NIKE, Inc. (NKE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NIKE, Inc. (NKE): 1Y return -22.9%, Sharpe ratio -0.48, volatility 37.3%, max drawdown -46.2%. 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: 4.2%, Sharpe: 1.80, Volatility: 29.9%, Max Drawdown: -5.7%
- YTD
- Return: -27.0%, Sharpe: -1.82, Volatility: 36.8%, Max Drawdown: -36.4%
- 1Y
- Return: -22.9%, Sharpe: -0.48, Volatility: 37.3%, Max Drawdown: -46.2%
- 5Y
- Return: -63.5%, Sharpe: -0.38, Volatility: 35.1%, Max Drawdown: -74.6%
- 10Y
- Return: -6.1%, Sharpe: 0.14, Volatility: 31.6%, Max Drawdown: -74.6%
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.