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 11.37% vs -44.22% for NFLX. At a 0.12 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 5.25% return, which is significantly higher than NFLX's -21.28% return.
FB
- 1D
- -0.21%
- 1M
- -0.73%
- YTD
- 5.25%
- 6M
- 5.14%
- 1Y
- 11.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX
- 1D
- 4.10%
- 1M
- -14.53%
- YTD
- -21.28%
- 6M
- -21.87%
- 1Y
- -44.22%
- 3Y*
- 20.96%
- 5Y*
- 6.97%
- 10Y*
- 23.70%
FB vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 5.25% | 6.10% |
NFLX Netflix, Inc. | -21.28% | -26.48% |
Correlation
The correlation between FB and NFLX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.12 |
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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 | +3.78 | ||
| Sortino ratioReturn per unit of downside risk | +5.75 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.75 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 7.04 | -0.93 | +7.96 |
| Martin ratioReturn relative to average drawdown | 25.23 | -1.64 | +26.87 |
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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% | -47.06% | +45.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -47.06% | — |
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 | -0.89% | -44.88% | +43.99% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -24.94% | +24.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 26.52% | -26.03% |
Volatility
FB vs. NFLX - Volatility Comparison
The current volatility for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) is 2.11%, while Netflix, Inc. (NFLX) has a volatility of 9.43%. 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 | 2.11% | 9.43% | -7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 25.89% | -22.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.00% | 33.97% | -28.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 43.25% | -38.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 41.54% | -36.54% |
Dividends
FB vs. NFLX - Dividend Comparison
FB's dividend yield for the trailing twelve months is around 2.02%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
FB ProShares S&P 500 Dynamic Daily Buffer ETF | 2.02% | 0.92% |
NFLX Netflix, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
FB and NFLX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (9.43%) compared to FB (2.11%). In terms of maximum drawdown, FB dropped -1.76% vs NFLX's -81.99%.
FB currently has the higher Sharpe Ratio (2.49 vs -1.29), 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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