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IWM vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) 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, IWM achieves a 15.62% return, which is significantly higher than NFLX's -11.86% return. Over the past 10 years, IWM has underperformed NFLX with an annualized return of 10.78%, while NFLX has yielded a comparatively higher 24.31% annualized return.


IWM

1D
0.87%
1M
-0.02%
YTD
15.62%
6M
13.83%
1Y
35.52%
3Y*
16.64%
5Y*
5.48%
10Y*
10.78%

NFLX

1D
0.56%
1M
-5.54%
YTD
-11.86%
6M
-14.62%
1Y
-33.43%
3Y*
25.31%
5Y*
11.21%
10Y*
24.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWM
iShares Russell 2000 ETF
15.62%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%
NFLX
Netflix, Inc.
-11.86%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between IWM 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

0.25

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

0.38

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 24, 2002

0.38

Over the past year, the correlation between IWM and NFLX has dropped to 0.01 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

IWM vs. NFLX — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 6363
Overall Rank
IWM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6060
Sortino Ratio Rank
IWM Omega Ratio Rank: 5454
Omega Ratio Rank
IWM Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWM Martin Ratio Rank: 6868
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 44
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: 1010
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.

IWM vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) 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.


IWMNFLXDifference
Sharpe ratioReturn per unit of total volatility

+2.84

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.30

0.82

+0.49

Calmar ratioReturn relative to maximum drawdown

3.24

-0.77

+4.01

Martin ratioReturn relative to average drawdown

11.44

-1.36

+12.79

IWM vs. NFLX - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.83, which is higher than the NFLX Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of IWM 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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Sharpe Ratios by Period


IWMNFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

-1.01

+2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.26

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.59

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.58

-0.21

Drawdowns

IWM vs. NFLX - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IWM and NFLX.


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Drawdown Indicators


IWMNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-81.99%

+22.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-43.35%

+32.32%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-43.35%

+15.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-75.95%

+44.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-75.95%

+34.82%

Current Drawdown

Current decline from peak

-2.71%

-38.29%

+35.58%

Average Drawdown

Average peak-to-trough decline

-10.76%

-24.90%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

24.70%

-21.59%

Volatility

IWM vs. NFLX - Volatility Comparison

iShares Russell 2000 ETF (IWM) and Netflix, Inc. (NFLX) have volatilities of 6.52% and 6.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.64%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

25.22%

-11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

33.15%

-13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

43.10%

-20.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

41.52%

-18.45%

Dividends

IWM vs. NFLX - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.89%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF
0.89%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
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


IWM 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 (6.64%) compared to IWM (6.52%). In terms of maximum drawdown, IWM dropped -59.05% vs NFLX's -81.99%.

IWM currently has the higher Sharpe Ratio (1.83 vs -1.01), 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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