NKE vs. JPM
NKE (NIKE, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. NKE operates in Footwear & Accessories (Consumer Cyclical), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, NKE returned -0.48%/yr vs 21.02%/yr for JPM. At a 0.31 correlation, their price movements are largely independent.
Performance
NKE vs. JPM - 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 JPM's 0.50% return. Over the past 10 years, NKE has underperformed JPM with an annualized return of -0.48%, while JPM has yielded a comparatively higher 21.02% annualized return.
NKE
- 1D
- -2.24%
- 1M
- 7.07%
- YTD
- -28.37%
- 6M
- -32.37%
- 1Y
- -26.49%
- 3Y*
- -23.49%
- 5Y*
- -18.04%
- 10Y*
- -0.48%
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
NKE vs. JPM - 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% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between NKE and JPM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.31 |
The correlation between NKE and JPM shifts across timeframes, from 0.27 (3 years) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
NKE:
$66.51B
JPM:
$896.00B
NKE:
$1.52
JPM:
$21.08
NKE:
29.55
JPM:
15.21
NKE:
1.43
JPM:
3.14
NKE:
4.72
JPM:
2.60
NKE:
$46.52B
JPM:
$285.09B
NKE:
$18.99B
JPM:
$173.52B
NKE:
$3.33B
JPM:
$81.46B
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Return for Risk
NKE vs. JPM — Risk / Return Rank
NKE
JPM
NKE vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.18 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.42 | -2.00 |
| Martin ratioReturn relative to average drawdown | -1.09 | 3.36 | -4.44 |
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Drawdowns
NKE vs. JPM - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for NKE and JPM.
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Drawdown Indicators
| NKE | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | -76.16% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -46.18% | -15.47% | -30.71% |
Max Drawdown (3Y)Largest decline over 3 years | -64.21% | -24.42% | -39.79% |
Max Drawdown (5Y)Largest decline over 5 years | -74.64% | -38.77% | -35.87% |
Max Drawdown (10Y)Largest decline over 10 years | -74.64% | -43.63% | -31.01% |
Current DrawdownCurrent decline from peak | -72.55% | -3.66% | -68.89% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -17.62% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.38% | 6.54% | +17.84% |
Volatility
NKE vs. JPM - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 10.43% compared to JPMorgan Chase & Co. (JPM) at 6.35%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.43% | 6.35% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 29.43% | 16.67% | +12.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 21.76% | +16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.91% | 24.46% | +11.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 27.39% | +4.90% |
Dividends
NKE vs. JPM - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 3.63%, more than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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. JPM - Financials Comparison
This section allows you to compare key financial metrics between NIKE, Inc. and JPMorgan Chase & Co.. 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. JPM - 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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
NKE and JPM have a correlation of 0.27, 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 JPM (6.35%). In terms of maximum drawdown, NKE dropped -75.19% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.01 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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