GRMN vs. NKE
Compare and contrast key facts about Garmin Ltd. (GRMN) and NIKE, Inc. (NKE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRMN or NKE.
Key characteristics
| GRMN | NKE | |
|---|---|---|
| YTD Return | 68.46% | -28.59% |
| 1Y Return | 86.98% | -26.69% |
| 3Y Return (Ann) | 17.28% | -22.34% |
| 5Y Return (Ann) | 20.09% | -2.38% |
| 10Y Return (Ann) | 18.04% | 6.05% |
| Sharpe Ratio | 2.58 | -0.81 |
| Sortino Ratio | 4.82 | -0.88 |
| Omega Ratio | 1.72 | 0.85 |
| Calmar Ratio | 2.83 | -0.47 |
| Martin Ratio | 20.54 | -1.05 |
| Ulcer Index | 4.22% | 26.06% |
| Daily Std Dev | 33.62% | 33.95% |
| Max Drawdown | -87.71% | -64.43% |
| Current Drawdown | 0.00% | -55.21% |
Fundamentals
| GRMN | NKE | |
|---|---|---|
| Market Cap | $40.82B | $114.02B |
| EPS | $7.86 | $3.49 |
| PE Ratio | 27.04 | 21.95 |
| PEG Ratio | 3.12 | 3.84 |
| Total Revenue (TTM) | $5.96B | $50.01B |
| Gross Profit (TTM) | $3.48B | $22.42B |
| EBITDA (TTM) | $1.58B | $6.86B |
Correlation
The correlation between GRMN and NKE is 0.35, 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
GRMN vs. NKE - Performance Comparison
In the year-to-date period, GRMN achieves a 68.46% return, which is significantly higher than NKE's -28.59% return. Over the past 10 years, GRMN has outperformed NKE with an annualized return of 18.04%, while NKE has yielded a comparatively lower 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
GRMN vs. NKE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Garmin Ltd. (GRMN) 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
GRMN vs. NKE - Dividend Comparison
GRMN's dividend yield for the trailing twelve months is around 1.39%, less than NKE's 1.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRMN Garmin Ltd. | 1.39% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% | 3.90% |
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
GRMN vs. NKE - Drawdown Comparison
The maximum GRMN drawdown since its inception was -87.71%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for GRMN and NKE. For additional features, visit the drawdowns tool.
Volatility
GRMN vs. NKE - Volatility Comparison
Garmin Ltd. (GRMN) has a higher volatility of 21.64% compared to NIKE, Inc. (NKE) at 6.19%. This indicates that GRMN'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
GRMN vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Garmin Ltd. 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