UAA vs. NKE
Compare and contrast key facts about Under Armour, Inc. (UAA) and NIKE, Inc. (NKE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UAA or NKE.
Key characteristics
| UAA | NKE | |
|---|---|---|
| YTD Return | 10.13% | -29.26% |
| 1Y Return | 34.82% | -27.98% |
| 3Y Return (Ann) | -26.93% | -23.24% |
| 5Y Return (Ann) | -11.25% | -2.25% |
| 10Y Return (Ann) | -12.16% | 6.01% |
| Sharpe Ratio | 0.56 | -0.87 |
| Sortino Ratio | 1.30 | -0.99 |
| Omega Ratio | 1.17 | 0.83 |
| Calmar Ratio | 0.35 | -0.50 |
| Martin Ratio | 1.54 | -1.14 |
| Ulcer Index | 19.72% | 25.96% |
| Daily Std Dev | 54.60% | 33.94% |
| Max Drawdown | -88.15% | -64.43% |
| Current Drawdown | -82.00% | -55.63% |
Fundamentals
| UAA | NKE | |
|---|---|---|
| Market Cap | $3.99B | $112.95B |
| EPS | -$0.04 | $3.49 |
| PEG Ratio | 2.72 | 3.84 |
| Total Revenue (TTM) | $4.00B | $50.01B |
| Gross Profit (TTM) | $1.83B | $22.42B |
| EBITDA (TTM) | -$107.34M | $6.86B |
Correlation
The correlation between UAA and NKE is 0.54, 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.
Performance
UAA vs. NKE - Performance Comparison
In the year-to-date period, UAA achieves a 10.13% return, which is significantly higher than NKE's -29.26% return. Over the past 10 years, UAA has underperformed NKE with an annualized return of -12.16%, while NKE has yielded a comparatively higher 6.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UAA vs. NKE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) 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.
Dividends
UAA vs. NKE - Dividend Comparison
UAA has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 1.95%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UAA Under Armour, 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. | 1.95% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
Drawdowns
UAA vs. NKE - Drawdown Comparison
The maximum UAA drawdown since its inception was -88.15%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for UAA and NKE. For additional features, visit the drawdowns tool.
Volatility
UAA vs. NKE - Volatility Comparison
Under Armour, Inc. (UAA) has a higher volatility of 30.73% compared to NIKE, Inc. (NKE) at 6.07%. This indicates that UAA'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.
Financials
UAA vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Under Armour, 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