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NFLX vs. 079550.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NFLX vs. 079550.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Netflix, Inc. (NFLX) and LIG Nex1 Co Ltd (079550.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NFLX is traded in USD, while 079550.KS is traded in KRW. To make them comparable, the 079550.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than 079550.KS's 74.52% return. Over the past 10 years, NFLX has outperformed 079550.KS with an annualized return of 23.92%, while 079550.KS has yielded a comparatively lower 20.98% annualized return.


NFLX

1D
-1.14%
1M
-8.25%
YTD
-14.31%
6M
-15.60%
1Y
-33.88%
3Y*
22.62%
5Y*
10.45%
10Y*
23.92%

079550.KS

1D
1.36%
1M
-13.16%
YTD
74.52%
6M
96.67%
1Y
50.98%
3Y*
101.31%
5Y*
69.42%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. 079550.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%
079550.KS
LIG Nex1 Co Ltd
74.52%95.17%49.85%40.41%28.92%108.88%6.04%-15.94%-39.83%-15.53%

Correlation

The correlation between NFLX and 079550.KS is -0.07, 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

-0.07

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

-0.01

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2015

0.03

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Return for Risk

NFLX vs. 079550.KS — Risk / Return Rank

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

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

079550.KS
079550.KS Risk / Return Rank: 7171
Overall Rank
079550.KS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
079550.KS Sortino Ratio Rank: 7474
Sortino Ratio Rank
079550.KS Omega Ratio Rank: 7272
Omega Ratio Rank
079550.KS Calmar Ratio Rank: 7373
Calmar Ratio Rank
079550.KS Martin Ratio Rank: 6969
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. 079550.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and LIG Nex1 Co Ltd (079550.KS). 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.


NFLX079550.KSDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.81

1.19

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.78

1.15

-1.94

Martin ratioReturn relative to average drawdown

-1.35

2.19

-3.54

NFLX vs. 079550.KS - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.03, which is lower than the 079550.KS Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of NFLX and 079550.KS, 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. 079550.KS - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, smaller than the maximum 079550.KS drawdown of -87.21%. Use the drawdown chart below to compare losses from any high point for NFLX and 079550.KS.


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Drawdown Indicators


NFLX079550.KSDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-87.21%

+5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-45.97%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

-45.97%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

-45.97%

-29.98%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

-85.80%

+9.85%

Current Drawdown

Current decline from peak

-40.01%

-26.56%

-13.45%

Average Drawdown

Average peak-to-trough decline

-24.91%

-40.55%

+15.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.19%

23.82%

+1.37%

Volatility

NFLX vs. 079550.KS - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 5.85%, while LIG Nex1 Co Ltd (079550.KS) has a volatility of 18.54%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than 079550.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLX079550.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

18.54%

-12.69%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

62.92%

-38.34%

Volatility (1Y)

Calculated over the trailing 1-year period

33.05%

80.99%

-47.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.09%

60.06%

-16.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.49%

52.12%

-10.63%

Dividends

NFLX vs. 079550.KS - Dividend Comparison

NFLX has not paid dividends to shareholders, while 079550.KS's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
079550.KS
LIG Nex1 Co Ltd
0.38%0.00%1.09%1.49%1.63%1.75%2.95%1.90%1.35%0.84%1.17%0.91%
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%

Financials

NFLX vs. 079550.KS - Financials Comparison

This section allows you to compare key financial metrics between Netflix, Inc. and LIG Nex1 Co Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. NFLX values in USD, 079550.KS values in KRW

Frequently Asked Questions


NFLX and 079550.KS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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