NKE vs. META
NKE (NIKE, Inc.) and META (Meta Platforms, Inc.) are both stocks. NKE operates in Footwear & Accessories (Consumer Cyclical), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, NKE returned -0.48%/yr vs 17.39%/yr for META. At a 0.32 correlation, their price movements are largely independent.
Performance
NKE vs. META - 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 META's -14.03% return. Over the past 10 years, NKE has underperformed META with an annualized return of -0.48%, while META has yielded a comparatively higher 17.39% 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%
META
- 1D
- -0.26%
- 1M
- -8.05%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -17.97%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
NKE vs. META - 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% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
Correlation
The correlation between NKE and META is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.32 |
The correlation between NKE and META shifts across timeframes, from 0.16 (3 years) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NKE:
$66.51B
META:
$1.45T
NKE:
$1.52
META:
$27.47
NKE:
29.55
META:
20.64
NKE:
1.43
META:
6.78
NKE:
4.72
META:
5.97
NKE:
$46.52B
META:
$214.96B
NKE:
$18.99B
META:
$176.14B
NKE:
$3.33B
META:
$106.31B
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Return for Risk
NKE vs. META — Risk / Return Rank
NKE
META
NKE vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Meta Platforms, Inc. (META). 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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.93 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.54 | -0.03 |
| Martin ratioReturn relative to average drawdown | -1.09 | -1.12 | +0.03 |
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Drawdowns
NKE vs. META - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, roughly equal to the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for NKE and META.
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Drawdown Indicators
| NKE | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | -76.74% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -46.18% | -33.30% | -12.88% |
Max Drawdown (3Y)Largest decline over 3 years | -64.21% | -34.15% | -30.06% |
Max Drawdown (5Y)Largest decline over 5 years | -74.64% | -76.74% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -74.64% | -76.74% | +2.10% |
Current DrawdownCurrent decline from peak | -72.55% | -28.06% | -44.49% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -15.83% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.38% | 16.06% | +8.32% |
Volatility
NKE vs. META - Volatility Comparison
NIKE, Inc. (NKE) and Meta Platforms, Inc. (META) have volatilities of 10.43% and 10.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.43% | 10.17% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 29.43% | 26.91% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 35.52% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.91% | 44.04% | -8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 38.67% | -6.38% |
Dividends
NKE vs. META - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 3.63%, more than META's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. META - Financials Comparison
This section allows you to compare key financial metrics between NIKE, Inc. and Meta Platforms, Inc.. 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. META - 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%.
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.
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%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.
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%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.
Frequently Asked Questions
NKE and META have a correlation of 0.24, 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 META (10.17%). In terms of maximum drawdown, NKE dropped -75.19% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.51 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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