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^GSPC vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.56% return, which is significantly higher than NFLX's -14.31% return. Over the past 10 years, ^GSPC has underperformed NFLX with an annualized return of 13.61%, while NFLX has yielded a comparatively higher 23.92% annualized return.


^GSPC

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%

NFLX

1D
-1.14%
1M
-8.25%
YTD
-14.31%
6M
-15.60%
1Y
-33.88%
3Y*
22.62%
5Y*
10.45%
10Y*
23.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.56%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between ^GSPC and NFLX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 23, 2002

0.41

Over the past year, the correlation between ^GSPC and NFLX has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

^GSPC vs. NFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6666
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8282
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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.

^GSPC vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Netflix, Inc. (NFLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^GSPCNFLXDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.34

0.81

+0.52

Calmar ratioReturn relative to maximum drawdown

2.53

-0.78

+3.32

Martin ratioReturn relative to average drawdown

11.37

-1.35

+12.72

^GSPC vs. NFLX - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.86, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of ^GSPC and NFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. NFLX - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for ^GSPC and NFLX.


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Drawdown Indicators


^GSPCNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-81.99%

+25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-43.35%

+34.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-43.35%

+24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-75.95%

+50.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-75.95%

+42.03%

Current Drawdown

Current decline from peak

-2.34%

-40.01%

+37.67%

Average Drawdown

Average peak-to-trough decline

-10.72%

-24.91%

+14.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

25.19%

-23.17%

Volatility

^GSPC vs. NFLX - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 4.43%, while Netflix, Inc. (NFLX) has a volatility of 5.85%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

5.85%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

24.58%

-14.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

33.05%

-20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

43.09%

-26.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

41.49%

-23.40%

Frequently Asked Questions


^GSPC and NFLX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLX has higher volatility (5.85%) compared to ^GSPC (4.43%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs NFLX's -81.99%.

^GSPC currently has the higher Sharpe Ratio (1.86 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^GSPC and NFLX

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