CHTR vs. NFLX
CHTR (Charter Communications, Inc.) and NFLX (Netflix, Inc.) are both stocks. Both operate in the Entertainment industry within the Communication Services sector. Over the past 10 years, CHTR returned -4.72%/yr vs 24.22%/yr for NFLX. At a 0.23 correlation, their price movements are largely independent.
Performance
CHTR vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTR achieves a -33.99% return, which is significantly lower than NFLX's -12.54% return. Over the past 10 years, CHTR has underperformed NFLX with an annualized return of -4.72%, while NFLX has yielded a comparatively higher 24.22% annualized return.
CHTR
- 1D
- 1.79%
- 1M
- -6.77%
- YTD
- -33.99%
- 6M
- -35.40%
- 1Y
- -66.13%
- 3Y*
- -25.14%
- 5Y*
- -27.48%
- 10Y*
- -4.72%
NFLX
- 1D
- 0.72%
- 1M
- -4.04%
- YTD
- -12.54%
- 6M
- -11.55%
- 1Y
- -31.87%
- 3Y*
- 24.98%
- 5Y*
- 10.90%
- 10Y*
- 24.22%
CHTR vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | -33.99% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
NFLX Netflix, Inc. | -12.54% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
Correlation
The correlation between CHTR and NFLX is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.23 |
The correlation between CHTR and NFLX shifts across timeframes, from 0.04 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHTR:
$17.48B
NFLX:
$352.47B
CHTR:
$38.46
NFLX:
$3.09
CHTR:
3.58
NFLX:
26.53
CHTR:
0.35
NFLX:
1.05
CHTR:
0.34
NFLX:
7.57
CHTR:
1.07
NFLX:
11.32
CHTR:
$54.64B
NFLX:
$46.89B
CHTR:
$23.64B
NFLX:
$22.99B
CHTR:
$20.40B
NFLX:
$26.91B
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Return for Risk
CHTR vs. NFLX — Risk / Return Rank
CHTR
NFLX
CHTR vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) 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.
| CHTR | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 0.83 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.74 | -0.22 |
| Martin ratioReturn relative to average drawdown | -1.47 | -1.28 | -0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHTR | NFLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.36 | -0.97 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.71 | 0.25 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.59 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Drawdowns
CHTR vs. NFLX - Drawdown Comparison
The maximum CHTR drawdown since its inception was -84.29%, roughly equal to the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for CHTR and NFLX.
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Drawdown Indicators
| CHTR | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.29% | -81.99% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -69.15% | -43.35% | -25.80% |
Max Drawdown (3Y)Largest decline over 3 years | -71.69% | -43.35% | -28.34% |
Max Drawdown (5Y)Largest decline over 5 years | -84.29% | -75.95% | -8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -84.29% | -75.95% | -8.34% |
Current DrawdownCurrent decline from peak | -83.22% | -38.77% | -44.45% |
Average DrawdownAverage peak-to-trough decline | -20.69% | -24.90% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.15% | 24.94% | +20.21% |
Volatility
CHTR vs. NFLX - Volatility Comparison
Charter Communications, Inc. (CHTR) has a higher volatility of 13.18% compared to Netflix, Inc. (NFLX) at 6.46%. This indicates that CHTR'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
| CHTR | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.18% | 6.46% | +6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 42.23% | 24.89% | +17.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.76% | 33.10% | +15.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.06% | 43.11% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.12% | 41.50% | -7.38% |
Dividends
CHTR vs. NFLX - Dividend Comparison
Neither CHTR nor NFLX has paid dividends to shareholders.
Financials
CHTR vs. NFLX - Financials Comparison
This section allows you to compare key financial metrics between Charter Communications, 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.
Total Revenue: Total amount of money received from sales and other business activities
CHTR vs. NFLX - Profitability Comparison
CHTR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a gross profit of 5.43B and revenue of 13.60B. Therefore, the gross margin over that period was 40.0%.
NFLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.
CHTR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported an operating income of 3.21B and revenue of 13.60B, resulting in an operating margin of 23.6%.
NFLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.
CHTR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a net income of 1.36B and revenue of 13.60B, resulting in a net margin of 10.0%.
NFLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.
Frequently Asked Questions
CHTR and NFLX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTR has higher volatility (13.18%) compared to NFLX (6.46%). In terms of maximum drawdown, CHTR dropped -84.29% vs NFLX's -81.99%.
NFLX currently has the higher Sharpe Ratio (-0.97 vs -1.36), 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.
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