Nike, Inc. (NKE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Nike, Inc., a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $37.15 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -26.30% |
| Total return over period | -59.78% |
| Annualized volatility | 36.59% |
| Period volatility | 63.21% |
| Period T-bill | 12.40% |
| Sharpe ratio | -1.14 |
| Sortino ratio | -1.49 |
| Max drawdown | -70.80% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.44% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $33.87 – $115.99 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Nike, Inc. (NKE) has posted an annualized return of -26.30% with annual volatility of 36.59%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -70.80%. Its correlation with the S&P 500 is 0.35, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NKE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Nike, Inc. (NKE) is of the S&P 500.
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