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ATRL.TO vs. NFLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATRL.TO and NFLX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ATRL.TO vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SNC-Lavalin Group Inc (ATRL.TO) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%OctoberNovemberDecember2025FebruaryMarch
656.06%
76,770.61%
ATRL.TO
NFLX

Key characteristics

Sharpe Ratio

ATRL.TO:

0.60

NFLX:

1.55

Sortino Ratio

ATRL.TO:

1.13

NFLX:

2.16

Omega Ratio

ATRL.TO:

1.15

NFLX:

1.30

Calmar Ratio

ATRL.TO:

0.88

NFLX:

2.31

Martin Ratio

ATRL.TO:

2.77

NFLX:

9.96

Ulcer Index

ATRL.TO:

7.27%

NFLX:

4.74%

Daily Std Dev

ATRL.TO:

33.34%

NFLX:

30.37%

Max Drawdown

ATRL.TO:

-74.02%

NFLX:

-81.99%

Current Drawdown

ATRL.TO:

-22.92%

NFLX:

-14.38%

Fundamentals

Market Cap

ATRL.TO:

CA$11.24B

NFLX:

$387.70B

EPS

ATRL.TO:

CA$1.84

NFLX:

$19.85

PE Ratio

ATRL.TO:

34.94

NFLX:

45.66

PEG Ratio

ATRL.TO:

0.72

NFLX:

1.64

Total Revenue (TTM)

ATRL.TO:

CA$4.63B

NFLX:

$38.98B

Gross Profit (TTM)

ATRL.TO:

CA$362.94M

NFLX:

$17.94B

EBITDA (TTM)

ATRL.TO:

CA$369.23M

NFLX:

$25.93B

Returns By Period

In the year-to-date period, ATRL.TO achieves a -15.70% return, which is significantly lower than NFLX's 1.69% return. Over the past 10 years, ATRL.TO has underperformed NFLX with an annualized return of 6.75%, while NFLX has yielded a comparatively higher 30.50% annualized return.


ATRL.TO

YTD

-15.70%

1M

-11.04%

6M

27.61%

1Y

15.72%

5Y*

17.08%

10Y*

6.75%

NFLX

YTD

1.69%

1M

-8.90%

6M

32.58%

1Y

51.64%

5Y*

19.76%

10Y*

30.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ATRL.TO vs. NFLX — Risk-Adjusted Performance Rank

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

ATRL.TO
The Risk-Adjusted Performance Rank of ATRL.TO is 7272
Overall Rank
The Sharpe Ratio Rank of ATRL.TO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ATRL.TO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ATRL.TO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ATRL.TO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ATRL.TO is 7575
Martin Ratio Rank

NFLX
The Risk-Adjusted Performance Rank of NFLX is 8989
Overall Rank
The Sharpe Ratio Rank of NFLX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ATRL.TO vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SNC-Lavalin Group Inc (ATRL.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for ATRL.TO, currently valued at 0.26, compared to the broader market-3.00-2.00-1.000.001.002.003.000.261.59
The chart of Sortino ratio for ATRL.TO, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.632.21
The chart of Omega ratio for ATRL.TO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.31
The chart of Calmar ratio for ATRL.TO, currently valued at 0.28, compared to the broader market0.001.002.003.004.005.000.282.39
The chart of Martin ratio for ATRL.TO, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.119.41
ATRL.TO
NFLX

The current ATRL.TO Sharpe Ratio is 0.60, which is lower than the NFLX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ATRL.TO and NFLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
0.26
1.59
ATRL.TO
NFLX

Dividends

ATRL.TO vs. NFLX - Dividend Comparison

ATRL.TO's dividend yield for the trailing twelve months is around 0.09%, while NFLX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ATRL.TO
SNC-Lavalin Group Inc
0.09%0.08%0.19%0.34%0.26%0.37%0.80%2.50%1.91%1.80%2.43%2.17%
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%0.00%

Drawdowns

ATRL.TO vs. NFLX - Drawdown Comparison

The maximum ATRL.TO drawdown since its inception was -74.02%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for ATRL.TO and NFLX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-22.40%
-13.12%
ATRL.TO
NFLX

Volatility

ATRL.TO vs. NFLX - Volatility Comparison

The current volatility for SNC-Lavalin Group Inc (ATRL.TO) is 10.92%, while Netflix, Inc. (NFLX) has a volatility of 12.42%. This indicates that ATRL.TO 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%OctoberNovemberDecember2025FebruaryMarch
10.92%
12.42%
ATRL.TO
NFLX

Financials

ATRL.TO vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between SNC-Lavalin Group 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. ATRL.TO values in CAD, NFLX values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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