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Netflix Inc CDR (NFLX.NEO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
CA64113H1029

Highlights

Market Cap
CA$153.98B
Enterprise Value
CA$159.16B
EPS (TTM)
CA$2.46
PE Ratio
14.78
Total Revenue (TTM)
CA$43.38B
Gross Profit (TTM)
CA$20.86B
Year Range
CA$28.50 - CA$51.68
ROA (TTM)
18.99%
ROE (TTM)
40.19%

Share Price Chart


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Netflix Inc CDR

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Netflix Inc CDR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

NFLX.NEO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Netflix Inc CDR (NFLX.NEO) has returned 1.79% so far this year and 0.22% over the past 12 months.


Netflix Inc CDR

1D
3.36%
1M
-0.66%
YTD
1.79%
6M
-20.93%
1Y
0.22%
3Y*
37.93%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 25, 2021, NFLX.NEO's average daily return is +0.08%, while the average monthly return is +1.79%. At this rate, your investment would double in approximately 3.3 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jul 2022 with a return of +28.5%, while the worst month was Apr 2022 at -49.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NFLX.NEO closed higher 49% of trading days. The best single day was Oct 19, 2023 with a return of +16.0%, while the worst single day was Apr 20, 2022 at -34.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.12%15.29%-0.66%1.79%
20259.38%0.18%-5.08%20.90%6.48%10.67%-13.72%4.13%-0.97%-6.77%-4.22%-13.01%2.41%
202415.50%6.75%0.75%-9.40%16.06%5.30%-7.06%10.99%1.35%6.72%17.37%-0.03%80.06%
202319.18%-8.61%6.95%-4.91%20.05%11.39%-0.57%-1.26%-13.19%9.06%14.91%2.92%62.83%
2022-29.49%-7.87%-4.68%-48.99%3.72%-12.24%28.45%-0.22%5.71%22.97%3.89%-3.25%-51.84%
20213.02%8.06%12.77%-7.15%-5.91%9.68%

Benchmark Metrics

Netflix Inc CDR has an annualized alpha of 2.97%, beta of 1.35, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since August 26, 2021.

  • This stock participated in 165.06% of S&P 500 Index downside but only 161.65% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.22 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.97%
Beta
1.35
0.22
Upside Capture
161.65%
Downside Capture
165.06%

Return for Risk

Risk / Return Rank

NFLX.NEO ranks 38 for risk / return — below 38% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NFLX.NEO Risk / Return Rank: 3838
Overall Rank
NFLX.NEO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NFLX.NEO Sortino Ratio Rank: 3535
Sortino Ratio Rank
NFLX.NEO Omega Ratio Rank: 3535
Omega Ratio Rank
NFLX.NEO Calmar Ratio Rank: 4040
Calmar Ratio Rank
NFLX.NEO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Netflix Inc CDR (NFLX.NEO) and compare them to a chosen benchmark (S&P 500 Index).


NFLX.NEOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.69

-0.68

Sortino ratio

Return per unit of downside risk

0.26

1.06

-0.80

Omega ratio

Gain probability vs. loss probability

1.03

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

0.00

1.14

-1.14

Martin ratio

Return relative to average drawdown

0.01

4.22

-4.21

Explore NFLX.NEO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Netflix Inc CDR doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Netflix Inc CDR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Netflix Inc CDR was 76.06%, occurring on May 11, 2022. Recovery took 606 trading sessions.

The current Netflix Inc CDR drawdown is 29.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.06%Nov 18, 2021120May 11, 2022606Oct 9, 2024726
-44.25%Jul 2, 2025156Feb 12, 2026
-19.67%Feb 18, 202534Apr 4, 202513Apr 24, 202547
-11.75%Dec 12, 202421Jan 14, 20256Jan 22, 202527
-6.47%Sep 8, 20219Sep 20, 20218Sep 30, 202117

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Netflix Inc CDR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Netflix Inc CDR is priced in the market compared to other companies in the Entertainment industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for NFLX.NEO, comparing it with other companies in the Entertainment industry. Currently, NFLX.NEO has a P/E ratio of 14.8. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for NFLX.NEO relative to other companies in the Entertainment industry. Currently, NFLX.NEO has a P/S ratio of 3.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for NFLX.NEO in comparison with other companies in the Entertainment industry. Currently, NFLX.NEO has a P/B value of 5.9. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items