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IVV vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVV vs. NFLX

Last updated Jun 14, 2026

IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while NFLX (Netflix, Inc.) is a stock. Over the past 10 years, IVV returned 15.47%/yr vs 23.92%/yr for NFLX. At a 0.41 correlation, their price movements are largely independent.

Performance

IVV vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) 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, IVV achieves a 9.08% return, which is significantly higher than NFLX's -14.31% return. Over the past 10 years, IVV has underperformed NFLX with an annualized return of 15.47%, while NFLX has yielded a comparatively higher 23.92% annualized return.

IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%

NFLX

1D
-1.14%
1M
-7.68%
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)

IVV vs. NFLX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF		9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
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 IVV and NFLX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.44

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

0.50

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

0.49

Correlation (All Time)
Calculated using the full available price history since May 23, 2002

0.41

Over the past year, the correlation between IVV and NFLX has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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iShares Core S&P 500 ETF

Netflix, Inc.

Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L
Often compared with NFLX:
NFLX vs. NVDANFLX vs. SPYNFLX vs. TSLANFLX vs. AAPLNFLX vs. MSFTNFLX vs. NFLYNFLX vs. WBD

Return for Risk

IVV vs. NFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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.

IVV vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.

IVVNFLXDifference
Sharpe ratioReturn per unit of total volatility
2.00
-1.03

+3.02

Sortino ratioReturn per unit of downside risk
2.70
-1.46

+4.15

Omega ratioGain probability vs. loss probability

1.36

0.81

+0.55

Calmar ratioReturn relative to maximum drawdown

2.76

-0.78

+3.54

Martin ratioReturn relative to average drawdown

12.43

-1.35

+13.78

IVV vs. NFLX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of IVV 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

IVV vs. NFLX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IVV and NFLX.

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Drawdown Indicators

IVVNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-81.99%

+26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-43.35%

+34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-43.35%

+24.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-75.95%

+51.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-75.95%

+42.05%

Current Drawdown

Current decline from peak

-2.35%

-40.01%

+37.66%

Average Drawdown

Average peak-to-trough decline

-10.77%

-24.91%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

25.19%

-23.22%

Volatility

IVV vs. NFLX - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.37%, while Netflix, Inc. (NFLX) has a volatility of 5.85%. This indicates that IVV 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

IVVNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.85%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

24.58%

-14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

33.05%

-20.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

43.09%

-26.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

41.49%

-23.41%

Dividends

IVV vs. NFLX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, while NFLX has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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

IVV and NFLX have a correlation of 0.17, 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 IVV (4.37%). In terms of maximum drawdown, IVV dropped -55.25% vs NFLX's -81.99%.

IVV currently has the higher Sharpe Ratio (2.00 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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