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IEF vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) 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, IEF achieves a -0.47% return, which is significantly higher than NFLX's -14.31% return. Over the past 10 years, IEF has underperformed NFLX with an annualized return of 0.59%, while NFLX has yielded a comparatively higher 23.92% annualized return.


IEF

1D
-0.17%
1M
0.25%
YTD
-0.47%
6M
-0.18%
1Y
3.78%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

NFLX

1D
-1.14%
1M
-7.59%
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)

IEF vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
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 IEF and NFLX is -0.01, 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

-0.01

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

0.05

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

0.10

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.09

The correlation between IEF and NFLX shifts across timeframes, from -0.09 (all time) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. NFLX — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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.

IEF vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.


IEFNFLXDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.12

0.81

+0.31

Calmar ratioReturn relative to maximum drawdown

0.84

-0.78

+1.62

Martin ratioReturn relative to average drawdown

2.35

-1.35

+3.69

IEF vs. NFLX - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of IEF 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

IEF vs. NFLX - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IEF and NFLX.


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Drawdown Indicators


IEFNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-81.99%

+58.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-43.35%

+39.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-43.35%

+35.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-75.95%

+54.55%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-75.95%

+52.02%

Current Drawdown

Current decline from peak

-11.18%

-40.01%

+28.83%

Average Drawdown

Average peak-to-trough decline

-5.35%

-24.91%

+19.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

25.19%

-23.74%

Volatility

IEF vs. NFLX - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Netflix, Inc. (NFLX) has a volatility of 5.85%. This indicates that IEF 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


IEFNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

5.85%

-4.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

24.58%

-21.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

33.05%

-28.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

43.09%

-35.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

41.49%

-34.86%

Dividends

IEF vs. NFLX - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
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%

Frequently Asked Questions


IEF and NFLX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLX has higher volatility (5.85%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs NFLX's -81.99%.

IEF currently has the higher Sharpe Ratio (0.72 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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