Nike Inc

10-Year Study

NKE.US · Consumer Cyclical · US · Common Stock

Executive Summary: Nike Inc has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 71.2% and an annualized volatility of 46.6%.

1Y CAGR
-25.0%
3Y CAGR
-23.6%
5Y CAGR
-18.8%
10Y CAGR
-0.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
71.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +40.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -29.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.0-0.1-14.5-13.5————————-28.3%
20251.63.3-19.7-11.27.418.05.13.6-9.4-7.40.1-0.8-13.8%
2024-6.52.4-9.3-1.83.0-20.4-0.711.36.6-12.72.1-3.4-29.1%
20238.8-6.73.53.3-16.95.20.0-7.9-5.77.57.3-1.2-6.0%
2022-11.2-7.8-1.2-7.3-4.7-13.812.4-7.4-21.711.518.47.0-29.0%
2021-5.61.1-1.4-0.23.113.28.4-1.5-11.815.21.2-1.318.7%
2020-5.0-6.9-7.45.413.4-0.5-0.414.912.2-4.312.25.240.9%
201910.44.7-1.54.3-11.98.82.5-1.511.1-4.74.78.438.1%
20189.1-1.7-0.62.95.011.3-3.57.13.1-11.40.4-1.319.9%
20174.18.1-2.2-0.6-4.411.70.1-10.3-1.86.19.93.924.7%
2016———-4.1-6.30.30.53.9-8.4-4.7-0.21.9-16.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 46.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.9% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019588.409292924824
2016-05-018983.240573744795
2016-06-019006.218396273387
2016-07-019055.161527084692
2016-08-019404.328534914857
2016-09-018614.083229140158
2016-10-018209.961236450277
2016-11-018191.962556845216
2016-12-018346.315987474689
2017-01-018686.207036451013
2017-02-019385.702852126831
2017-03-019179.418804931933
2017-04-019126.695213752762
2017-05-018728.105602089026
2017-06-019751.153501443952
2017-07-019759.415190442996
2017-08-018758.091107250739
2017-09-018598.887622588343
2017-10-019119.632207309383
2017-11-0110020.15630820526
2017-12-0110407.847129247488
2018-01-0111351.28406563617
2018-02-0111153.280148710403
2018-03-0111088.551290704494
2018-04-0111414.002825202579
2018-05-0111983.118861362222
2018-06-0113335.398755583094
2018-07-0112871.803666862144
2018-08-0113791.027215626395
2018-09-0114213.811773644473
2018-10-0112589.762882149218
2018-11-0112640.605463779499
2018-12-0112475.685185390086
2019-01-0113778.118326565387
2019-02-0114425.960144727089
2019-03-0114206.656560850659
2019-04-0114822.179274293088
2019-05-0113054.374068643823
2019-06-0114206.824009023776
2019-07-0114558.823608995888
2019-08-0114336.846556465958
2019-09-0115935.106378520524
2019-10-0115193.662418284284
2019-11-0115903.537071710867
2019-12-0117233.795455623705
2020-01-0116376.216662794
2020-02-0115241.617520681884
2020-03-0114109.323537330665
2020-04-0114866.448322028835
2020-05-0116852.388697714392
2020-06-0116761.7867377762
2020-07-0116686.564797090705
2020-08-0119170.124404808008
2020-09-0121508.772512180458
2020-10-0120573.320645739514
2020-11-0123078.16147913739
2020-12-0124286.8392031896
2021-01-0122934.042953406286
2021-02-0123185.360582154015
2021-03-0122860.2409905175
2021-04-0122813.805872438046
2021-05-0123521.729348543693
2021-06-0126629.581272521402
2021-07-0128873.846959587805
2021-08-0128443.243303052768
2021-09-0125074.742467663233
2021-10-0128883.51018511347
2021-11-0129220.192453094627
2021-12-0128828.186374852008
2022-01-0125611.033043067742
2022-02-0123618.472251420902
2022-03-0123327.376803095183
2022-04-0121618.037037446844
2022-05-0120603.877830273927
2022-06-0117761.322017770006
2022-07-0119971.932386927354
2022-08-0118499.93176730068
2022-09-0114486.90854236513
2022-10-0116153.11417727962
2022-11-0119117.769639030583
2022-12-0120456.16325687583
2023-01-0122260.3464745824
2023-02-0120767.341248326455
2023-03-0121501.561975576384
2023-04-0122216.86195971689
2023-05-0118454.455595265757
2023-06-0119414.047084250786
2023-07-0119417.569366837433
2023-08-0117890.74285124165
2023-09-0116875.938199615684
2023-10-0118137.83742913942
2023-11-0119461.51491345512
2023-12-0119225.983011901997
2024-01-0117979.31627147025
2024-02-0118404.313781898785
2024-03-0116701.797286182693
2024-04-0116396.114793218036
2024-05-0116891.945222051334
2024-06-0113446.839350719763
2024-07-0113355.850124109747
2024-08-0114865.194315662908
2024-09-0115843.614341406921
2024-10-0113823.742028761004
2024-11-0114117.658991410055
2024-12-0113631.288934131471
2025-01-0113855.844453059015
2025-02-0114311.7000095095
2025-03-0111495.720093219612
2025-04-0110213.5894960096
2025-05-0110972.363652191465
2025-06-0112950.269080731932
2025-07-0113615.648711079122
2025-08-0114104.200547097736
2025-09-0112777.52286939002
2025-10-0111835.653627802669
2025-11-0111842.983875083102
2025-12-0111748.933003690589
2026-01-0111398.549294121849
2026-02-0111391.172532834682
2026-03-019740.678860034448
2026-04-018427.660429829124
Annual Return Matrix
YearAnnual Return
20170.24699893280658625
20180.198680671464869
20190.38139069714629414
20200.40925655440945574
20210.1869879869368094
2022-0.2904110237499864
2023-0.06013738888989051
2024-0.2909965162409166
2025-0.1380908246855248
2026-0.2826871659595116
Total Factor Risk
0.4663315041716684
VTI.US Exposure
0.14053127818499575
VEA.US Exposure
-0.015545345447144766
VWO.US Exposure
0.03853866370683108
QQQ.US Exposure
-0.08849492702586081
VTV.US Exposure
-0.03725367902776599
IJR.US Exposure
-0.018648996058913157
QUAL.US Exposure
0.30124244818523654
SHV.US Exposure
0.37875656456683987
TLT.US Exposure
-0.013441249331297025
LQD.US Exposure
0.013272290466488201
HYG.US Exposure
0.00463614473219141
GLD.US Exposure
-0.0005006840333020306
USO.US Exposure
0.02333114246999273
VNQ.US Exposure
-0.021094719966746493
BTC-USD.CC Exposure
0.009063865148027518
CPER.US Exposure
-0.0059860689919054326
VIX.INDX Exposure
-0.007687824830445165
UUP.US Exposure
0.071069985538262
TIP.US Exposure
0.03240440420879919
Idiosyncratic Exposure
0.19580670750571652
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →29.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.63%
Market Cap$65.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,236
Avg Yield on Cost
2.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$186.261.86%Solid
2021$208.392.08%Solid
2022$231.442.31%Solid
2023$256.332.56%Solid
2024$278.462.78%Solid
2026$75.610.76%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-17.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-30.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
41.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Nike Inc a high-risk investment?

Nike Inc (NKE.US) has an annualized volatility of 46.6% and experienced a maximum drawdown of 71.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of NKE.US?

Over the past 10 years, NKE.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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