NKE vs. VBIL
NKE (NIKE, Inc.) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, NKE returned -30.04% vs 3.93% for VBIL. At a correlation of -0.07, they often move in opposite directions.
Performance
NKE vs. VBIL - Performance Comparison
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Returns By Period
In the year-to-date period, NKE achieves a -33.33% return, which is significantly lower than VBIL's 1.71% return.
NKE
- 1D
- -1.32%
- 1M
- -5.54%
- YTD
- -33.33%
- 6M
- -29.21%
- 1Y
- -30.04%
- 3Y*
- -25.92%
- 5Y*
- -21.70%
- 10Y*
- -0.91%
VBIL
- 1D
- 0.00%
- 1M
- 0.30%
- YTD
- 1.71%
- 6M
- 1.79%
- 1Y
- 3.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NKE vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NKE NIKE, Inc. | -33.33% | -8.08% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.71% | 3.73% |
Correlation
The correlation between NKE and VBIL is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.07 |
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Return for Risk
NKE vs. VBIL — Risk / Return Rank
NKE
VBIL
NKE vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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 | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.03 | ||
| Sortino ratioReturn per unit of downside risk | -122.58 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 45.76 | -44.89 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 297.45 | -298.11 |
| Martin ratioReturn relative to average drawdown | -1.18 | 1,967.36 | -1,968.54 |
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Drawdowns
NKE vs. VBIL - Drawdown Comparison
The maximum NKE drawdown since its inception was -75.19%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for NKE and VBIL.
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Drawdown Indicators
| NKE | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.19% | -0.09% | -75.10% |
Max Drawdown (1Y)Largest decline over 1 year | -46.18% | -0.01% | -46.17% |
Max Drawdown (3Y)Largest decline over 3 years | -64.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -74.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.64% | — | — |
Current DrawdownCurrent decline from peak | -74.45% | 0.00% | -74.45% |
Average DrawdownAverage peak-to-trough decline | -20.96% | -0.00% | -20.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.41% | 0.00% | +25.41% |
Volatility
NKE vs. VBIL - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 11.17% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NKE | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.17% | 0.05% | +11.12% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 0.15% | +27.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.51% | 0.22% | +38.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.01% | 0.29% | +35.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.34% | 0.29% | +32.05% |
Dividends
NKE vs. VBIL - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 3.90%, more than VBIL's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | 3.90% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NKE and VBIL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NKE has higher volatility (11.17%) compared to VBIL (0.05%). In terms of maximum drawdown, NKE dropped -75.19% vs VBIL's -0.09%.
VBIL currently has the higher Sharpe Ratio (18.25 vs -0.78), 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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