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NFLX vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NFLX vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Netflix, Inc. (NFLX) and AeroVironment, Inc. (AVAV). 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 -11.86% return, which is significantly higher than AVAV's -23.65% return. Over the past 10 years, NFLX has outperformed AVAV with an annualized return of 24.31%, while AVAV has yielded a comparatively lower 19.16% annualized return.


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%

AVAV

1D
-0.67%
1M
9.74%
YTD
-23.65%
6M
-34.62%
1Y
-3.25%
3Y*
23.54%
5Y*
10.87%
10Y*
19.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. AVAV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLX
Netflix, Inc.
-11.86%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%
AVAV
AeroVironment, Inc.
-23.65%57.18%22.10%47.14%38.09%-28.62%40.75%-9.14%20.99%109.32%

Correlation

The correlation between NFLX and AVAV is 0.08, 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

0.08

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

0.17

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2007

0.24

The correlation between NFLX and AVAV shifts across timeframes, from 0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NFLX:

$355.22B

AVAV:

$9.01B

EPS

NFLX:

$3.09

AVAV:

-$4.63

PS Ratio

NFLX:

7.62

AVAV:

7.51

PB Ratio

NFLX:

11.41

AVAV:

2.11

Total Revenue (TTM)

NFLX:

$46.89B

AVAV:

$1.19B

Gross Profit (TTM)

NFLX:

$22.99B

AVAV:

$104.63M

EBITDA (TTM)

NFLX:

$26.91B

AVAV:

-$242.06M

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Return for Risk

NFLX vs. AVAV — 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: 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

AVAV
AVAV Risk / Return Rank: 4141
Overall Rank
AVAV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 4343
Sortino Ratio Rank
AVAV Omega Ratio Rank: 4242
Omega Ratio Rank
AVAV Calmar Ratio Rank: 4141
Calmar Ratio Rank
AVAV Martin Ratio Rank: 4040
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. AVAV - Risk-Adjusted Trends Comparison

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


NFLXAVAVDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.82

1.06

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.05

-0.72

Martin ratioReturn relative to average drawdown

-1.36

-0.10

-1.26

NFLX vs. AVAV - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.01, which is lower than the AVAV Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of NFLX and AVAV, 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


NFLXAVAVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

-0.04

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.20

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.37

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.23

+0.34

Drawdowns

NFLX vs. AVAV - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than AVAV's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for NFLX and AVAV.


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Drawdown Indicators


NFLXAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-61.45%

-20.54%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-61.45%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

-61.45%

+18.10%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

-61.45%

-14.50%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

-61.45%

-14.50%

Current Drawdown

Current decline from peak

-38.29%

-54.94%

+16.65%

Average Drawdown

Average peak-to-trough decline

-24.90%

-28.56%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.70%

33.68%

-8.98%

Volatility

NFLX vs. AVAV - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 6.64%, while AeroVironment, Inc. (AVAV) has a volatility of 24.99%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLXAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

24.99%

-18.35%

Volatility (6M)

Calculated over the trailing 6-month period

25.22%

58.60%

-33.38%

Volatility (1Y)

Calculated over the trailing 1-year period

33.15%

73.83%

-40.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.10%

55.85%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.52%

51.96%

-10.44%

Dividends

NFLX vs. AVAV - Dividend Comparison

Neither NFLX nor AVAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NFLX vs. AVAV - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
12.25B
-10.80M
(NFLX) Total Revenue
(AVAV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NFLX and AVAV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (24.99%) compared to NFLX (6.64%). In terms of maximum drawdown, NFLX dropped -81.99% vs AVAV's -61.45%.

AVAV currently has the higher Sharpe Ratio (-0.04 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.

Portfolio Optimizer

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