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F vs. NFLX.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

F vs. NFLX.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ford Motor Company (F) and Netflix Inc CDR (NFLX.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

F is traded in USD, while NFLX.NEO is traded in CAD. To make them comparable, the NFLX.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, F achieves a 17.02% return, which is significantly higher than NFLX.NEO's -14.13% return.


F

1D
0.67%
1M
23.29%
YTD
17.02%
6M
16.85%
1Y
53.41%
3Y*
9.65%
5Y*
4.45%
10Y*
6.32%

NFLX.NEO

1D
0.43%
1M
-7.37%
YTD
-14.13%
6M
-16.07%
1Y
-36.16%
3Y*
21.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F vs. NFLX.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
F
Ford Motor Company
17.02%42.35%-13.10%10.18%-42.18%59.59%
NFLX.NEO
Netflix Inc CDR
-14.13%7.40%66.01%66.79%-54.71%8.46%

Correlation

The correlation between F and NFLX.NEO 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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2021

0.26

Over the past year, the correlation between F and NFLX.NEO has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

F:

$61.07B

NFLX.NEO:

CA$132.37B

EPS

F:

-$1.52

NFLX.NEO:

CA$2.46

PS Ratio

F:

0.32

NFLX.NEO:

3.06

PB Ratio

F:

1.63

NFLX.NEO:

5.10

Total Revenue (TTM)

F:

$189.86B

NFLX.NEO:

CA$43.38B

Gross Profit (TTM)

F:

$17.42B

NFLX.NEO:

CA$20.86B

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Return for Risk

F vs. NFLX.NEO — Risk / Return Rank

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

F
F Risk / Return Rank: 8080
Overall Rank
F Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
F Sortino Ratio Rank: 8282
Sortino Ratio Rank
F Omega Ratio Rank: 7979
Omega Ratio Rank
F Calmar Ratio Rank: 7979
Calmar Ratio Rank
F Martin Ratio Rank: 8181
Martin Ratio Rank

NFLX.NEO
NFLX.NEO Risk / Return Rank: 88
Overall Rank
NFLX.NEO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFLX.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
NFLX.NEO Omega Ratio Rank: 66
Omega Ratio Rank
NFLX.NEO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NFLX.NEO Martin Ratio Rank: 1010
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.

F vs. NFLX.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Netflix Inc CDR (NFLX.NEO). 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.


FNFLX.NEODifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.28

0.81

+0.47

Calmar ratioReturn relative to maximum drawdown

2.41

-0.83

+3.23

Martin ratioReturn relative to average drawdown

6.36

-1.39

+7.75

F vs. NFLX.NEO - Sharpe Ratio Comparison

The current F Sharpe Ratio is 1.45, which is higher than the NFLX.NEO Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of F and NFLX.NEO, 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


FNFLX.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-1.07

+2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.11

+0.05

Drawdowns

F vs. NFLX.NEO - Drawdown Comparison

The maximum F drawdown since its inception was -97.07%, which is greater than NFLX.NEO's maximum drawdown of -77.20%. Use the drawdown chart below to compare losses from any high point for F and NFLX.NEO.


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Drawdown Indicators


FNFLX.NEODifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-77.20%

-19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-43.96%

+21.65%

Max Drawdown (3Y)

Largest decline over 3 years

-36.51%

-43.96%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

Current Drawdown

Current decline from peak

-33.81%

-40.67%

+6.86%

Average Drawdown

Average peak-to-trough decline

-44.70%

-32.45%

-12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.42%

26.08%

-17.66%

Volatility

F vs. NFLX.NEO - Volatility Comparison

Ford Motor Company (F) has a higher volatility of 21.84% compared to Netflix Inc CDR (NFLX.NEO) at 6.83%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than NFLX.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNFLX.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.84%

6.83%

+15.01%

Volatility (6M)

Calculated over the trailing 6-month period

29.26%

25.64%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

37.21%

33.88%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.41%

44.42%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.48%

44.42%

-6.94%

Dividends

F vs. NFLX.NEO - Dividend Comparison

F's dividend yield for the trailing twelve months is around 4.00%, while NFLX.NEO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
F
Ford Motor Company
4.00%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%
NFLX.NEO
Netflix Inc CDR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

F vs. NFLX.NEO - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company and Netflix Inc CDR. 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


10.00B20.00B30.00B40.00B50.00B20222023202420252026
43.25B
11.51B
(F) Total Revenue
(NFLX.NEO) Total Revenue
Please note, different currencies. F values in USD, NFLX.NEO values in CAD

F vs. NFLX.NEO - Profitability Comparison

The chart below illustrates the profitability comparison between Ford Motor Company and Netflix Inc CDR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
18.4%
46.5%
Portfolio components
F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.

NFLX.NEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix Inc CDR reported a gross profit of 5.35B and revenue of 11.51B. Therefore, the gross margin over that period was 46.5%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.

NFLX.NEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix Inc CDR reported an operating income of 3.25B and revenue of 11.51B, resulting in an operating margin of 28.2%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.

NFLX.NEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix Inc CDR reported a net income of 2.55B and revenue of 11.51B, resulting in a net margin of 22.1%.


Frequently Asked Questions


F and NFLX.NEO 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.

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