NKE vs. VYM
Compare and contrast key facts about NIKE, Inc. (NKE) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NKE or VYM.
Performance
NKE vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, NKE achieves a -30.19% return, which is significantly lower than VYM's 20.15% return. Over the past 10 years, NKE has underperformed VYM with an annualized return of 5.60%, while VYM has yielded a comparatively higher 9.92% annualized return.
NKE
-30.19%
-9.68%
-17.70%
-28.23%
-3.20%
5.60%
VYM
20.15%
-0.05%
10.35%
28.68%
11.13%
9.92%
Key characteristics
| NKE | VYM | |
|---|---|---|
| Sharpe Ratio | -0.87 | 2.79 |
| Sortino Ratio | -0.98 | 3.95 |
| Omega Ratio | 0.83 | 1.51 |
| Calmar Ratio | -0.50 | 5.67 |
| Martin Ratio | -1.10 | 17.98 |
| Ulcer Index | 26.58% | 1.64% |
| Daily Std Dev | 33.90% | 10.56% |
| Max Drawdown | -64.43% | -56.98% |
| Current Drawdown | -56.21% | -1.08% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between NKE and VYM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NKE vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
NKE vs. VYM - Dividend Comparison
NKE's dividend yield for the trailing twelve months is around 1.98%, less than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | 1.98% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
NKE vs. VYM - Drawdown Comparison
The maximum NKE drawdown since its inception was -64.43%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for NKE and VYM. For additional features, visit the drawdowns tool.
Volatility
NKE vs. VYM - Volatility Comparison
NIKE, Inc. (NKE) has a higher volatility of 6.14% compared to Vanguard High Dividend Yield ETF (VYM) at 3.84%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.