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ONON vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ONON and NKE is 0.54, 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.


-0.50.00.51.00.5

Performance

ONON vs. NKE - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
63.26%
-49.16%
ONON
NKE

Key characteristics

Sharpe Ratio

ONON:

2.13

NKE:

-1.04

Sortino Ratio

ONON:

3.04

NKE:

-1.28

Omega Ratio

ONON:

1.35

NKE:

0.79

Calmar Ratio

ONON:

1.91

NKE:

-0.61

Martin Ratio

ONON:

14.15

NKE:

-1.24

Ulcer Index

ONON:

6.66%

NKE:

28.64%

Daily Std Dev

ONON:

44.27%

NKE:

34.03%

Max Drawdown

ONON:

-68.90%

NKE:

-64.43%

Current Drawdown

ONON:

-4.03%

NKE:

-54.78%

Fundamentals

Market Cap

ONON:

$18.31B

NKE:

$116.10B

EPS

ONON:

$0.44

NKE:

$3.49

PE Ratio

ONON:

128.73

NKE:

22.35

Total Revenue (TTM)

ONON:

$2.15B

NKE:

$36.62B

Gross Profit (TTM)

ONON:

$1.30B

NKE:

$16.45B

EBITDA (TTM)

ONON:

$239.80M

NKE:

$4.85B

Returns By Period

In the year-to-date period, ONON achieves a 111.87% return, which is significantly higher than NKE's -27.91% return.


ONON

YTD

111.87%

1M

6.33%

6M

43.86%

1Y

96.29%

5Y*

N/A

10Y*

N/A

NKE

YTD

-27.91%

1M

5.42%

6M

-20.06%

1Y

-36.12%

5Y*

-4.01%

10Y*

6.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ONON vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for On Holding AG (ONON) and NIKE, Inc. (NKE). 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.


Sharpe ratio
The chart of Sharpe ratio for ONON, currently valued at 2.13, compared to the broader market-4.00-2.000.002.002.13-1.04
The chart of Sortino ratio for ONON, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04-1.28
The chart of Omega ratio for ONON, currently valued at 1.35, compared to the broader market0.501.001.502.001.350.79
The chart of Calmar ratio for ONON, currently valued at 1.91, compared to the broader market0.002.004.006.001.91-0.61
The chart of Martin ratio for ONON, currently valued at 14.15, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.15-1.24
ONON
NKE

The current ONON Sharpe Ratio is 2.13, which is higher than the NKE Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ONON and NKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
2.13
-1.04
ONON
NKE

Dividends

ONON vs. NKE - Dividend Comparison

ONON has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 1.96%.


TTM20232022202120202019201820172016201520142013
ONON
On Holding AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.
1.96%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%

Drawdowns

ONON vs. NKE - Drawdown Comparison

The maximum ONON drawdown since its inception was -68.90%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for ONON and NKE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.03%
-54.78%
ONON
NKE

Volatility

ONON vs. NKE - Volatility Comparison

On Holding AG (ONON) has a higher volatility of 11.50% compared to NIKE, Inc. (NKE) at 6.69%. This indicates that ONON's price experiences larger fluctuations and is considered to be riskier than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.50%
6.69%
ONON
NKE

Financials

ONON vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between On Holding AG and NIKE, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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