NIKE, Inc. (NKE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NIKE, Inc. (NKE): 1Y return -38.1%, Sharpe ratio -1.16, volatility 34.7%, max drawdown -47.2%. A Stock in the Equity asset class. Compare NKE with other assets and invest through your own broker with pfolio.
NIKE, Inc. (NKE) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
NKE Performance
- MTD
- Return: 6.6%, Sharpe: 4.98, Volatility: 37.3%, Max Drawdown: -3.0%
- YTD
- Return: -30.2%, Sharpe: -1.61, Volatility: 36.6%, Max Drawdown: -37.6%
- 1Y
- Return: -38.1%, Sharpe: -1.16, Volatility: 34.7%, Max Drawdown: -47.2%
- 5Y
- Return: -70.6%, Sharpe: -0.50, Volatility: 34.8%, Max Drawdown: -75.1%
- 10Y
- Return: -13.4%, Sharpe: 0.12, Volatility: 31.8%, Max Drawdown: -75.1%
Frequently Asked Questions
- What is NIKE, Inc. (NKE)?
- NIKE, Inc. (NKE) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does NKE compare to other assets?
- You can compare NKE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NKE through pfolio?
- pfolio helps you build diversified portfolios that may include NKE. You invest through your own broker — pfolio provides the analytics.