TWDUSD=X vs. NKE
TWDUSD=X (TWD/USD) is a currency, while NKE (NIKE, Inc.) is a stock. Over the past 10 years, TWDUSD=X returned -0.21%/yr vs -1.37%/yr for NKE. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
TWDUSD=X vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, TWDUSD=X achieves a -2.99% return, which is significantly higher than NKE's -33.51% return. Over the past 10 years, TWDUSD=X has outperformed NKE with an annualized return of -0.21%, while NKE has yielded a comparatively lower -1.37% annualized return.
TWDUSD=X
- 1D
- -0.01%
- 1M
- -1.38%
- 6M
- -2.20%
- YTD
- -2.99%
- 1Y
- -8.15%
- 3Y*
- -0.86%
- 5Y*
- -2.86%
- 10Y*
- -0.21%
- ALL TIME*
- 0.12%
NKE
- 1D
- -1.37%
- 1M
- -5.40%
- 6M
- -31.46%
- YTD
- -33.51%
- 1Y
- -42.57%
- 3Y*
- -25.96%
- 5Y*
- -23.01%
- 10Y*
- -1.37%
- ALL TIME*
- 13.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NKE NIKE, Inc. | $770.61M | $804.55M | $1.00B |
TWDUSD=X TWD/USD | $0.19 | $62.71 | $179.08 |
TWDUSD=X vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -2.99% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
NKE NIKE, Inc. | -33.51% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between TWDUSD=X and NKE is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2007 | 0.13 |
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Return for Risk
TWDUSD=X vs. NKE — Risk / Return Rank
TWDUSD=X
NKE
TWDUSD=X vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=X) 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.
| TWDUSD=X | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.78 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.91 | +0.19 |
| Martin ratioReturn relative to average drawdown | -1.11 | -1.47 | +0.35 |
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Drawdowns
TWDUSD=X vs. NKE - Drawdown Comparison
The maximum TWDUSD=X drawdown since its inception was -17.28%, smaller than the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and NKE.
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Drawdown Indicators
| TWDUSD=X | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.28% | -75.19% | +57.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -47.12% | +38.73% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -64.87% | +54.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | -75.10% | +57.82% |
Max Drawdown (10Y)Largest decline over 10 years | -17.28% | -75.10% | +57.82% |
Current DrawdownCurrent decline from peak | -14.91% | -74.52% | +59.61% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -21.08% | +14.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 29.10% | -25.70% |
Volatility
TWDUSD=X vs. NKE - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.08%, while NIKE, Inc. (NKE) has a volatility of 9.03%. This indicates that TWDUSD=X experiences smaller price fluctuations and is considered to be less risky 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
| TWDUSD=X | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 9.03% | -7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 27.78% | -24.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.08% | 35.45% | -30.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 35.54% | -29.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.55% | 32.44% | -26.89% |
Frequently Asked Questions
TWDUSD=X and NKE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NKE has higher volatility (9.03%) compared to TWDUSD=X (1.08%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs NKE's -75.19%.
TWDUSD=X currently has the higher Sharpe Ratio (-1.19 vs -1.21), 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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