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FL vs. NICE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FL and NICE is 0.45, 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.


Performance

FL vs. NICE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foot Locker, Inc. (FL) and NICE Ltd. (NICE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FL:

-0.75

NICE:

-0.59

Sortino Ratio

FL:

-1.11

NICE:

-0.61

Omega Ratio

FL:

0.87

NICE:

0.92

Calmar Ratio

FL:

-0.57

NICE:

-0.44

Martin Ratio

FL:

-1.34

NICE:

-0.94

Ulcer Index

FL:

34.84%

NICE:

26.29%

Daily Std Dev

FL:

58.95%

NICE:

41.46%

Max Drawdown

FL:

-88.62%

NICE:

-93.23%

Current Drawdown

FL:

-79.46%

NICE:

-46.21%

Fundamentals

Market Cap

FL:

$1.22B

NICE:

$10.55B

EPS

FL:

$0.19

NICE:

$6.76

PE Ratio

FL:

67.74

NICE:

24.68

PEG Ratio

FL:

-71.36

NICE:

1.14

PS Ratio

FL:

0.15

NICE:

3.86

PB Ratio

FL:

0.43

NICE:

2.94

Total Revenue (TTM)

FL:

$6.11B

NICE:

$2.08B

Gross Profit (TTM)

FL:

$1.78B

NICE:

$1.39B

EBITDA (TTM)

FL:

$198.00M

NICE:

$578.21M

Returns By Period

In the year-to-date period, FL achieves a -40.85% return, which is significantly lower than NICE's -0.22% return. Over the past 10 years, FL has underperformed NICE with an annualized return of -12.29%, while NICE has yielded a comparatively higher 10.09% annualized return.


FL

YTD

-40.85%

1M

13.29%

6M

-47.08%

1Y

-43.82%

5Y*

-10.57%

10Y*

-12.29%

NICE

YTD

-0.22%

1M

11.03%

6M

-14.92%

1Y

-24.35%

5Y*

-0.32%

10Y*

10.09%

*Annualized

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Risk-Adjusted Performance

FL vs. NICE — Risk-Adjusted Performance Rank

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

FL
The Risk-Adjusted Performance Rank of FL is 1212
Overall Rank
The Sharpe Ratio Rank of FL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FL is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FL is 1111
Martin Ratio Rank

NICE
The Risk-Adjusted Performance Rank of NICE is 2121
Overall Rank
The Sharpe Ratio Rank of NICE is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of NICE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of NICE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of NICE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of NICE is 2727
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.

FL vs. NICE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) and NICE Ltd. (NICE). 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 current FL Sharpe Ratio is -0.75, which is comparable to the NICE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of FL and NICE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FL vs. NICE - Dividend Comparison

Neither FL nor NICE has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FL
Foot Locker, Inc.
0.00%0.00%5.14%3.97%1.95%2.30%3.81%2.53%2.57%1.52%1.49%1.53%
NICE
NICE Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%

Drawdowns

FL vs. NICE - Drawdown Comparison

The maximum FL drawdown since its inception was -88.62%, roughly equal to the maximum NICE drawdown of -93.23%. Use the drawdown chart below to compare losses from any high point for FL and NICE. For additional features, visit the drawdowns tool.


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Volatility

FL vs. NICE - Volatility Comparison

Foot Locker, Inc. (FL) has a higher volatility of 20.55% compared to NICE Ltd. (NICE) at 7.70%. This indicates that FL's price experiences larger fluctuations and is considered to be riskier than NICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FL vs. NICE - Financials Comparison

This section allows you to compare key financial metrics between Foot Locker, Inc. and NICE Ltd.. 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


500.00M1.00B1.50B2.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.25B
721.60M
(FL) Total Revenue
(NICE) Total Revenue
Values in USD except per share items

FL vs. NICE - Profitability Comparison

The chart below illustrates the profitability comparison between Foot Locker, Inc. and NICE Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
29.7%
67.8%
(FL) Gross Margin
(NICE) Gross Margin
FL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a gross profit of 668.00M and revenue of 2.25B. Therefore, the gross margin over that period was 29.7%.

NICE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NICE Ltd. reported a gross profit of 489.21M and revenue of 721.60M. Therefore, the gross margin over that period was 67.8%.

FL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported an operating income of 82.00M and revenue of 2.25B, resulting in an operating margin of 3.7%.

NICE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NICE Ltd. reported an operating income of 154.31M and revenue of 721.60M, resulting in an operating margin of 21.4%.

FL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Foot Locker, Inc. reported a net income of 49.00M and revenue of 2.25B, resulting in a net margin of 2.2%.

NICE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NICE Ltd. reported a net income of 99.51M and revenue of 721.60M, resulting in a net margin of 13.8%.