PortfoliosLab logoPortfoliosLab logo
USD=X vs. NKE
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. NKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and NIKE, Inc. (NKE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. NKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.
-31.08%-13.83%-29.11%-6.01%-29.04%18.70%40.97%38.09%19.87%24.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. NKE — Risk / Return Rank

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

USD=X

NKE
NKE Risk / Return Rank: 1313
Overall Rank
NKE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NKE Sortino Ratio Rank: 1212
Sortino Ratio Rank
NKE Omega Ratio Rank: 1212
Omega Ratio Rank
NKE Calmar Ratio Rank: 1818
Calmar Ratio Rank
NKE Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. NKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. NKE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XNKEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

Drawdowns

USD=X vs. NKE - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for USD=X and NKE.


Loading charts...

Drawdown Indicators


USD=XNKEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-75.19%

+75.19%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-46.18%

+46.18%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-64.21%

+64.21%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-74.64%

+74.64%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-74.64%

+74.64%

Current Drawdown

Current decline from peak

0.00%

-73.59%

+73.59%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.91%

+20.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

23.82%

-23.82%

Volatility

USD=X vs. NKE - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while NIKE, Inc. (NKE) has a volatility of 9.43%. This indicates that USD=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.


Loading charts...

Volatility by Period


USD=XNKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

9.43%

-9.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

29.22%

-29.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

38.22%

-38.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

35.82%

-35.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

32.25%

-32.25%

Frequently Asked Questions


NKE has higher volatility (9.43%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs NKE's -75.19%.

Portfolio Optimizer

Find the right allocation for USD=X and NKE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer