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CMCM vs. NFLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMCM and NFLX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CMCM vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheetah Mobile Inc. (CMCM) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CMCM:

-0.29

NFLX:

2.68

Sortino Ratio

CMCM:

0.18

NFLX:

3.42

Omega Ratio

CMCM:

1.02

NFLX:

1.45

Calmar Ratio

CMCM:

-0.21

NFLX:

4.49

Martin Ratio

CMCM:

-0.61

NFLX:

14.69

Ulcer Index

CMCM:

32.56%

NFLX:

5.86%

Daily Std Dev

CMCM:

80.11%

NFLX:

32.51%

Max Drawdown

CMCM:

-98.36%

NFLX:

-81.99%

Current Drawdown

CMCM:

-95.02%

NFLX:

-0.36%

Fundamentals

Market Cap

CMCM:

$138.88M

NFLX:

$514.32B

EPS

CMCM:

-$2.89

NFLX:

$21.21

PEG Ratio

CMCM:

18.25

NFLX:

2.11

PS Ratio

CMCM:

0.17

NFLX:

12.80

PB Ratio

CMCM:

0.53

NFLX:

20.99

Total Revenue (TTM)

CMCM:

$853.68M

NFLX:

$40.14B

Gross Profit (TTM)

CMCM:

$597.44M

NFLX:

$18.82B

EBITDA (TTM)

CMCM:

-$196.23M

NFLX:

$26.68B

Returns By Period

In the year-to-date period, CMCM achieves a -0.65% return, which is significantly lower than NFLX's 35.44% return. Over the past 10 years, CMCM has underperformed NFLX with an annualized return of -25.35%, while NFLX has yielded a comparatively higher 29.77% annualized return.


CMCM

YTD

-0.65%

1M

21.54%

6M

-20.93%

1Y

-23.19%

3Y*

9.98%

5Y*

-10.88%

10Y*

-25.35%

NFLX

YTD

35.44%

1M

6.67%

6M

36.13%

1Y

86.40%

3Y*

82.86%

5Y*

23.53%

10Y*

29.77%

*Annualized

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Cheetah Mobile Inc.

Netflix, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CMCM vs. NFLX — Risk-Adjusted Performance Rank

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

CMCM
The Risk-Adjusted Performance Rank of CMCM is 3838
Overall Rank
The Sharpe Ratio Rank of CMCM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CMCM is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CMCM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CMCM is 3838
Martin Ratio Rank

NFLX
The Risk-Adjusted Performance Rank of NFLX is 9797
Overall Rank
The Sharpe Ratio Rank of NFLX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9797
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.

CMCM vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheetah Mobile Inc. (CMCM) 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.


The current CMCM Sharpe Ratio is -0.29, which is lower than the NFLX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of CMCM 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CMCM vs. NFLX - Dividend Comparison

Neither CMCM nor NFLX has paid dividends to shareholders.


TTM202420232022202120202019
CMCM
Cheetah Mobile Inc.
0.00%0.00%0.00%0.00%0.00%80.00%13.77%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CMCM vs. NFLX - Drawdown Comparison

The maximum CMCM drawdown since its inception was -98.36%, which is greater than NFLX's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for CMCM and NFLX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CMCM vs. NFLX - Volatility Comparison

Cheetah Mobile Inc. (CMCM) has a higher volatility of 12.04% compared to Netflix, Inc. (NFLX) at 6.77%. This indicates that CMCM'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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Financials

CMCM vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between Cheetah Mobile 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
237.09M
10.54B
(CMCM) Total Revenue
(NFLX) Total Revenue
Values in USD except per share items