NKE vs. USD=X
NKE (NIKE, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, NKE returned -1.05%/yr vs 0.00%/yr for USD=X.
Performance
NKE vs. USD=X - Performance Comparison
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Returns By Period
NKE
- 1D
- 0.58%
- 1M
- -1.19%
- YTD
- -31.08%
- 6M
- -30.90%
- 1Y
- -29.27%
- 3Y*
- -24.25%
- 5Y*
- -18.65%
- 10Y*
- -1.05%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
NKE vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | -31.08% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
NKE vs. USD=X — Risk / Return Rank
NKE
USD=X
NKE vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and USD Cash (USD=X). 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.
| NKE | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.87 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | — | — |
| Martin ratioReturn relative to average drawdown | -1.23 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NKE | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | — | — |
Drawdowns
NKE vs. USD=X - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NKE and USD=X.
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Drawdown Indicators
| NKE | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | 0.00% | -75.19% |
Max Drawdown (1Y)Largest decline over 1 year | -46.18% | 0.00% | -46.18% |
Max Drawdown (3Y)Largest decline over 3 years | -64.21% | 0.00% | -64.21% |
Max Drawdown (5Y)Largest decline over 5 years | -74.64% | 0.00% | -74.64% |
Max Drawdown (10Y)Largest decline over 10 years | -74.64% | 0.00% | -74.64% |
Current DrawdownCurrent decline from peak | -73.59% | 0.00% | -73.59% |
Average DrawdownAverage peak-to-trough decline | -20.91% | 0.00% | -20.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.82% | 0.00% | +23.82% |
Volatility
NKE vs. USD=X - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 9.43% compared to USD Cash (USD=X) at 0.00%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 0.00% | +9.43% |
Volatility (6M)Calculated over the trailing 6-month period | 29.22% | 0.00% | +29.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.22% | 0.00% | +38.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.82% | 0.00% | +35.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.25% | 0.00% | +32.25% |
Frequently Asked Questions
NKE has higher volatility (9.43%) compared to USD=X (0.00%). In terms of maximum drawdown, NKE dropped -75.19% vs USD=X's 0.00%.
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