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NKE vs. WING
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NKE vs. WING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NIKE, Inc. (NKE) and Wingstop Inc. (WING). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NKE achieves a -30.46% return, which is significantly higher than WING's -39.19% return. Over the past 10 years, NKE has underperformed WING with an annualized return of -0.81%, while WING has yielded a comparatively higher 21.19% annualized return.


NKE

1D
-0.43%
1M
2.21%
YTD
-30.46%
6M
-32.56%
1Y
-28.60%
3Y*
-23.86%
5Y*
-18.74%
10Y*
-0.81%

WING

1D
0.30%
1M
-1.29%
YTD
-39.19%
6M
-44.83%
1Y
-60.24%
3Y*
-10.43%
5Y*
2.13%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NKE vs. WING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NKE
NIKE, Inc.
-30.46%-13.83%-29.11%-6.01%-29.04%18.70%40.97%38.09%19.87%24.70%
WING
Wingstop Inc.
-39.19%-15.72%11.06%87.26%-17.05%30.91%60.40%34.99%77.28%32.26%

Correlation

The correlation between NKE and WING is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2015

0.28

The correlation between NKE and WING shifts across timeframes, from 0.19 (3 years) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NKE:

$64.58B

WING:

$3.99B

EPS

NKE:

$1.52

WING:

$4.02

PE Ratio

NKE:

28.69

WING:

35.95

PS Ratio

NKE:

1.39

WING:

5.67

Total Revenue (TTM)

NKE:

$46.52B

WING:

$709.48M

Gross Profit (TTM)

NKE:

$18.99B

WING:

$315.08M

EBITDA (TTM)

NKE:

$3.33B

WING:

$217.85M

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Return for Risk

NKE vs. WING — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NKE
NKE Risk / Return Rank: 1414
Overall Rank
NKE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NKE Sortino Ratio Rank: 1212
Sortino Ratio Rank
NKE Omega Ratio Rank: 1212
Omega Ratio Rank
NKE Calmar Ratio Rank: 2020
Calmar Ratio Rank
NKE Martin Ratio Rank: 1414
Martin Ratio Rank

WING
WING Risk / Return Rank: 55
Overall Rank
WING Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WING Sortino Ratio Rank: 33
Sortino Ratio Rank
WING Omega Ratio Rank: 66
Omega Ratio Rank
WING Calmar Ratio Rank: 77
Calmar Ratio Rank
WING Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NKE vs. WING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) and Wingstop Inc. (WING). 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.


NKEWINGDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

0.88

0.81

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.88

+0.26

Martin ratioReturn relative to average drawdown

-1.22

-1.62

+0.40

NKE vs. WING - Sharpe Ratio Comparison

The current NKE Sharpe Ratio is -0.75, which is comparable to the WING Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of NKE and WING, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NKEWINGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.96

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.04

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.46

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Drawdowns

NKE vs. WING - Drawdown Comparison

The maximum NKE drawdown since its inception was -75.19%, roughly equal to the maximum WING drawdown of -72.06%. Use the drawdown chart below to compare losses from any high point for NKE and WING.


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Drawdown Indicators


NKEWINGDifference

Max Drawdown

Largest peak-to-trough decline

-75.19%

-72.06%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-46.18%

-68.71%

+22.53%

Max Drawdown (3Y)

Largest decline over 3 years

-64.21%

-72.06%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-74.64%

-72.06%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-74.64%

-72.06%

-2.58%

Current Drawdown

Current decline from peak

-73.35%

-65.98%

-7.37%

Average Drawdown

Average peak-to-trough decline

-20.90%

-17.03%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.49%

37.31%

-13.82%

Volatility

NKE vs. WING - Volatility Comparison

The current volatility for NIKE, Inc. (NKE) is 9.56%, while Wingstop Inc. (WING) has a volatility of 18.68%. This indicates that NKE experiences smaller price fluctuations and is considered to be less risky than WING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NKEWINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

18.68%

-9.12%

Volatility (6M)

Calculated over the trailing 6-month period

29.22%

45.25%

-16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

38.12%

62.95%

-24.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

50.88%

-15.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

46.10%

-13.86%

Dividends

NKE vs. WING - Dividend Comparison

NKE's dividend yield for the trailing twelve months is around 3.74%, more than WING's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
NKE
NIKE, Inc.
3.74%2.53%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%
WING
Wingstop Inc.
0.83%0.48%0.34%0.32%3.43%0.36%4.15%0.46%5.44%0.36%9.80%0.00%

Financials

NKE vs. WING - Financials Comparison

This section allows you to compare key financial metrics between NIKE, Inc. and Wingstop 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
11.28B
183.73M
(NKE) Total Revenue
(WING) Total Revenue
Values in USD except per share items

NKE vs. WING - Profitability Comparison

The chart below illustrates the profitability comparison between NIKE, Inc. and Wingstop Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
40.2%
0
Portfolio components
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%.

WING - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wingstop Inc. reported a gross profit of 0.00 and revenue of 183.73M. Therefore, the gross margin over that period was 0.0%.

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%.

WING - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wingstop Inc. reported an operating income of 50.41M and revenue of 183.73M, resulting in an operating margin of 27.4%.

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%.

WING - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wingstop Inc. reported a net income of 29.88M and revenue of 183.73M, resulting in a net margin of 16.3%.


Frequently Asked Questions


NKE and WING have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WING has higher volatility (18.68%) compared to NKE (9.56%). In terms of maximum drawdown, NKE dropped -75.19% vs WING's -72.06%.

NKE currently has the higher Sharpe Ratio (-0.75 vs -0.96), 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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