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INDEX vs. NFLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDEX and NFLX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

INDEX vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Index Funds S&P 500 Equal Weight (INDEX) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
158.35%
1,043.46%
INDEX
NFLX

Key characteristics

Sharpe Ratio

INDEX:

2.00

NFLX:

2.90

Sortino Ratio

INDEX:

2.66

NFLX:

3.77

Omega Ratio

INDEX:

1.37

NFLX:

1.51

Calmar Ratio

INDEX:

3.02

NFLX:

2.66

Martin Ratio

INDEX:

12.85

NFLX:

20.77

Ulcer Index

INDEX:

1.97%

NFLX:

4.13%

Daily Std Dev

INDEX:

12.65%

NFLX:

29.58%

Max Drawdown

INDEX:

-38.82%

NFLX:

-81.99%

Current Drawdown

INDEX:

-4.38%

NFLX:

-2.94%

Returns By Period

In the year-to-date period, INDEX achieves a 23.38% return, which is significantly lower than NFLX's 86.71% return.


INDEX

YTD

23.38%

1M

-1.49%

6M

7.10%

1Y

23.99%

5Y*

11.92%

10Y*

N/A

NFLX

YTD

86.71%

1M

2.85%

6M

32.49%

1Y

84.91%

5Y*

22.00%

10Y*

34.26%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

INDEX vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (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.


Sharpe ratio
The chart of Sharpe ratio for INDEX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.002.002.90
The chart of Sortino ratio for INDEX, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.002.663.77
The chart of Omega ratio for INDEX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.51
The chart of Calmar ratio for INDEX, currently valued at 3.02, compared to the broader market0.002.004.006.008.0010.0012.0014.003.022.66
The chart of Martin ratio for INDEX, currently valued at 12.85, compared to the broader market0.0020.0040.0060.0012.8520.77
INDEX
NFLX

The current INDEX Sharpe Ratio is 2.00, which is lower than the NFLX Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of INDEX 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.00
2.90
INDEX
NFLX

Dividends

INDEX vs. NFLX - Dividend Comparison

Neither INDEX nor NFLX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
INDEX
Index Funds S&P 500 Equal Weight
0.00%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.38%
-2.94%
INDEX
NFLX

Volatility

INDEX vs. NFLX - Volatility Comparison

The current volatility for Index Funds S&P 500 Equal Weight (INDEX) is 4.24%, while Netflix, Inc. (NFLX) has a volatility of 7.30%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
7.30%
INDEX
NFLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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