DBMF vs. NFLX
DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners, while NFLX (Netflix, Inc.) is a stock. Over the past 5 years, DBMF returned 8.01%/yr vs 10.45%/yr for NFLX. At a 0.04 correlation, their price movements are largely independent.
Performance
DBMF vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, DBMF achieves a 10.27% return, which is significantly higher than NFLX's -14.31% return.
DBMF
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
NFLX
- 1D
- -1.14%
- 1M
- -7.68%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.72%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
DBMF vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | -12.66% |
Correlation
The correlation between DBMF and NFLX is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.04 |
The correlation between DBMF and NFLX shifts across timeframes, from -0.04 (5 years) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DBMF vs. NFLX — Risk / Return Rank
DBMF
NFLX
DBMF vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) 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.
| DBMF | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.38 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.81 | +0.66 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | -0.78 | +5.28 |
| Martin ratioReturn relative to average drawdown | 16.30 | -1.35 | +17.65 |
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Drawdowns
DBMF vs. NFLX - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for DBMF and NFLX.
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Drawdown Indicators
| DBMF | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -81.99% | +61.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -43.35% | +37.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -43.35% | +27.75% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -75.95% | +55.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.95% | — |
Current DrawdownCurrent decline from peak | -1.91% | -40.01% | +38.10% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -24.91% | +18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 25.19% | -23.51% |
Volatility
DBMF vs. NFLX - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while Netflix, Inc. (NFLX) has a volatility of 5.85%. This indicates that DBMF 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
| DBMF | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 5.85% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 24.58% | -14.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 33.05% | -20.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 43.09% | -30.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 41.49% | -29.08% |
Dividends
DBMF vs. NFLX - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.19%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBMF and NFLX have a correlation of -0.02, 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 DBMF (2.71%). In terms of maximum drawdown, DBMF dropped -20.39% vs NFLX's -81.99%.
DBMF currently has the higher Sharpe Ratio (2.22 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.
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