GPS vs. NKE
Compare and contrast key facts about The Gap, Inc. (GPS) and NIKE, Inc. (NKE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPS or NKE.
Key characteristics
| GPS | NKE | |
|---|---|---|
| YTD Return | 6.31% | -28.59% |
| 1Y Return | 64.91% | -26.69% |
| 3Y Return (Ann) | 0.05% | -22.34% |
| 5Y Return (Ann) | 9.89% | -2.38% |
| 10Y Return (Ann) | -2.17% | 6.05% |
| Sharpe Ratio | 1.58 | -0.81 |
| Sortino Ratio | 2.94 | -0.88 |
| Omega Ratio | 1.32 | 0.85 |
| Calmar Ratio | 1.49 | -0.47 |
| Martin Ratio | 5.57 | -1.05 |
| Ulcer Index | 17.08% | 26.06% |
| Daily Std Dev | 60.32% | 33.95% |
| Max Drawdown | -96.84% | -64.43% |
| Current Drawdown | -32.28% | -55.21% |
Fundamentals
| GPS | NKE | |
|---|---|---|
| Market Cap | $9.21B | $114.02B |
| EPS | $1.80 | $3.49 |
| PE Ratio | 13.64 | 21.95 |
| PEG Ratio | 0.65 | 3.84 |
| Total Revenue (TTM) | $11.41B | $50.01B |
| Gross Profit (TTM) | $4.65B | $22.42B |
| EBITDA (TTM) | $1.13B | $6.86B |
Correlation
The correlation between GPS and NKE is 0.34, 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.
Performance
GPS vs. NKE - Performance Comparison
In the year-to-date period, GPS achieves a 6.31% return, which is significantly higher than NKE's -28.59% return. Over the past 10 years, GPS has underperformed NKE with an annualized return of -2.17%, while NKE has yielded a comparatively higher 6.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GPS vs. NKE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gap, Inc. (GPS) 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
GPS vs. NKE - Dividend Comparison
GPS's dividend yield for the trailing twelve months is around 2.77%, more than NKE's 1.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPS The Gap, Inc. | 2.77% | 2.87% | 5.05% | 2.73% | 2.40% | 5.49% | 3.72% | 2.03% | 5.12% | 3.68% | 2.04% | 1.28% |
NKE 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
GPS vs. NKE - Drawdown Comparison
The maximum GPS drawdown since its inception was -96.84%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for GPS and NKE. For additional features, visit the drawdowns tool.
Volatility
GPS vs. NKE - Volatility Comparison
The current volatility for The Gap, Inc. (GPS) is 0.74%, while NIKE, Inc. (NKE) has a volatility of 6.20%. This indicates that GPS 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.
Financials
GPS vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between The Gap, 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.
Total Revenue: Total amount of money received from sales and other business activities