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INDEX vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INDEX vs. NFLX

Last updated Jun 25, 2026

INDEX (CYBER HORNET S&P 500) is S&P 500 fund tracking the S&P 500 Index, while NFLX (Netflix, Inc.) is a stock. Over the past 10 years, INDEX returned 13.13%/yr vs 23.30%/yr for NFLX. At a 0.41 correlation, their price movements are largely independent.

Performance

INDEX vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CYBER HORNET S&P 500 (INDEX) 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, INDEX achieves a 8.08% return, which is significantly higher than NFLX's -23.38% return. Over the past 10 years, INDEX has underperformed NFLX with an annualized return of 13.13%, while NFLX has yielded a comparatively higher 23.30% annualized return.

INDEX

1D
-1.43%
1M
-1.32%
YTD
8.08%
6M
6.80%
1Y
22.28%
3Y*
19.22%
5Y*
11.06%
10Y*
13.13%

NFLX

1D
-1.35%
1M
-18.92%
YTD
-23.38%
6M
-23.28%
1Y
-43.84%
3Y*
19.21%
5Y*
6.39%
10Y*
23.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDEX vs. NFLX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INDEX
CYBER HORNET S&P 500		8.08%17.77%24.73%10.58%-11.84%29.10%12.75%28.98%-7.83%18.70%
NFLX
Netflix, Inc.		-23.38%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between INDEX and NFLX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.42

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

0.46

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.41

Over the past year, the correlation between INDEX and NFLX has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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CYBER HORNET S&P 500

Netflix, Inc.

Often compared with INDEX:
INDEX vs. VOOINDEX vs. VIGAXINDEX vs. NYTINDEX vs. BCSINDEX vs. VMIAXINDEX vs. OAKIXINDEX vs. OAKLX
Often compared with NFLX:
NFLX vs. NVDANFLX vs. SPYNFLX vs. TSLANFLX vs. MSFTNFLX vs. AAPLNFLX vs. NFLYNFLX vs. WBD

Return for Risk

INDEX vs. NFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INDEX
INDEX Risk / Return Rank: 5252
Overall Rank
INDEX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
INDEX Sortino Ratio Rank: 4545
Sortino Ratio Rank
INDEX Omega Ratio Rank: 4747
Omega Ratio Rank
INDEX Calmar Ratio Rank: 5353
Calmar Ratio Rank
INDEX Martin Ratio Rank: 6666
Martin Ratio Rank
NFLX
NFLX Risk / Return Rank: 33
Overall Rank
NFLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 33
Sortino Ratio Rank
NFLX Omega Ratio Rank: 33
Omega Ratio Rank
NFLX Calmar Ratio Rank: 44
Calmar Ratio Rank
NFLX Martin Ratio Rank: 33
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.

INDEX vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CYBER HORNET S&P 500 (INDEX) 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.

INDEXNFLXDifference
Sharpe ratioReturn per unit of total volatility
1.90
-1.31

+3.20

Sortino ratioReturn per unit of downside risk
2.59
-2.02

+4.61

Omega ratioGain probability vs. loss probability

1.34

0.75

+0.60

Calmar ratioReturn relative to maximum drawdown

2.66

-0.95

+3.61

Martin ratioReturn relative to average drawdown

11.98

-1.67

+13.65

INDEX vs. NFLX - Sharpe Ratio Comparison

The current INDEX Sharpe Ratio is 1.90, which is higher than the NFLX Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of INDEX 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

INDEX vs. NFLX - Drawdown Comparison

The maximum INDEX drawdown since its inception was -38.82%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for INDEX and NFLX.

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Drawdown Indicators

INDEXNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-38.82%

-81.99%

+43.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-46.35%

+37.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-46.35%

+27.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-75.95%

+54.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.82%

-75.95%

+37.13%

Current Drawdown

Current decline from peak

-3.11%

-46.35%

+43.24%

Average Drawdown

Average peak-to-trough decline

-4.62%

-24.93%

+20.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

26.21%

-24.23%

Volatility

INDEX vs. NFLX - Volatility Comparison

The current volatility for CYBER HORNET S&P 500 (INDEX) is 4.93%, while Netflix, Inc. (NFLX) has a volatility of 7.98%. This indicates that INDEX 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

INDEXNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

7.98%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

25.54%

-15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

33.75%

-21.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

43.23%

-26.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

41.54%

-22.89%

Dividends

INDEX vs. NFLX - Dividend Comparison

INDEX's dividend yield for the trailing twelve months is around 0.96%, while NFLX has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
INDEX
CYBER HORNET S&P 500		0.96%1.04%1.97%1.56%3.25%1.81%1.53%1.61%3.09%1.15%
NFLX
Netflix, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

INDEX and NFLX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLX has higher volatility (7.98%) compared to INDEX (4.93%). In terms of maximum drawdown, INDEX dropped -38.82% vs NFLX's -81.99%.

INDEX currently has the higher Sharpe Ratio (1.90 vs -1.31), 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 INDEX 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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