FB vs. NFLX
FB (ProShares S&P 500 Dynamic Daily Buffer ETF) is Defined Outcome fund tracking the S&P 500, while NFLX (Netflix, Inc.) is a stock. Over the past year, FB returned 12.36% vs -45.89% for NFLX. At a 0.09 correlation, their price movements are largely independent.
Performance
FB vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, FB achieves a 6.87% return, which is significantly higher than NFLX's -26.46% return.
FB
- 1D
- -0.06%
- 1M
- 1.15%
- 6M
- 6.11%
- YTD
- 6.87%
- 1Y
- 12.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX
- 1D
- -7.26%
- 1M
- -10.41%
- 6M
- -21.65%
- YTD
- -26.46%
- 1Y
- -45.89%
- 3Y*
- 13.24%
- 5Y*
- 5.39%
- 10Y*
- 23.16%
FB vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 6.87% | 6.10% |
NFLX Netflix, Inc. | -26.46% | -26.48% |
Correlation
The correlation between FB and NFLX is 0.07, 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 | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.09 |
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Return for Risk
FB vs. NFLX — Risk / Return Rank
FB
NFLX
FB vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) 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.
| FB | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.82 | ||
| Sortino ratioReturn per unit of downside risk | +5.88 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.74 | +0.82 |
| Calmar ratioReturn relative to maximum drawdown | 7.06 | -1.01 | +8.07 |
| Martin ratioReturn relative to average drawdown | 25.48 | -1.85 | +27.32 |
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Drawdowns
FB vs. NFLX - Drawdown Comparison
The maximum FB drawdown since its inception was -1.76%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for FB and NFLX.
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Drawdown Indicators
| FB | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.76% | -81.99% | +80.23% |
Max Drawdown (1Y)Largest decline over 1 year | -1.76% | -45.42% | +43.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -48.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -75.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.95% | — |
Current DrawdownCurrent decline from peak | -0.32% | -48.51% | +48.19% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -24.98% | +24.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 25.45% | -24.96% |
Volatility
FB vs. NFLX - Volatility Comparison
The current volatility for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) is 1.56%, while Netflix, Inc. (NFLX) has a volatility of 13.37%. This indicates that FB 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
| FB | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 13.37% | -11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 27.76% | -24.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 35.09% | -30.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.03% | 43.47% | -38.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 41.58% | -36.55% |
Dividends
FB vs. NFLX - Dividend Comparison
FB's dividend yield for the trailing twelve months is around 1.99%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 1.99% | 0.92% |
NFLX Netflix, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
FB and NFLX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (13.37%) compared to FB (1.56%). In terms of maximum drawdown, FB dropped -1.76% vs NFLX's -81.99%.
FB currently has the higher Sharpe Ratio (2.50 vs -1.31), 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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