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FUBO vs. NFLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FUBO vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in fuboTV Inc. (FUBO) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
22.40%
38.77%
FUBO
NFLX

Returns By Period

In the year-to-date period, FUBO achieves a -51.89% return, which is significantly lower than NFLX's 84.33% return.


FUBO

YTD

-51.89%

1M

-7.83%

6M

25.41%

1Y

-49.00%

5Y (annualized)

-32.58%

10Y (annualized)

N/A

NFLX

YTD

84.33%

1M

17.43%

6M

41.19%

1Y

87.76%

5Y (annualized)

23.71%

10Y (annualized)

33.31%

Fundamentals


FUBONFLX
Market Cap$481.09M$377.81B
EPS-$0.68$17.68
Total Revenue (TTM)$1.59B$37.57B
Gross Profit (TTM)$521.58M$16.99B
EBITDA (TTM)-$155.03M$25.11B

Key characteristics


FUBONFLX
Sharpe Ratio-0.703.01
Sortino Ratio-0.853.94
Omega Ratio0.901.52
Calmar Ratio-0.522.51
Martin Ratio-0.9721.14
Ulcer Index52.43%4.21%
Daily Std Dev72.92%29.59%
Max Drawdown-98.44%-81.99%
Current Drawdown-97.70%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between FUBO and NFLX is 0.20, 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.

Risk-Adjusted Performance

FUBO vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for fuboTV Inc. (FUBO) 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.


Sharpe ratio
The chart of Sharpe ratio for FUBO, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.703.01
The chart of Sortino ratio for FUBO, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.853.94
The chart of Omega ratio for FUBO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.52
The chart of Calmar ratio for FUBO, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.522.51
The chart of Martin ratio for FUBO, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.9721.14
FUBO
NFLX

The current FUBO Sharpe Ratio is -0.70, which is lower than the NFLX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of FUBO and NFLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.70
3.01
FUBO
NFLX

Dividends

FUBO vs. NFLX - Dividend Comparison

Neither FUBO nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUBO vs. NFLX - Drawdown Comparison

The maximum FUBO drawdown since its inception was -98.44%, which is greater than NFLX's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for FUBO and NFLX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-97.70%
0
FUBO
NFLX

Volatility

FUBO vs. NFLX - Volatility Comparison

fuboTV Inc. (FUBO) has a higher volatility of 24.02% compared to Netflix, Inc. (NFLX) at 5.40%. This indicates that FUBO'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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.02%
5.40%
FUBO
NFLX

Financials

FUBO vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between fuboTV 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


Values in USD except per share items