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NFLX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

NFLX vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, NFLX achieves a -27.90% return, which is significantly lower than ^GSPC's 8.73% return. Over the past 10 years, NFLX has outperformed ^GSPC with an annualized return of 22.91%, while ^GSPC has yielded a comparatively lower 13.09% annualized return.


NFLX

1D
-1.96%
1M
-12.64%
6M
-23.18%
YTD
-27.90%
1Y
-44.10%
3Y*
16.50%
5Y*
5.65%
10Y*
22.91%
ALL TIME*
30.17%

^GSPC

1D
-0.19%
1M
-0.76%
6M
7.25%
YTD
8.73%
1Y
18.21%
3Y*
17.95%
5Y*
11.30%
10Y*
13.09%
ALL TIME*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLX
Netflix, Inc.
-27.90%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%
^GSPC
S&P 500 Index
8.73%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between NFLX and ^GSPC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.42

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 NFLX and ^GSPC has dropped to 0.13 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

NFLX vs. ^GSPC — Risk / Return Rank

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

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: 44
Omega Ratio Rank
NFLX Calmar Ratio Rank: 55
Calmar Ratio Rank
NFLX Martin Ratio Rank: 33
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

NFLX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and S&P 500 Index (^GSPC). 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.


NFLX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-4.00

Omega ratioGain probability vs. loss probability

0.75

1.26

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.95

2.01

-2.96

Martin ratioReturn relative to average drawdown

-1.76

8.68

-10.44

NFLX vs. ^GSPC - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.27, which is lower than the ^GSPC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of NFLX and ^GSPC, 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

NFLX vs. ^GSPC - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NFLX and ^GSPC.


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Drawdown Indicators


NFLX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-56.78%

-25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-46.49%

-9.10%

-37.39%

Max Drawdown (3Y)

Largest decline over 3 years

-49.52%

-18.90%

-30.62%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

-25.43%

-50.52%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

-33.92%

-42.03%

Current Drawdown

Current decline from peak

-49.52%

-2.19%

-47.33%

Average Drawdown

Average peak-to-trough decline

-24.98%

-10.70%

-14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.06%

2.10%

+22.96%

Volatility

NFLX vs. ^GSPC - Volatility Comparison

Netflix, Inc. (NFLX) has a higher volatility of 13.34% compared to S&P 500 Index (^GSPC) at 3.13%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

3.13%

+10.21%

Volatility (6M)

Calculated over the trailing 6-month period

27.81%

10.04%

+17.77%

Volatility (1Y)

Calculated over the trailing 1-year period

34.79%

12.62%

+22.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.50%

16.98%

+26.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.38%

18.06%

+23.32%

Frequently Asked Questions


NFLX and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLX has higher volatility (13.34%) compared to ^GSPC (3.13%). In terms of maximum drawdown, NFLX dropped -81.99% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.45 vs -1.27), 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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