NKE vs. MSFT
NKE (NIKE, Inc.) and MSFT (Microsoft Corporation) are both stocks. NKE operates in Footwear & Accessories (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, NKE returned -1.28%/yr vs 23.18%/yr for MSFT. At a 0.31 correlation, their price movements are largely independent.
Performance
NKE vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, NKE achieves a -30.70% return, which is significantly lower than MSFT's -16.45% return. Over the past 10 years, NKE has underperformed MSFT with an annualized return of -1.28%, while MSFT has yielded a comparatively higher 23.18% annualized return.
NKE
- 1D
- -0.66%
- 1M
- -3.83%
- 6M
- -31.42%
- YTD
- -30.70%
- 1Y
- -38.37%
- 3Y*
- -24.86%
- 5Y*
- -21.76%
- 10Y*
- -1.28%
- ALL TIME*
- 14.03%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
NKE vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | -30.70% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between NKE and MSFT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.31 |
The correlation between NKE and MSFT shifts across timeframes, from 0.16 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
NKE:
$64.33B
MSFT:
$2.99T
NKE:
$2.10
MSFT:
$16.79
NKE:
20.71
MSFT:
23.96
NKE:
1.39
MSFT:
9.43
NKE:
1.68
MSFT:
7.23
NKE:
$46.40B
MSFT:
$318.27B
NKE:
$19.91B
MSFT:
$217.41B
NKE:
$3.21B
MSFT:
$200.96B
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Return for Risk
NKE vs. MSFT — Risk / Return Rank
NKE
MSFT
NKE vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.88 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.60 | -0.22 |
| Martin ratioReturn relative to average drawdown | -1.38 | -1.10 | -0.28 |
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Drawdowns
NKE vs. MSFT - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for NKE and MSFT.
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Drawdown Indicators
| NKE | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | -69.38% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -47.16% | -34.50% | -12.66% |
Max Drawdown (3Y)Largest decline over 3 years | -64.87% | -34.50% | -30.37% |
Max Drawdown (5Y)Largest decline over 5 years | -75.10% | -37.15% | -37.95% |
Max Drawdown (10Y)Largest decline over 10 years | -75.10% | -37.15% | -37.95% |
Current DrawdownCurrent decline from peak | -73.44% | -25.32% | -48.12% |
Average DrawdownAverage peak-to-trough decline | -21.04% | -21.80% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.89% | 18.74% | +9.15% |
Volatility
NKE vs. MSFT - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 10.88% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.88% | 10.25% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 24.51% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 27.52% | +8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.50% | 27.07% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.42% | 27.15% | +5.27% |
Dividends
NKE vs. MSFT - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 3.75%, more than MSFT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
NKE NIKE, Inc. | 3.75% | 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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between NIKE, Inc. and Microsoft 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. MSFT - Profitability Comparison
NKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported a gross profit of 5.39B and revenue of 10.97B. Therefore, the gross margin over that period was 49.2%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
NKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported an operating income of 1.31B and revenue of 10.97B, resulting in an operating margin of 12.0%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
NKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, NIKE, Inc. reported a net income of 1.07B and revenue of 10.97B, resulting in a net margin of 9.7%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
NKE and MSFT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NKE has higher volatility (10.88%) compared to MSFT (10.25%). In terms of maximum drawdown, NKE dropped -75.19% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.75 vs -1.08), 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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