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WING vs. NKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WING vs. NKE - Performance Comparison

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

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Returns By Period

In the year-to-date period, WING achieves a -45.50% return, which is significantly lower than NKE's -33.51% return. Over the past 10 years, WING has outperformed NKE with an annualized return of 19.66%, while NKE has yielded a comparatively lower -1.37% annualized return.


WING

1D
-3.61%
1M
-27.25%
6M
-51.03%
YTD
-45.50%
1Y
-64.06%
3Y*
-7.99%
5Y*
-4.34%
10Y*
19.66%
ALL TIME*
16.92%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$770.61M$804.55M$1.00B
$191.88M$179.88M$185.87M

WING vs. NKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WING
Wingstop Inc.
-45.50%-15.72%11.06%87.26%-17.05%30.91%60.40%34.99%77.28%32.26%
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 WING and NKE is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (10Y)
Provides a long-term view across more market conditions.

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.27

The correlation between WING and NKE shifts across timeframes, from 0.19 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WING:

$3.53B

NKE:

$61.72B

EPS

WING:

$4.21

NKE:

$2.10

PE Ratio

WING:

30.76

NKE:

19.87

PS Ratio

WING:

4.97

NKE:

1.33

Total Revenue (TTM)

WING:

$720.72M

NKE:

$46.40B

Gross Profit (TTM)

WING:

$527.03M

NKE:

$19.91B

EBITDA (TTM)

WING:

$227.28M

NKE:

$3.21B

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Return for Risk

WING vs. NKE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WING
WING Risk / Return Rank: 33
Overall Rank
WING Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WING Sortino Ratio Rank: 22
Sortino Ratio Rank
WING Omega Ratio Rank: 55
Omega Ratio Rank
WING Calmar Ratio Rank: 33
Calmar Ratio Rank
WING Martin Ratio Rank: 44
Martin Ratio Rank

NKE
NKE Risk / Return Rank: 55
Overall Rank
NKE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NKE Sortino Ratio Rank: 44
Sortino Ratio Rank
NKE Omega Ratio Rank: 44
Omega Ratio Rank
NKE Calmar Ratio Rank: 77
Calmar Ratio Rank
NKE Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WING vs. NKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) 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.


WINGNKEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

0.78

0.78

0.00

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.91

-0.07

Martin ratioReturn relative to average drawdown

-1.58

-1.47

-0.12

WING vs. NKE - Sharpe Ratio Comparison

The current WING Sharpe Ratio is -1.11, which is comparable to the NKE Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of WING and NKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WING vs. NKE - Drawdown Comparison

The maximum WING drawdown since its inception was -72.06%, roughly equal to the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for WING and NKE.


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Drawdown Indicators


WINGNKEDifference

Max Drawdown

Largest peak-to-trough decline

-72.06%

-75.19%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-67.06%

-47.12%

-19.94%

Max Drawdown (3Y)

Largest decline over 3 years

-72.06%

-64.87%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-72.06%

-75.10%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-72.06%

-75.10%

+3.04%

Current Drawdown

Current decline from peak

-69.51%

-74.52%

+5.01%

Average Drawdown

Average peak-to-trough decline

-17.68%

-21.08%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.35%

29.10%

+14.25%

Volatility

WING vs. NKE - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 12.24% compared to NIKE, Inc. (NKE) at 9.03%. This indicates that WING'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.


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Volatility by Period


WINGNKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.24%

9.03%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

47.39%

27.78%

+19.61%

Volatility (1Y)

Calculated over the trailing 1-year period

59.17%

35.45%

+23.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.50%

35.54%

+15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.47%

32.44%

+14.03%

Dividends

WING vs. NKE - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.93%, less than NKE's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
NKE
NIKE, Inc.
3.91%2.53%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%
WING
Wingstop Inc.
0.93%0.48%0.34%0.32%3.43%0.36%4.15%0.46%5.44%0.36%9.80%0.00%

Financials

WING vs. NKE - Financials Comparison

This section allows you to compare key financial metrics between Wingstop 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

WING vs. NKE - Profitability Comparison

The chart below illustrates the profitability comparison between Wingstop Inc. and NIKE, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

WING - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Wingstop Inc. reported a gross profit of 84.87M and revenue of 185.56M. Therefore, the gross margin over that period was 45.7%.

NKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, NIKE, Inc. reported a gross profit of 5.39B and revenue of 10.97B. Therefore, the gross margin over that period was 49.2%.

WING - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Wingstop Inc. reported an operating income of 54.63M and revenue of 185.56M, resulting in an operating margin of 29.4%.

NKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, NIKE, Inc. reported an operating income of 1.31B and revenue of 10.97B, resulting in an operating margin of 12.0%.

WING - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Wingstop Inc. reported a net income of 31.29M and revenue of 185.56M, resulting in a net margin of 16.9%.

NKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, NIKE, Inc. reported a net income of 1.07B and revenue of 10.97B, resulting in a net margin of 9.7%.


Frequently Asked Questions


WING and NKE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WING has higher volatility (12.24%) compared to NKE (9.03%). In terms of maximum drawdown, WING dropped -72.06% vs NKE's -75.19%.

WING currently has the higher Sharpe Ratio (-1.11 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.

Portfolio Optimizer

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