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

Correlation

The correlation between PTON and NKE is 0.60, 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.

PTON vs. NKE

Last updated Jun 2, 2025

Compare and contrast key facts about Peloton Interactive, Inc. (PTON) and NIKE, Inc. (NKE).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTON or NKE.

Performance

PTON vs. NKE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PTON:

1.21

NKE:

-0.86

Sortino Ratio

PTON:

2.54

NKE:

-0.93

Omega Ratio

PTON:

1.29

NKE:

0.85

Calmar Ratio

PTON:

1.40

NKE:

-0.48

Martin Ratio

PTON:

6.02

NKE:

-1.35

Ulcer Index

PTON:

22.84%

NKE:

24.18%

Daily Std Dev

PTON:

87.85%

NKE:

41.21%

Max Drawdown

PTON:

-98.28%

NKE:

-75.58%

Current Drawdown

PTON:

-95.76%

NKE:

-64.21%

Fundamentals

Market Cap

PTON:

$2.83B

NKE:

$89.43B

EPS

PTON:

-$0.43

NKE:

$3.01

PS Ratio

PTON:

1.12

NKE:

1.87

PB Ratio

PTON:

16.00

NKE:

6.38

Total Revenue (TTM)

PTON:

$2.53B

NKE:

$35.21B

Gross Profit (TTM)

PTON:

$1.24B

NKE:

$15.32B

EBITDA (TTM)

PTON:

$58.70M

NKE:

$3.02B

Returns By Period

In the year-to-date period, PTON achieves a -18.39% return, which is significantly higher than NKE's -19.52% return.

PTON

YTD

-18.39%

1M

4.11%

6M

-31.33%

1Y

95.05%

3Y*

-20.18%

5Y*

-29.98%

10Y*

N/A

NKE

YTD

-19.52%

1M

3.41%

6M

-22.30%

1Y

-35.06%

3Y*

-19.49%

5Y*

-9.22%

10Y*

2.91%

*Annualized

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Peloton Interactive, Inc.

NIKE, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PTON vs. NKE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PTON
The Risk-Adjusted Performance Rank of PTON is 8888
Overall Rank
The Sharpe Ratio Rank of PTON is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PTON is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PTON is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PTON is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PTON is 8888
Martin Ratio Rank
NKE
The Risk-Adjusted Performance Rank of NKE is 1212
Overall Rank
The Sharpe Ratio Rank of NKE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 1010
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTON vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) 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.

The current PTON Sharpe Ratio is 1.21, which is higher than the NKE Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of PTON 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PTON vs. NKE - Dividend Comparison

PTON has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 3.20%.

TTM20242023202220212020201920182017201620152014
PTON
Peloton Interactive, Inc.		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.		3.20%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

PTON vs. NKE - Drawdown Comparison

The maximum PTON drawdown since its inception was -98.28%, which is greater than NKE's maximum drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for PTON and NKE.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PTON vs. NKE - Volatility Comparison

Peloton Interactive, Inc. (PTON) has a higher volatility of 20.68% compared to NIKE, Inc. (NKE) at 11.78%. This indicates that PTON'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.

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Financials

PTON vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Peloton Interactive, Inc. 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

0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
624.00M
11.27B
(PTON) Total Revenue
(NKE) Total Revenue
Values in USD except per share items

PTON vs. NKE - Profitability Comparison

The chart below illustrates the profitability comparison between Peloton Interactive, Inc. and NIKE, 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%10.0%20.0%30.0%40.0%50.0%20212022202320242025
51.0%
41.5%
(PTON) Gross Margin
(NKE) Gross Margin
PTON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Peloton Interactive, Inc. reported a gross profit of 318.10M and revenue of 624.00M. Therefore, the gross margin over that period was 51.0%.

NKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, NIKE, Inc. reported a gross profit of 4.68B and revenue of 11.27B. Therefore, the gross margin over that period was 41.5%.

PTON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Peloton Interactive, Inc. reported an operating income of -32.40M and revenue of 624.00M, resulting in an operating margin of -5.2%.

NKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, NIKE, Inc. reported an operating income of 788.00M and revenue of 11.27B, resulting in an operating margin of 7.0%.

PTON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Peloton Interactive, Inc. reported a net income of -47.70M and revenue of 624.00M, resulting in a net margin of -7.6%.

NKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, NIKE, Inc. reported a net income of 794.00M and revenue of 11.27B, resulting in a net margin of 7.1%.