NKE.DE vs. EUNY.DE
NKE.DE (Nike Inc) is a stock, while EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) is Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend. Over the past 5 years, NKE.DE returned -18.13%/yr vs 5.28%/yr for EUNY.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
NKE.DE vs. EUNY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NKE.DE achieves a -27.40% return, which is significantly lower than EUNY.DE's 11.46% return.
NKE.DE
- 1D
- -0.09%
- 1M
- 2.51%
- YTD
- -27.40%
- 6M
- -32.72%
- 1Y
- -30.32%
- 3Y*
- -26.40%
- 5Y*
- -18.13%
- 10Y*
- —
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
NKE.DE vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NKE.DE Nike Inc | -27.40% | -26.59% | -25.28% | -8.81% | -26.07% | 29.93% | 28.05% | 11.74% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 4.07% |
Correlation
The correlation between NKE.DE and EUNY.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2019 | 0.32 |
The correlation between NKE.DE and EUNY.DE shifts across timeframes, from 0.21 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NKE.DE vs. EUNY.DE — Risk / Return Rank
NKE.DE
EUNY.DE
NKE.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nike Inc (NKE.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). 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.
| NKE.DE | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.10 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.38 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 6.17 | -6.82 |
| Martin ratioReturn relative to average drawdown | -1.27 | 16.86 | -18.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NKE.DE | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | 2.13 | -2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.34 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.22 | -0.52 |
Drawdowns
NKE.DE vs. EUNY.DE - Drawdown Comparison
The maximum NKE.DE drawdown since its inception was -75.61%, which is greater than EUNY.DE's maximum drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for NKE.DE and EUNY.DE.
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Drawdown Indicators
| NKE.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.61% | -40.65% | -34.96% |
Max Drawdown (1Y)Largest decline over 1 year | -46.73% | -4.11% | -42.62% |
Max Drawdown (3Y)Largest decline over 3 years | -66.57% | -15.70% | -50.87% |
Max Drawdown (5Y)Largest decline over 5 years | -75.61% | -31.43% | -44.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.29% | — |
Current DrawdownCurrent decline from peak | -74.39% | -2.82% | -71.57% |
Average DrawdownAverage peak-to-trough decline | -32.02% | -12.34% | -19.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.86% | 1.51% | +22.35% |
Volatility
NKE.DE vs. EUNY.DE - Volatility Comparison
Nike Inc (NKE.DE) has a higher volatility of 9.46% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that NKE.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE.DE | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.46% | 4.52% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 27.40% | 9.70% | +17.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.15% | 11.90% | +25.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.99% | 15.58% | +17.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.89% | 16.73% | +17.16% |
Dividends
NKE.DE vs. EUNY.DE - Dividend Comparison
NKE.DE's dividend yield for the trailing twelve months is around 3.22%, less than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
NKE.DE Nike Inc | 3.22% | 2.36% | 1.66% | 1.13% | 0.94% | 0.55% | 0.65% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NKE.DE and EUNY.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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