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NFLX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NFLX and AAPL 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NFLX vs. AAPL - Performance Comparison

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

50,000.00%60,000.00%70,000.00%80,000.00%90,000.00%NovemberDecember2025FebruaryMarchApril
91,970.38%
55,148.15%
NFLX
AAPL

Key characteristics

Sharpe Ratio

NFLX:

2.77

AAPL:

0.80

Sortino Ratio

NFLX:

3.52

AAPL:

1.30

Omega Ratio

NFLX:

1.47

AAPL:

1.19

Calmar Ratio

NFLX:

4.45

AAPL:

0.78

Martin Ratio

NFLX:

15.49

AAPL:

2.94

Ulcer Index

NFLX:

5.85%

AAPL:

8.85%

Daily Std Dev

NFLX:

32.53%

AAPL:

32.69%

Max Drawdown

NFLX:

-81.99%

AAPL:

-81.80%

Current Drawdown

NFLX:

0.00%

AAPL:

-19.11%

Fundamentals

Market Cap

NFLX:

$468.78B

AAPL:

$3.14T

EPS

NFLX:

$21.15

AAPL:

$6.29

PE Ratio

NFLX:

52.08

AAPL:

33.27

PEG Ratio

NFLX:

1.97

AAPL:

2.05

PS Ratio

NFLX:

11.67

AAPL:

7.94

PB Ratio

NFLX:

19.51

AAPL:

47.09

Total Revenue (TTM)

NFLX:

$40.14B

AAPL:

$305.01B

Gross Profit (TTM)

NFLX:

$18.82B

AAPL:

$141.83B

EBITDA (TTM)

NFLX:

$22.73B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, NFLX achieves a 23.58% return, which is significantly higher than AAPL's -16.34% return. Over the past 10 years, NFLX has outperformed AAPL with an annualized return of 30.01%, while AAPL has yielded a comparatively lower 22.03% annualized return.


NFLX

YTD

23.58%

1M

12.78%

6M

45.96%

1Y

96.27%

5Y*

21.26%

10Y*

30.01%

AAPL

YTD

-16.34%

1M

-6.51%

6M

-9.36%

1Y

24.20%

5Y*

25.04%

10Y*

22.03%

*Annualized

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Risk-Adjusted Performance

NFLX vs. AAPL — Risk-Adjusted Performance Rank

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

NFLX
The Risk-Adjusted Performance Rank of NFLX is 9898
Overall Rank
The Sharpe Ratio Rank of NFLX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9898
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Apple Inc (AAPL). 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.


The chart of Sharpe ratio for NFLX, currently valued at 2.77, compared to the broader market-2.00-1.000.001.002.003.00
NFLX: 2.77
AAPL: 0.80
The chart of Sortino ratio for NFLX, currently valued at 3.52, compared to the broader market-6.00-4.00-2.000.002.004.00
NFLX: 3.52
AAPL: 1.30
The chart of Omega ratio for NFLX, currently valued at 1.47, compared to the broader market0.501.001.502.00
NFLX: 1.47
AAPL: 1.19
The chart of Calmar ratio for NFLX, currently valued at 4.45, compared to the broader market0.001.002.003.004.005.00
NFLX: 4.45
AAPL: 0.78
The chart of Martin ratio for NFLX, currently valued at 15.49, compared to the broader market-5.000.005.0010.0015.0020.00
NFLX: 15.49
AAPL: 2.94

The current NFLX Sharpe Ratio is 2.77, which is higher than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of NFLX and AAPL, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.77
0.80
NFLX
AAPL

Dividends

NFLX vs. AAPL - Dividend Comparison

NFLX has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
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%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

NFLX vs. AAPL - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for NFLX and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-19.11%
NFLX
AAPL

Volatility

NFLX vs. AAPL - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 15.20%, while Apple Inc (AAPL) has a volatility of 22.62%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.20%
22.62%
NFLX
AAPL

Financials

NFLX vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Netflix, Inc. and Apple Inc. 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


Values in USD except per share items