ETH-USD vs. NKE
ETH-USD (Ethereum) is a cryptocurrency, while NKE (NIKE, Inc.) is a stock. Over the past 10 years, ETH-USD returned 55.37%/yr vs -0.48%/yr for NKE. At a 0.10 correlation, their price movements are largely independent.
Performance
ETH-USD vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -42.02% return, which is significantly lower than NKE's -28.37% return. Over the past 10 years, ETH-USD has outperformed NKE with an annualized return of 55.37%, while NKE has yielded a comparatively lower -0.48% annualized return.
ETH-USD
- 1D
- 2.38%
- 1M
- -22.62%
- YTD
- -42.02%
- 6M
- -43.84%
- 1Y
- -32.06%
- 3Y*
- 1.09%
- 5Y*
- -7.52%
- 10Y*
- 55.37%
NKE
- 1D
- -2.24%
- 1M
- 8.24%
- YTD
- -28.37%
- 6M
- -32.37%
- 1Y
- -23.74%
- 3Y*
- -23.49%
- 5Y*
- -18.04%
- 10Y*
- -0.48%
ETH-USD vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -42.02% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
NKE NIKE, Inc. | -28.37% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between ETH-USD and NKE is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.10 |
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Return for Risk
ETH-USD vs. NKE — Risk / Return Rank
ETH-USD
NKE
ETH-USD vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.89 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.58 | +0.10 |
| Martin ratioReturn relative to average drawdown | -0.81 | -1.09 | +0.27 |
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Drawdowns
ETH-USD vs. NKE - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than NKE's maximum drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for ETH-USD and NKE.
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Drawdown Indicators
| ETH-USD | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -75.19% | -18.82% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -46.18% | -21.35% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -64.21% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -74.64% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -74.64% | -19.37% |
Current DrawdownCurrent decline from peak | -64.39% | -72.55% | +8.16% |
Average DrawdownAverage peak-to-trough decline | -50.90% | -20.93% | -29.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.67% | 24.38% | +21.29% |
Volatility
ETH-USD vs. NKE - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.43% compared to NIKE, Inc. (NKE) at 10.43%. This indicates that ETH-USD'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.
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Volatility by Period
| ETH-USD | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.43% | 10.43% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 46.35% | 29.43% | +16.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 38.48% | +17.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 35.91% | +23.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 32.29% | +45.59% |
Frequently Asked Questions
ETH-USD and NKE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.43%) compared to NKE (10.43%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs NKE's -75.19%.
ETH-USD currently has the higher Sharpe Ratio (-0.48 vs -0.69), 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.
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