Nike Inc

10-Year Study

NKE.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Nike Inc has compounded at 21.9% annually over the last 10 years, with a maximum drawdown of 90.7% and an annualized volatility of 85.6%.

1Y CAGR
-27.1%
3Y CAGR
-25.8%
5Y CAGR
-18.1%
10Y CAGR
+21.9%

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 →
90.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
7.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
52.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
601.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +600.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -84.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026162.00.8-13.4-13.2————————98.6%
2025381.61.3-22.3-15.57.914.07.41.9-11.1-4.5-0.7-64.230.2%
2024-3.01.1-10.10.4-0.8-17.4-2.57.97.1-12.17.2-79.2-84.0%
20236.8-3.5-0.52.0-13.53.1-1.5-5.9-3.97.34.4-2.0-8.7%
2022728.7-6.00.4-2.1-9.1-10.713.6-4.6-18.19.29.26.4600.6%
2021952.51.81.4-2.51.716.08.4-0.7-9.914.34.4-89.552.0%
2020702.5-9.9-2.23.410.1-2.0-5.113.815.3-3.18.5-90.7-3.5%
2019————-2.0-2.13.9-6.26.80.7693.6-87.12.7%

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 85.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.2% of variance. Idiosyncratic stock-specific factors contribute 40.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019802.166064422814
2019-06-019597.881348426068
2019-07-019969.121631962262
2019-08-019354.791277468452
2019-09-019992.097213183482
2019-10-0110065.195087223476
2019-11-0179882.04181913944
2019-12-0110274.536657498698
2020-01-0182457.67039512869
2020-02-0174328.22533977676
2020-03-0172716.7699989923
2020-04-0175204.70032514294
2020-05-0182795.06505075778
2020-06-0181170.31286885198
2020-07-0177070.72419670892
2020-08-0187713.06921879054
2020-09-01101090.19889990186
2020-10-0197909.20879377666
2020-11-01106259.21900757686
2020-12-019911.872891747213
2021-01-01104318.89522989764
2021-02-01106174.66733846163
2021-03-01107676.80437475975
2021-04-01104976.83510889516
2021-05-01106720.9543530813
2021-06-01123755.12135298343
2021-07-01134101.38327925577
2021-08-01133103.8156873416
2021-09-01119953.74733133324
2021-10-01137111.8490106948
2021-11-01143142.93073397083
2021-12-0115065.398852121183
2022-01-01124849.31942388645
2022-02-01117392.73513031709
2022-03-01117894.25949658164
2022-04-01115384.30310536736
2022-05-01104922.6327183699
2022-06-0193644.67839016631
2022-07-01106377.77404902535
2022-08-01101518.84439650887
2022-09-0183173.36525579076
2022-10-0190855.38683279944
2022-11-0199211.1826950265
2022-12-01105547.9902614899
2023-01-01112749.2955060499
2023-02-01108849.36245593523
2023-03-01108281.7598944798
2023-04-01110449.75401288587
2023-05-0195525.62314451733
2023-06-0198531.01374575736
2023-07-0197026.44064696372
2023-08-0191260.17921747114
2023-09-0187668.81408345532
2023-10-0194095.75596225286
2023-11-0198253.70863168433
2023-12-0196327.0877055424
2024-01-0193416.09452600364
2024-02-0194451.62409180628
2024-03-0184883.88713805958
2024-04-0185226.86443690755
2024-05-0184521.21833403948
2024-06-0169832.47200430026
2024-07-0168120.83359338767
2024-08-0173491.74238037864
2024-09-0178672.94280053121
2024-10-0169179.70875810571
2024-11-0174138.71997814634
2024-12-0115454.230677158672
2025-01-0174429.9309489646
2025-02-0175382.63438991967
2025-03-0158548.427519857876
2025-04-0149501.3989245279
2025-05-0153424.271563142
2025-06-0160892.63015877303
2025-07-0165417.61624419573
2025-08-0166661.835163781
2025-09-0159286.65595860349
2025-10-0156593.58886980953
2025-11-0156201.991823655175
2025-12-0120128.574198446488
2026-01-0152730.602767543554
2026-02-0153154.57914436748
2026-03-0146031.430904871995
2026-04-0139966.65031707464
Annual Return Matrix
YearAnnual Return
2020-0.035297335329160795
20210.519934629575898
20226.00598711640674
2023-0.08736218030398468
2024-0.8395650585388821
20250.30246368253040834
20260.9855678759481752
Total Factor Risk
0.8557676215647103
VTI.US Exposure
0.04670008356633506
VEA.US Exposure
0.016228333704454093
VWO.US Exposure
0.03229940904391763
QQQ.US Exposure
0.02223050027457221
VTV.US Exposure
0.03215090465001507
IJR.US Exposure
0.01703430176378799
QUAL.US Exposure
0.09811907870229619
SHV.US Exposure
0.23161896740435498
TLT.US Exposure
-0.004710523086394483
LQD.US Exposure
0.011610880104751932
HYG.US Exposure
0.009129929392052488
GLD.US Exposure
0.020705974894235302
USO.US Exposure
0.000492085436584509
VNQ.US Exposure
0.02237063532296418
BTC-USD.CC Exposure
0.013626964820909747
CPER.US Exposure
0.0007960272980526605
VIX.INDX Exposure
-0.004563618441959661
UUP.US Exposure
0.018827134501975665
TIP.US Exposure
0.01468268087603069
Idiosyncratic Exposure
0.4006502497710639
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
85.6%

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 →28.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.14%
Market Cap$56.0B
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
$358
Avg Yield on Cost
3.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$358.113.58%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 →
-29.3%
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 →
41.8% 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.XETRA) has an annualized volatility of 85.6% and experienced a maximum drawdown of 90.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NKE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 21.9%. It has had a positive return in 57% 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.

Run a Full Backtest on Nike Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest