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FCNCA vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCNCA vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Citizens BancShares, Inc. (FCNCA) 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, FCNCA achieves a -1.54% return, which is significantly higher than NFLX's -14.31% return. Both investments have delivered pretty close results over the past 10 years, with FCNCA having a 24.29% annualized return and NFLX not far behind at 23.92%.


FCNCA

1D
-0.40%
1M
9.46%
YTD
-1.54%
6M
2.80%
1Y
16.43%
3Y*
17.80%
5Y*
20.13%
10Y*
24.29%

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

FCNCA vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNCA
First Citizens BancShares, Inc.
-1.54%1.99%49.46%87.73%-8.35%44.83%8.35%41.64%-6.12%13.92%
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between FCNCA and NFLX is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 23, 2002

0.20

The correlation between FCNCA and NFLX shifts across timeframes, from 0.08 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FCNCA:

$25.14B

NFLX:

$345.34B

EPS

FCNCA:

$179.22

NFLX:

$3.09

PE Ratio

FCNCA:

11.77

NFLX:

25.99

PEG Ratio

FCNCA:

0.05

NFLX:

1.03

PS Ratio

FCNCA:

1.84

NFLX:

7.41

PB Ratio

FCNCA:

1.24

NFLX:

11.09

Total Revenue (TTM)

FCNCA:

$14.45B

NFLX:

$46.89B

Gross Profit (TTM)

FCNCA:

$9.08B

NFLX:

$22.99B

EBITDA (TTM)

FCNCA:

$3.47B

NFLX:

$26.91B

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Return for Risk

FCNCA vs. NFLX — Risk / Return Rank

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

FCNCA
FCNCA Risk / Return Rank: 5757
Overall Rank
FCNCA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FCNCA Sortino Ratio Rank: 5353
Sortino Ratio Rank
FCNCA Omega Ratio Rank: 5454
Omega Ratio Rank
FCNCA Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCNCA Martin Ratio Rank: 5757
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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.

FCNCA vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) 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.


FCNCANFLXDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.12

0.81

+0.30

Calmar ratioReturn relative to maximum drawdown

0.63

-0.78

+1.41

Martin ratioReturn relative to average drawdown

1.35

-1.35

+2.70

FCNCA vs. NFLX - Sharpe Ratio Comparison

The current FCNCA Sharpe Ratio is 0.55, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of FCNCA 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

FCNCA vs. NFLX - Drawdown Comparison

The maximum FCNCA drawdown since its inception was -63.51%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for FCNCA and NFLX.


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Drawdown Indicators


FCNCANFLXDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-81.99%

+18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-24.00%

-43.35%

+19.35%

Max Drawdown (3Y)

Largest decline over 3 years

-33.51%

-43.35%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-75.95%

+32.32%

Max Drawdown (10Y)

Largest decline over 10 years

-47.48%

-75.95%

+28.47%

Current Drawdown

Current decline from peak

-9.76%

-40.01%

+30.25%

Average Drawdown

Average peak-to-trough decline

-13.96%

-24.91%

+10.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

25.19%

-14.05%

Volatility

FCNCA vs. NFLX - Volatility Comparison

First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 7.32% compared to Netflix, Inc. (NFLX) at 5.85%. This indicates that FCNCA's price experiences larger fluctuations and is considered to be riskier 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


FCNCANFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

5.85%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

24.58%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.65%

33.05%

-5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.70%

43.09%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.09%

41.49%

-3.40%

Dividends

FCNCA vs. NFLX - Dividend Comparison

FCNCA's dividend yield for the trailing twelve months is around 0.39%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FCNCA
First Citizens BancShares, Inc.
0.39%0.37%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%
NFLX
Netflix, Inc.
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

FCNCA vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between First Citizens BancShares, Inc. and Netflix, Inc.. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.48B
12.25B
(FCNCA) Total Revenue
(NFLX) Total Revenue
Values in USD except per share items

FCNCA vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between First Citizens BancShares, Inc. and Netflix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
66.5%
51.9%
Portfolio components
FCNCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported a gross profit of 2.31B and revenue of 3.48B. Therefore, the gross margin over that period was 66.5%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

FCNCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported an operating income of 705.00M and revenue of 3.48B, resulting in an operating margin of 20.3%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

FCNCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported a net income of 534.00M and revenue of 3.48B, resulting in a net margin of 15.4%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.


Frequently Asked Questions


FCNCA and NFLX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCNCA has higher volatility (7.32%) compared to NFLX (5.85%). In terms of maximum drawdown, FCNCA dropped -63.51% vs NFLX's -81.99%.

FCNCA currently has the higher Sharpe Ratio (0.55 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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