FPRO vs. NFLX
Compare and contrast key facts about Fidelity Real Estate Investment ETF (FPRO) and Netflix, Inc. (NFLX).
FPRO is an actively managed fund by Fidelity. It was launched on Feb 2, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPRO or NFLX.
Key characteristics
| FPRO | NFLX | |
|---|---|---|
| YTD Return | 9.84% | 68.32% |
| 1Y Return | 28.45% | 84.31% |
| 3Y Return (Ann) | -0.36% | 6.31% |
| Sharpe Ratio | 1.68 | 2.83 |
| Sortino Ratio | 2.43 | 3.77 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 0.95 | 2.33 |
| Martin Ratio | 6.01 | 19.79 |
| Ulcer Index | 4.55% | 4.21% |
| Daily Std Dev | 16.24% | 29.43% |
| Max Drawdown | -32.80% | -81.99% |
| Current Drawdown | -8.63% | 0.00% |
Correlation
The correlation between FPRO and NFLX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FPRO vs. NFLX - Performance Comparison
In the year-to-date period, FPRO achieves a 9.84% return, which is significantly lower than NFLX's 68.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FPRO vs. NFLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment ETF (FPRO) 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.
Dividends
FPRO vs. NFLX - Dividend Comparison
FPRO's dividend yield for the trailing twelve months is around 2.43%, while NFLX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
FPRO Fidelity Real Estate Investment ETF | 2.43% | 2.83% | 2.67% | 1.69% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FPRO vs. NFLX - Drawdown Comparison
The maximum FPRO drawdown since its inception was -32.80%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for FPRO and NFLX. For additional features, visit the drawdowns tool.
Volatility
FPRO vs. NFLX - Volatility Comparison
The current volatility for Fidelity Real Estate Investment ETF (FPRO) is 5.37%, while Netflix, Inc. (NFLX) has a volatility of 11.74%. This indicates that FPRO 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.