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4AB.DE vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

4AB.DE vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AbbVie Inc (4AB.DE) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4AB.DE is traded in EUR, while NFLX is traded in USD. To make them comparable, the NFLX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4AB.DE achieves a -1.65% return, which is significantly higher than NFLX's -10.63% return. Over the past 10 years, 4AB.DE has underperformed NFLX with an annualized return of 17.39%, while NFLX has yielded a comparatively higher 23.28% annualized return.


4AB.DE

1D
1.19%
1M
9.41%
YTD
-1.65%
6M
-0.54%
1Y
18.94%
3Y*
17.60%
5Y*
19.27%
10Y*
17.39%

NFLX

1D
1.57%
1M
-5.06%
YTD
-10.63%
6M
-17.16%
1Y
-34.72%
3Y*
24.08%
5Y*
11.89%
10Y*
23.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4AB.DE vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
4AB.DE
AbbVie Inc
-1.65%19.11%25.18%-4.70%31.71%45.18%14.59%4.23%-0.28%40.02%
NFLX
Netflix, Inc.
-10.63%-7.29%95.15%60.16%-48.02%19.75%53.34%23.62%45.98%36.00%

Correlation

The correlation between 4AB.DE and NFLX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

-0.03

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

-0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2013

0.08

The correlation between 4AB.DE and NFLX shifts across timeframes, from -0.05 (5 years) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4AB.DE vs. NFLX — Risk / Return Rank

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

4AB.DE
4AB.DE Risk / Return Rank: 6161
Overall Rank
4AB.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
4AB.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
4AB.DE Omega Ratio Rank: 5656
Omega Ratio Rank
4AB.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
4AB.DE Martin Ratio Rank: 6565
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 77
Overall Rank
NFLX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 66
Sortino Ratio Rank
NFLX Omega Ratio Rank: 66
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1111
Calmar Ratio Rank
NFLX Martin Ratio Rank: 88
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.

4AB.DE vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc (4AB.DE) 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.


4AB.DENFLXDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.14

0.82

+0.32

Calmar ratioReturn relative to maximum drawdown

1.11

-0.80

+1.91

Martin ratioReturn relative to average drawdown

2.72

-1.44

+4.16

4AB.DE vs. NFLX - Sharpe Ratio Comparison

The current 4AB.DE Sharpe Ratio is 0.70, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of 4AB.DE 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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Sharpe Ratios by Period


4AB.DENFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

-1.03

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.28

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.56

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.75

-0.09

Drawdowns

4AB.DE vs. NFLX - Drawdown Comparison

The maximum 4AB.DE drawdown since its inception was -37.67%, smaller than the maximum NFLX drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for 4AB.DE and NFLX.


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Drawdown Indicators


4AB.DENFLXDifference

Max Drawdown

Largest peak-to-trough decline

-37.67%

-80.19%

+42.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.62%

-43.77%

+27.15%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-43.77%

+18.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.69%

-74.11%

+48.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

-74.11%

+36.44%

Current Drawdown

Current decline from peak

-5.68%

-37.24%

+31.56%

Average Drawdown

Average peak-to-trough decline

-9.34%

-20.26%

+10.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

24.07%

-17.26%

Volatility

4AB.DE vs. NFLX - Volatility Comparison

AbbVie Inc (4AB.DE) has a higher volatility of 7.69% compared to Netflix, Inc. (NFLX) at 6.94%. This indicates that 4AB.DE's price experiences larger fluctuations and is considered to be riskier 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


4AB.DENFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

6.94%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

25.45%

-5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.63%

33.75%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.25%

42.63%

-17.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.41%

41.49%

-13.08%

Dividends

4AB.DE vs. NFLX - Dividend Comparison

4AB.DE's dividend yield for the trailing twelve months is around 2.61%, while NFLX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
4AB.DE
AbbVie Inc
2.61%2.57%2.89%3.33%3.04%3.16%4.20%4.31%3.30%2.42%3.02%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

4AB.DE vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc and Netflix, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 4AB.DE values in EUR, NFLX values in USD

Frequently Asked Questions


4AB.DE and NFLX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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