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FB vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FB vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Dynamic Daily Buffer ETF (FB) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

FB
FB Risk / Return Rank: 9393
Overall Rank
FB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FB Sortino Ratio Rank: 9292
Sortino Ratio Rank
FB Omega Ratio Rank: 9393
Omega Ratio Rank
FB Calmar Ratio Rank: 9595
Calmar Ratio Rank
FB Martin Ratio Rank: 9595
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 44
Overall Rank
NFLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 33
Sortino Ratio Rank
NFLX Omega Ratio Rank: 44
Omega Ratio Rank
NFLX Calmar Ratio Rank: 66
Calmar Ratio Rank
NFLX Martin Ratio Rank: 44
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.

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.


FBNFLXDifference
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

FB vs. NFLX - Sharpe Ratio Comparison

The current FB Sharpe Ratio is 2.49, which is higher than the NFLX Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of FB and NFLX, 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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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


FBNFLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.89%

-44.88%

+43.99%

Average Drawdown

Average peak-to-trough decline

-0.33%

-24.94%

+24.61%

Ulcer Index

Depth 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


FBNFLXDifference

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.


PositionTTM2025
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.

Portfolio Optimizer

Find the right allocation for FB and NFLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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