TAYD vs. NKE
TAYD (Taylor Devices, Inc.) and NKE (NIKE, Inc.) are both stocks. TAYD operates in Specialty Industrial Machinery (Industrials), while NKE operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, TAYD returned 12.58%/yr vs -1.05%/yr for NKE. At a 0.06 correlation, their price movements are largely independent.
Performance
TAYD vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, TAYD achieves a -6.24% return, which is significantly higher than NKE's -31.08% return. Over the past 10 years, TAYD has outperformed NKE with an annualized return of 12.58%, while NKE has yielded a comparatively lower -1.05% annualized return.
TAYD
- 1D
- 3.36%
- 1M
- 5.48%
- YTD
- -6.24%
- 6M
- 13.01%
- 1Y
- 49.71%
- 3Y*
- 40.58%
- 5Y*
- 35.50%
- 10Y*
- 12.58%
NKE
- 1D
- 0.58%
- 1M
- -1.19%
- YTD
- -31.08%
- 6M
- -30.90%
- 1Y
- -29.27%
- 3Y*
- -24.25%
- 5Y*
- -18.65%
- 10Y*
- -1.05%
TAYD vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAYD Taylor Devices, Inc. | -6.24% | 40.46% | 88.07% | 55.95% | 29.91% | 4.33% | -0.38% | -13.71% | -9.24% | -11.71% |
NKE NIKE, Inc. | -31.08% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between TAYD and NKE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995 | 0.06 |
Fundamentals
TAYD:
$4.95
NKE:
$1.52
TAYD:
11.07
NKE:
28.43
TAYD:
3.10
NKE:
1.38
TAYD:
$37.08M
NKE:
$46.52B
TAYD:
$21.95M
NKE:
$18.99B
TAYD:
$13.00M
NKE:
$3.33B
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Return for Risk
TAYD vs. NKE — Risk / Return Rank
TAYD
NKE
TAYD vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) 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.
| TAYD | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.64 | +1.74 |
| Martin ratioReturn relative to average drawdown | 2.56 | -1.23 | +3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAYD | NKE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.77 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.52 | +1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | -0.03 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.41 | -0.27 |
Drawdowns
TAYD vs. NKE - Drawdown Comparison
The maximum TAYD drawdown since its inception was -74.52%, roughly equal to the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for TAYD and NKE.
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Drawdown Indicators
| TAYD | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.52% | -75.19% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -45.06% | -46.18% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -52.65% | -64.21% | +11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -52.65% | -74.64% | +21.99% |
Max Drawdown (10Y)Largest decline over 10 years | -66.49% | -74.64% | +8.15% |
Current DrawdownCurrent decline from peak | -39.07% | -73.59% | +34.52% |
Average DrawdownAverage peak-to-trough decline | -37.29% | -20.91% | -16.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.47% | 23.82% | -4.35% |
Volatility
TAYD vs. NKE - Volatility Comparison
Taylor Devices, Inc. (TAYD) has a higher volatility of 10.68% compared to NIKE, Inc. (NKE) at 9.43%. This indicates that TAYD'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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Volatility by Period
| TAYD | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 9.43% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 45.11% | 29.22% | +15.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.53% | 38.22% | +20.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.12% | 35.82% | +17.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.24% | 32.25% | +13.99% |
Dividends
TAYD vs. NKE - Dividend Comparison
TAYD has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 3.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | 3.77% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
TAYD Taylor Devices, 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% |
Financials
TAYD vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Taylor Devices, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TAYD and NKE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAYD has higher volatility (10.68%) compared to NKE (9.43%). In terms of maximum drawdown, TAYD dropped -74.52% vs NKE's -75.19%.
TAYD currently has the higher Sharpe Ratio (0.86 vs -0.77), 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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