NKE vs. ADS.DE
Compare and contrast key facts about NIKE, Inc. (NKE) and Adidas AG (ADS.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NKE or ADS.DE.
Performance
NKE vs. ADS.DE - Performance Comparison
Returns By Period
In the year-to-date period, NKE achieves a -30.72% return, which is significantly lower than ADS.DE's 17.10% return. Over the past 10 years, NKE has underperformed ADS.DE with an annualized return of 5.51%, while ADS.DE has yielded a comparatively higher 13.76% annualized return.
NKE
-30.72%
-10.38%
-18.33%
-28.78%
-3.35%
5.51%
ADS.DE
17.10%
-5.66%
-6.07%
20.05%
-3.87%
13.76%
Fundamentals
| NKE | ADS.DE | |
|---|---|---|
| Market Cap | $114.02B | €38.85B |
| EPS | $3.50 | €2.12 |
| PE Ratio | 21.90 | 102.64 |
| PEG Ratio | 3.87 | 0.55 |
| Total Revenue (TTM) | $50.01B | €22.53B |
| Gross Profit (TTM) | $22.42B | €11.20B |
| EBITDA (TTM) | $6.86B | €1.50B |
Key characteristics
| NKE | ADS.DE | |
|---|---|---|
| Sharpe Ratio | -0.88 | 0.60 |
| Sortino Ratio | -1.00 | 1.06 |
| Omega Ratio | 0.83 | 1.13 |
| Calmar Ratio | -0.51 | 0.33 |
| Martin Ratio | -1.12 | 2.52 |
| Ulcer Index | 26.58% | 6.55% |
| Daily Std Dev | 33.95% | 27.43% |
| Max Drawdown | -64.43% | -71.54% |
| Current Drawdown | -56.54% | -34.40% |
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Correlation
The correlation between NKE and ADS.DE is 0.23, 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.
Risk-Adjusted Performance
NKE vs. ADS.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Adidas AG (ADS.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.
Dividends
NKE vs. ADS.DE - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 1.99%, more than ADS.DE's 0.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | 1.99% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
ADS.DE Adidas AG | 0.33% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% | 2.60% | 1.46% |
Drawdowns
NKE vs. ADS.DE - Drawdown Comparison
The maximum NKE drawdown since its inception was -64.43%, smaller than the maximum ADS.DE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for NKE and ADS.DE. For additional features, visit the drawdowns tool.
Volatility
NKE vs. ADS.DE - Volatility Comparison
The current volatility for NIKE, Inc. (NKE) is 6.43%, while Adidas AG (ADS.DE) has a volatility of 10.52%. This indicates that NKE experiences smaller price fluctuations and is considered to be less risky than ADS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NKE vs. ADS.DE - Financials Comparison
This section allows you to compare key financial metrics between NIKE, Inc. and Adidas AG. 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