NIKE, Inc. (NKE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NIKE, Inc. (NKE): 1Y return -44.0%, Sharpe ratio -1.43, volatility 34.8%, max drawdown -49.8%. 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: -0.1%, Sharpe: -0.03, Volatility: 28.6%, Max Drawdown: -4.3%
- YTD
- Return: -43.0%, Sharpe: -1.88, Volatility: 34.0%, Max Drawdown: -47.6%
- 1Y
- Return: -44.0%, Sharpe: -1.43, Volatility: 34.8%, Max Drawdown: -49.8%
- 5Y
- Return: -74.7%, Sharpe: -0.58, Volatility: 35.0%, Max Drawdown: -79.1%
- 10Y
- Return: -22.0%, Sharpe: 0.09, Volatility: 32.0%, Max Drawdown: -79.1%
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.