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MKTX vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKTX and NKE is 0.33, 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.


-0.50.00.51.00.3

Performance

MKTX vs. NKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketAxess Holdings Inc. (MKTX) and NIKE, Inc. (NKE). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,504.69%
815.10%
MKTX
NKE

Key characteristics

Sharpe Ratio

MKTX:

-0.48

NKE:

-1.04

Sortino Ratio

MKTX:

-0.46

NKE:

-1.28

Omega Ratio

MKTX:

0.93

NKE:

0.79

Calmar Ratio

MKTX:

-0.25

NKE:

-0.61

Martin Ratio

MKTX:

-0.74

NKE:

-1.24

Ulcer Index

MKTX:

22.10%

NKE:

28.64%

Daily Std Dev

MKTX:

33.82%

NKE:

34.03%

Max Drawdown

MKTX:

-80.60%

NKE:

-64.43%

Current Drawdown

MKTX:

-59.47%

NKE:

-54.78%

Fundamentals

Market Cap

MKTX:

$8.86B

NKE:

$116.10B

EPS

MKTX:

$7.40

NKE:

$3.49

PE Ratio

MKTX:

31.74

NKE:

22.35

PEG Ratio

MKTX:

2.90

NKE:

3.95

Total Revenue (TTM)

MKTX:

$812.37M

NKE:

$36.62B

Gross Profit (TTM)

MKTX:

$609.77M

NKE:

$16.45B

EBITDA (TTM)

MKTX:

$426.87M

NKE:

$4.85B

Returns By Period

In the year-to-date period, MKTX achieves a -20.41% return, which is significantly higher than NKE's -27.91% return. Over the past 10 years, MKTX has outperformed NKE with an annualized return of 13.24%, while NKE has yielded a comparatively lower 6.06% annualized return.


MKTX

YTD

-20.41%

1M

-13.29%

6M

19.09%

1Y

-18.41%

5Y*

-8.58%

10Y*

13.24%

NKE

YTD

-27.91%

1M

5.42%

6M

-20.06%

1Y

-36.12%

5Y*

-4.01%

10Y*

6.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MKTX vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketAxess Holdings Inc. (MKTX) 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.


Sharpe ratio
The chart of Sharpe ratio for MKTX, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.48-1.04
The chart of Sortino ratio for MKTX, currently valued at -0.46, compared to the broader market-4.00-2.000.002.004.00-0.46-1.28
The chart of Omega ratio for MKTX, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.79
The chart of Calmar ratio for MKTX, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25-0.61
The chart of Martin ratio for MKTX, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.74-1.24
MKTX
NKE

The current MKTX Sharpe Ratio is -0.48, which is higher than the NKE Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of MKTX and NKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.48
-1.04
MKTX
NKE

Dividends

MKTX vs. NKE - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 1.29%, less than NKE's 1.96% yield.


TTM20232022202120202019201820172016201520142013
MKTX
MarketAxess Holdings Inc.
1.29%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%0.78%
NKE
NIKE, Inc.
1.96%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%

Drawdowns

MKTX vs. NKE - Drawdown Comparison

The maximum MKTX drawdown since its inception was -80.60%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for MKTX and NKE. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-59.47%
-54.78%
MKTX
NKE

Volatility

MKTX vs. NKE - Volatility Comparison

MarketAxess Holdings Inc. (MKTX) has a higher volatility of 7.36% compared to NIKE, Inc. (NKE) at 6.69%. This indicates that MKTX'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.36%
6.69%
MKTX
NKE

Financials

MKTX vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between MarketAxess Holdings 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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