TRU vs. NKE
TRU (TransUnion) and NKE (NIKE, Inc.) are both stocks. TRU operates in Consulting Services (Industrials), while NKE operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, TRU returned 7.58%/yr vs -0.59%/yr for NKE. At a 0.41 correlation, their price movements are largely independent.
Performance
TRU vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, TRU achieves a -24.60% return, which is significantly higher than NKE's -31.15% return. Over the past 10 years, TRU has outperformed NKE with an annualized return of 7.58%, while NKE has yielded a comparatively lower -0.59% annualized return.
TRU
- 1D
- -0.26%
- 1M
- -8.66%
- YTD
- -24.60%
- 6M
- -26.51%
- 1Y
- -23.84%
- 3Y*
- -4.07%
- 5Y*
- -9.61%
- 10Y*
- 7.58%
NKE
- 1D
- -4.45%
- 1M
- -2.45%
- YTD
- -31.15%
- 6M
- -23.34%
- 1Y
- -25.78%
- 3Y*
- -25.12%
- 5Y*
- -18.82%
- 10Y*
- -0.59%
TRU vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRU TransUnion | -24.60% | -7.01% | 35.59% | 21.85% | -51.90% | 19.91% | 16.30% | 51.34% | 3.69% | 77.69% |
NKE NIKE, Inc. | -31.15% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between TRU and NKE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2015 | 0.41 |
The correlation between TRU and NKE shifts across timeframes, from 0.31 (3 years) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TRU:
$12.54B
NKE:
$63.94B
TRU:
$3.59
NKE:
$1.52
TRU:
17.92
NKE:
28.41
TRU:
2.67
NKE:
1.37
TRU:
2.64
NKE:
4.54
TRU:
$4.73B
NKE:
$46.52B
TRU:
$2.49B
NKE:
$18.99B
TRU:
$1.46B
NKE:
$3.33B
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Return for Risk
TRU vs. NKE — Risk / Return Rank
TRU
NKE
TRU vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransUnion (TRU) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRU | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.89 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.56 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.03 | -0.14 |
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Drawdowns
TRU vs. NKE - Drawdown Comparison
The maximum TRU drawdown since its inception was -64.92%, smaller than the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for TRU and NKE.
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Drawdown Indicators
| TRU | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -75.19% | +10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -34.66% | -46.18% | +11.52% |
Max Drawdown (3Y)Largest decline over 3 years | -47.27% | -64.21% | +16.94% |
Max Drawdown (5Y)Largest decline over 5 years | -64.92% | -74.64% | +9.72% |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | -74.64% | +9.72% |
Current DrawdownCurrent decline from peak | -46.98% | -73.61% | +26.63% |
Average DrawdownAverage peak-to-trough decline | -18.43% | -20.95% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.36% | 25.09% | -4.73% |
Volatility
TRU vs. NKE - Volatility Comparison
TransUnion (TRU) has a higher volatility of 11.86% compared to NIKE, Inc. (NKE) at 11.01%. This indicates that TRU'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
| TRU | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 11.01% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 30.99% | 29.66% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.74% | 38.57% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.66% | 35.99% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.78% | 32.35% | +2.43% |
Dividends
TRU vs. NKE - Dividend Comparison
TRU's dividend yield for the trailing twelve months is around 0.74%, less than NKE's 3.77% yield.
| 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% |
TRU TransUnion | 0.74% | 0.54% | 0.45% | 0.61% | 0.70% | 0.30% | 0.30% | 0.35% | 0.40% | 0.00% | 0.00% | 0.00% |
Financials
TRU vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between TransUnion 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
TRU vs. NKE - Profitability Comparison
TRU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransUnion reported a gross profit of 726.20M and revenue of 1.25B. Therefore, the gross margin over that period was 58.3%.
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%.
TRU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransUnion reported an operating income of 244.80M and revenue of 1.25B, resulting in an operating margin of 19.7%.
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%.
TRU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransUnion reported a net income of 397.20M and revenue of 1.25B, resulting in a net margin of 31.9%.
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%.
Frequently Asked Questions
TRU and NKE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRU has higher volatility (11.86%) compared to NKE (11.01%). In terms of maximum drawdown, TRU dropped -64.92% vs NKE's -75.19%.
TRU currently has the higher Sharpe Ratio (-0.60 vs -0.67), 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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