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

Correlation

The correlation between SKX and NKE is 0.41, 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.


-0.50.00.51.00.4

Performance

SKX vs. NKE - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
7.79%
-0.80%
SKX
NKE

Key characteristics

Sharpe Ratio

SKX:

0.32

NKE:

-0.91

Sortino Ratio

SKX:

0.66

NKE:

-1.07

Omega Ratio

SKX:

1.09

NKE:

0.82

Calmar Ratio

SKX:

0.50

NKE:

-0.49

Martin Ratio

SKX:

0.99

NKE:

-1.38

Ulcer Index

SKX:

10.36%

NKE:

20.97%

Daily Std Dev

SKX:

32.42%

NKE:

31.74%

Max Drawdown

SKX:

-86.73%

NKE:

-64.43%

Current Drawdown

SKX:

-6.93%

NKE:

-58.20%

Fundamentals

Market Cap

SKX:

$10.50B

NKE:

$105.12B

EPS

SKX:

$4.06

NKE:

$3.24

PE Ratio

SKX:

17.14

NKE:

21.94

PEG Ratio

SKX:

1.19

NKE:

4.84

Total Revenue (TTM)

SKX:

$6.76B

NKE:

$48.98B

Gross Profit (TTM)

SKX:

$3.49B

NKE:

$21.84B

EBITDA (TTM)

SKX:

$838.41M

NKE:

$5.91B

Returns By Period

In the year-to-date period, SKX achieves a 3.12% return, which is significantly higher than NKE's -6.03% return. Over the past 10 years, SKX has outperformed NKE with an annualized return of 13.82%, while NKE has yielded a comparatively lower 5.56% annualized return.


SKX

YTD

3.12%

1M

1.54%

6M

7.79%

1Y

9.91%

5Y*

10.64%

10Y*

13.82%

NKE

YTD

-6.03%

1M

-8.83%

6M

-0.80%

1Y

-28.25%

5Y*

-6.36%

10Y*

5.56%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SKX vs. NKE — Risk-Adjusted Performance Rank

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

SKX
The Risk-Adjusted Performance Rank of SKX is 5858
Overall Rank
The Sharpe Ratio Rank of SKX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 5858
Martin Ratio Rank

NKE
The Risk-Adjusted Performance Rank of NKE is 1010
Overall Rank
The Sharpe Ratio Rank of NKE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 77
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 99
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.

SKX vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) 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 SKX, currently valued at 0.32, compared to the broader market-2.000.002.004.000.32-0.91
The chart of Sortino ratio for SKX, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.66-1.07
The chart of Omega ratio for SKX, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.82
The chart of Calmar ratio for SKX, currently valued at 0.50, compared to the broader market0.002.004.006.000.50-0.49
The chart of Martin ratio for SKX, currently valued at 0.99, compared to the broader market-10.000.0010.0020.0030.000.99-1.38
SKX
NKE

The current SKX Sharpe Ratio is 0.32, which is higher than the NKE Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SKX 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.32
-0.91
SKX
NKE

Dividends

SKX vs. NKE - Dividend Comparison

SKX has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 2.12%.


TTM20242023202220212020201920182017201620152014
SKX
Skechers U.S.A., 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.
2.12%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

SKX vs. NKE - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for SKX and NKE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.93%
-58.20%
SKX
NKE

Volatility

SKX vs. NKE - Volatility Comparison

Skechers U.S.A., Inc. (SKX) has a higher volatility of 6.87% compared to NIKE, Inc. (NKE) at 4.90%. This indicates that SKX'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%AugustSeptemberOctoberNovemberDecember2025
6.87%
4.90%
SKX
NKE

Financials

SKX vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Skechers U.S.A., 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


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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