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VOR vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VOR and NKE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

VOR vs. NKE - Performance Comparison

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

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-98.08%
-58.12%
VOR
NKE

Key characteristics

Sharpe Ratio

VOR:

-0.60

NKE:

-0.95

Sortino Ratio

VOR:

-0.86

NKE:

-1.19

Omega Ratio

VOR:

0.91

NKE:

0.81

Calmar Ratio

VOR:

-0.62

NKE:

-0.55

Martin Ratio

VOR:

-1.32

NKE:

-1.78

Ulcer Index

VOR:

46.85%

NKE:

21.14%

Daily Std Dev

VOR:

102.42%

NKE:

39.80%

Max Drawdown

VOR:

-98.99%

NKE:

-68.53%

Current Drawdown

VOR:

-98.67%

NKE:

-65.96%

Fundamentals

Market Cap

VOR:

$90.80M

NKE:

$85.05B

EPS

VOR:

-$1.70

NKE:

$3.01

PS Ratio

VOR:

0.00

NKE:

1.78

PB Ratio

VOR:

0.94

NKE:

6.16

Total Revenue (TTM)

VOR:

$0.00

NKE:

$47.82B

Gross Profit (TTM)

VOR:

-$900.00K

NKE:

$20.96B

EBITDA (TTM)

VOR:

-$87.14M

NKE:

$4.77B

Returns By Period

In the year-to-date period, VOR achieves a -35.14% return, which is significantly lower than NKE's -23.47% return.


VOR

YTD

-35.14%

1M

-11.12%

6M

-0.98%

1Y

-57.65%

5Y*

N/A

10Y*

N/A

NKE

YTD

-23.47%

1M

-12.35%

6M

-26.18%

1Y

-37.51%

5Y*

-7.11%

10Y*

2.65%

*Annualized

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Risk-Adjusted Performance

VOR vs. NKE — Risk-Adjusted Performance Rank

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

VOR
The Risk-Adjusted Performance Rank of VOR is 1616
Overall Rank
The Sharpe Ratio Rank of VOR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VOR is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VOR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VOR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VOR is 1515
Martin Ratio Rank

NKE
The Risk-Adjusted Performance Rank of NKE is 88
Overall Rank
The Sharpe Ratio Rank of NKE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 77
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 1717
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 33
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.

VOR vs. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vor Biopharma Inc. (VOR) 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.


The chart of Sharpe ratio for VOR, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.00
VOR: -0.60
NKE: -0.95
The chart of Sortino ratio for VOR, currently valued at -0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
VOR: -0.86
NKE: -1.19
The chart of Omega ratio for VOR, currently valued at 0.91, compared to the broader market0.501.001.502.00
VOR: 0.91
NKE: 0.81
The chart of Calmar ratio for VOR, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
VOR: -0.62
NKE: -0.55
The chart of Martin ratio for VOR, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.00
VOR: -1.32
NKE: -1.78

The current VOR Sharpe Ratio is -0.60, which is higher than the NKE Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of VOR and NKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.20NovemberDecember2025FebruaryMarchApril
-0.60
-0.95
VOR
NKE

Dividends

VOR vs. NKE - Dividend Comparison

VOR has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 2.67%.


TTM20242023202220212020201920182017201620152014
VOR
Vor Biopharma 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.
2.67%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%

Drawdowns

VOR vs. NKE - Drawdown Comparison

The maximum VOR drawdown since its inception was -98.99%, which is greater than NKE's maximum drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for VOR and NKE. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-98.67%
-65.96%
VOR
NKE

Volatility

VOR vs. NKE - Volatility Comparison

Vor Biopharma Inc. (VOR) has a higher volatility of 27.97% compared to NIKE, Inc. (NKE) at 23.28%. This indicates that VOR'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
27.97%
23.28%
VOR
NKE

Financials

VOR vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Vor Biopharma 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items