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UAA vs. NOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UAA and NOK is 0.55, 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. NOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Under Armour, Inc. (UAA) and Nokia Corporation (NOK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UAA:

-0.06

NOK:

1.23

Sortino Ratio

UAA:

0.42

NOK:

1.75

Omega Ratio

UAA:

1.05

NOK:

1.24

Calmar Ratio

UAA:

-0.02

NOK:

0.43

Martin Ratio

UAA:

-0.07

NOK:

5.81

Ulcer Index

UAA:

26.33%

NOK:

6.53%

Daily Std Dev

UAA:

60.85%

NOK:

31.69%

Max Drawdown

UAA:

-90.81%

NOK:

-95.97%

Current Drawdown

UAA:

-87.52%

NOK:

-82.43%

Fundamentals

Market Cap

UAA:

$2.79B

NOK:

$28.83B

EPS

UAA:

-$0.47

NOK:

$0.25

PEG Ratio

UAA:

2.23

NOK:

1.78

PS Ratio

UAA:

0.54

NOK:

1.50

PB Ratio

UAA:

1.51

NOK:

1.23

Total Revenue (TTM)

UAA:

$5.16B

NOK:

$19.17B

Gross Profit (TTM)

UAA:

$1.92B

NOK:

$14.06B

EBITDA (TTM)

UAA:

-$14.11M

NOK:

$2.44B

Returns By Period

In the year-to-date period, UAA achieves a -18.96% return, which is significantly lower than NOK's 18.63% return. Over the past 10 years, UAA has underperformed NOK with an annualized return of -16.40%, while NOK has yielded a comparatively higher -0.93% annualized return.


UAA

YTD

-18.96%

1M

17.31%

6M

-30.90%

1Y

-3.45%

3Y*

-14.08%

5Y*

-5.17%

10Y*

-16.40%

NOK

YTD

18.63%

1M

5.57%

6M

25.13%

1Y

38.64%

3Y*

4.76%

5Y*

7.93%

10Y*

-0.93%

*Annualized

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Under Armour, Inc.

Nokia Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UAA vs. NOK — Risk-Adjusted Performance Rank

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

UAA
The Risk-Adjusted Performance Rank of UAA is 4848
Overall Rank
The Sharpe Ratio Rank of UAA is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of UAA is 4747
Sortino Ratio Rank
The Omega Ratio Rank of UAA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of UAA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of UAA is 4848
Martin Ratio Rank

NOK
The Risk-Adjusted Performance Rank of NOK is 8181
Overall Rank
The Sharpe Ratio Rank of NOK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8181
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 8888
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.

UAA vs. NOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) and Nokia Corporation (NOK). 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.


The current UAA Sharpe Ratio is -0.06, which is lower than the NOK Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UAA and NOK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

UAA vs. NOK - Dividend Comparison

UAA has not paid dividends to shareholders, while NOK's dividend yield for the trailing twelve months is around 2.74%.


TTM20242023202220212020201920182017201620152014
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%
NOK
Nokia Corporation
2.74%3.21%3.54%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%

Drawdowns

UAA vs. NOK - Drawdown Comparison

The maximum UAA drawdown since its inception was -90.81%, smaller than the maximum NOK drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for UAA and NOK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UAA vs. NOK - Volatility Comparison

Under Armour, Inc. (UAA) has a higher volatility of 12.32% compared to Nokia Corporation (NOK) at 5.24%. This indicates that UAA's price experiences larger fluctuations and is considered to be riskier than NOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

UAA vs. NOK - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. and Nokia Corporation. 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
1.18B
4.39B
(UAA) Total Revenue
(NOK) Total Revenue
Values in USD except per share items