADR	0.00%	0.00%	0.00%	3.56%	2.09%	1.46%	0.48%	0.89%	1.43%	0.00%	0.00%	0.00%
NKE NIKE, Inc.	3.66%	2.53%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%

Financials

DNNGY vs. NKE - Profitability Comparison

The chart below illustrates the profitability comparison between Orsted A/S ADR and NIKE, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DNNGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Orsted A/S ADR reported a gross profit of 2.73B and revenue of 25.07B. Therefore, the gross margin over that period was 10.9%.

NKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported a gross profit of 5.39B and revenue of 10.97B. Therefore, the gross margin over that period was 49.2%.

DNNGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Orsted A/S ADR reported an operating income of 2.73B and revenue of 25.07B, resulting in an operating margin of 10.9%.

NKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported an operating income of 1.31B and revenue of 10.97B, resulting in an operating margin of 12.0%.

DNNGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Orsted A/S ADR reported a net income of 2.36B and revenue of 25.07B, resulting in a net margin of 9.4%.

NKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported a net income of 1.07B and revenue of 10.97B, resulting in a net margin of 9.7%.

Frequently Asked Questions

Can I hold both DNNGY and NKE in my portfolio?

DNNGY and NKE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DNNGY or NKE?

NKE has higher volatility (10.88%) compared to DNNGY (9.02%). In terms of maximum drawdown, DNNGY dropped -91.94% vs NKE's -75.19%.

Which has better risk-adjusted returns?

DNNGY currently has the higher Sharpe Ratio (-0.58 vs -1.03), 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.