NKE vs. CPK
NKE (NIKE, Inc.) and CPK (Chesapeake Utilities Corporation) are both stocks. NKE operates in Footwear & Accessories (Consumer Cyclical), while CPK operates in Utilities - Regulated Gas (Utilities). Over the past 10 years, NKE returned -0.48%/yr vs 9.34%/yr for CPK. At a 0.14 correlation, their price movements are largely independent.
Performance
NKE vs. CPK - Performance Comparison
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Returns By Period
In the year-to-date period, NKE achieves a -28.37% return, which is significantly lower than CPK's -0.45% return. Over the past 10 years, NKE has underperformed CPK with an annualized return of -0.48%, while CPK has yielded a comparatively higher 9.34% annualized return.
NKE
- 1D
- -2.24%
- 1M
- 8.24%
- YTD
- -28.37%
- 6M
- -32.37%
- 1Y
- -23.74%
- 3Y*
- -23.49%
- 5Y*
- -18.04%
- 10Y*
- -0.48%
CPK
- 1D
- 1.01%
- 1M
- -0.98%
- YTD
- -0.45%
- 6M
- -1.95%
- 1Y
- 5.77%
- 3Y*
- 0.97%
- 5Y*
- 2.45%
- 10Y*
- 9.34%
NKE vs. CPK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | -28.37% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
CPK Chesapeake Utilities Corporation | -0.45% | 5.07% | 17.44% | -8.83% | -17.61% | 36.78% | 15.15% | 19.88% | 5.37% | 19.34% |
Correlation
The correlation between NKE and CPK is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.14 |
The correlation between NKE and CPK shifts across timeframes, from -0.06 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
NKE:
$66.51B
CPK:
$2.97B
NKE:
$1.52
CPK:
$3.21
NKE:
29.55
CPK:
38.50
NKE:
1.43
CPK:
4.93
NKE:
4.72
CPK:
1.80K
NKE:
$46.52B
CPK:
$586.05M
NKE:
$18.99B
CPK:
$313.50M
NKE:
$3.33B
CPK:
$224.92M
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Return for Risk
NKE vs. CPK — Risk / Return Rank
NKE
CPK
NKE vs. CPK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Chesapeake Utilities Corporation (CPK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NKE | CPK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.05 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.34 | -0.92 |
| Martin ratioReturn relative to average drawdown | -1.09 | 0.70 | -1.78 |
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Drawdowns
NKE vs. CPK - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, which is greater than CPK's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for NKE and CPK.
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Drawdown Indicators
| NKE | CPK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | -44.54% | -30.65% |
Max Drawdown (1Y)Largest decline over 1 year | -46.18% | -12.54% | -33.64% |
Max Drawdown (3Y)Largest decline over 3 years | -64.21% | -31.17% | -33.04% |
Max Drawdown (5Y)Largest decline over 5 years | -74.64% | -38.67% | -35.97% |
Max Drawdown (10Y)Largest decline over 10 years | -74.64% | -38.67% | -35.97% |
Current DrawdownCurrent decline from peak | -72.55% | -10.20% | -62.35% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -8.82% | -12.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.38% | 6.14% | +18.24% |
Volatility
NKE vs. CPK - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 10.43% compared to Chesapeake Utilities Corporation (CPK) at 6.17%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than CPK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | CPK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.43% | 6.17% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 29.43% | 13.88% | +15.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 18.84% | +19.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.91% | 22.79% | +13.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 26.65% | +5.64% |
Dividends
NKE vs. CPK - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 3.63%, more than CPK's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPK Chesapeake Utilities Corporation | 2.22% | 2.16% | 2.07% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% |
NKE NIKE, Inc. | 3.63% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
Financials
NKE vs. CPK - Financials Comparison
This section allows you to compare key financial metrics between NIKE, Inc. and Chesapeake Utilities Corporation. 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
NKE vs. CPK - Profitability Comparison
NKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a gross profit of 4.53B and revenue of 11.28B. Therefore, the gross margin over that period was 40.2%.
CPK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a gross profit of 0.00 and revenue of 353.10K. Therefore, the gross margin over that period was 0.0%.
NKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported an operating income of 553.00M and revenue of 11.28B, resulting in an operating margin of 4.9%.
CPK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported an operating income of 99.40K and revenue of 353.10K, resulting in an operating margin of 28.2%.
NKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a net income of 520.00M and revenue of 11.28B, resulting in a net margin of 4.6%.
CPK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a net income of 59.30K and revenue of 353.10K, resulting in a net margin of 16.8%.
Frequently Asked Questions
NKE and CPK have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NKE has higher volatility (10.43%) compared to CPK (6.17%). In terms of maximum drawdown, NKE dropped -75.19% vs CPK's -44.54%.
CPK currently has the higher Sharpe Ratio (0.23 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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