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NKE vs. KTN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NKE vs. KTN.DE - Performance Comparison

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

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Different Trading Currencies

NKE is traded in USD, while KTN.DE is traded in EUR. To make them comparable, the KTN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NKE achieves a -28.37% return, which is significantly lower than KTN.DE's 1.74% return. Over the past 10 years, NKE has underperformed KTN.DE with an annualized return of -0.48%, while KTN.DE has yielded a comparatively higher 15.38% 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%

KTN.DE

1D
-0.70%
1M
2.13%
YTD
1.74%
6M
2.62%
1Y
3.30%
3Y*
12.34%
5Y*
4.34%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NKE vs. KTN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NKE
NIKE, Inc.
-28.37%-13.83%-29.11%-6.01%-29.04%18.70%40.97%38.09%19.87%24.70%
KTN.DE
Kontron AG
1.74%35.63%-12.38%52.73%0.64%-29.03%-0.44%32.82%-15.71%137.78%

Correlation

The correlation between NKE and KTN.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.16

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Return for Risk

NKE vs. KTN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NKE
NKE Risk / Return Rank: 1717
Overall Rank
NKE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
NKE Sortino Ratio Rank: 1515
Sortino Ratio Rank
NKE Omega Ratio Rank: 1515
Omega Ratio Rank
NKE Calmar Ratio Rank: 2222
Calmar Ratio Rank
NKE Martin Ratio Rank: 2020
Martin Ratio Rank

KTN.DE
KTN.DE Risk / Return Rank: 4444
Overall Rank
KTN.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
KTN.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
KTN.DE Omega Ratio Rank: 4242
Omega Ratio Rank
KTN.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
KTN.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NKE vs. KTN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Kontron AG (KTN.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.

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.


NKEKTN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

0.89

1.06

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.58

0.09

-0.66

Martin ratioReturn relative to average drawdown

-1.09

0.18

-1.27

NKE vs. KTN.DE - Sharpe Ratio Comparison

The current NKE Sharpe Ratio is -0.69, which is lower than the KTN.DE Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of NKE and KTN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NKE vs. KTN.DE - Drawdown Comparison

The maximum NKE drawdown since its inception was -75.19%, which is greater than KTN.DE's maximum drawdown of -69.72%. Use the drawdown chart below to compare losses from any high point for NKE and KTN.DE.


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Drawdown Indicators


NKEKTN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.19%

-69.72%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-46.18%

-38.18%

-8.00%

Max Drawdown (3Y)

Largest decline over 3 years

-64.21%

-38.18%

-26.03%

Max Drawdown (5Y)

Largest decline over 5 years

-74.64%

-55.29%

-19.35%

Max Drawdown (10Y)

Largest decline over 10 years

-74.64%

-60.16%

-14.48%

Current Drawdown

Current decline from peak

-72.55%

-18.14%

-54.41%

Average Drawdown

Average peak-to-trough decline

-20.93%

-24.16%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.38%

17.87%

+6.51%

Volatility

NKE vs. KTN.DE - Volatility Comparison

NIKE, Inc. (NKE) has a higher volatility of 10.43% compared to Kontron AG (KTN.DE) at 7.63%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than KTN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NKEKTN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

7.63%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

29.43%

28.71%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

38.48%

40.98%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.91%

41.53%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

41.98%

-9.69%

Dividends

NKE vs. KTN.DE - Dividend Comparison

NKE's dividend yield for the trailing twelve months is around 3.63%, more than KTN.DE's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
KTN.DE
Kontron AG
2.55%2.63%2.57%4.65%2.29%2.05%0.00%0.75%0.82%0.56%0.92%1.18%
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. KTN.DE - Financials Comparison

This section allows you to compare key financial metrics between NIKE, Inc. and Kontron 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.


Quarterly
Annual

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


Please note, different currencies. NKE values in USD, KTN.DE values in EUR

Frequently Asked Questions


NKE and KTN.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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