NFLX vs. CGL.TO
NFLX (Netflix, Inc.) is a stock, while CGL.TO (iShares Gold Bullion ETF (CAD-Hedged)) is Gold fund tracking the Gold Bullion. Over the past 10 years, NFLX returned 23.92%/yr vs 10.05%/yr for CGL.TO. At a 0.02 correlation, their price movements are largely independent.
Performance
NFLX vs. CGL.TO - Performance Comparison
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Different Trading Currencies
NFLX is traded in USD, while CGL.TO is traded in CAD. To make them comparable, the CGL.TO 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 CGL.TO's -5.12% return. Over the past 10 years, NFLX has outperformed CGL.TO with an annualized return of 23.92%, while CGL.TO has yielded a comparatively lower 10.05% annualized return.
NFLX
- 1D
- -1.14%
- 1M
- -7.68%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.72%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
CGL.TO
- 1D
- 0.07%
- 1M
- -11.35%
- YTD
- -5.12%
- 6M
- -4.61%
- 1Y
- 16.70%
- 3Y*
- 25.29%
- 5Y*
- 12.44%
- 10Y*
- 10.05%
NFLX vs. CGL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
CGL.TO iShares Gold Bullion ETF (CAD-Hedged) | -5.12% | 67.73% | 15.88% | 13.97% | -6.96% | -4.54% | 26.41% | 21.59% | -10.70% | 19.79% |
Correlation
The correlation between NFLX and CGL.TO is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2010 | 0.02 |
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Return for Risk
NFLX vs. CGL.TO — Risk / Return Rank
NFLX
CGL.TO
NFLX vs. CGL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). 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 | CGL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.14 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.70 | -1.48 |
| Martin ratioReturn relative to average drawdown | -1.35 | 2.00 | -3.35 |
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Drawdowns
NFLX vs. CGL.TO - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than CGL.TO's maximum drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for NFLX and CGL.TO.
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Drawdown Indicators
| NFLX | CGL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -62.05% | -19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -27.17% | -16.18% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -27.17% | -16.18% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -27.17% | -48.78% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -27.17% | -48.78% |
Current DrawdownCurrent decline from peak | -40.01% | -24.91% | -15.10% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -32.74% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 9.43% | +15.76% |
Volatility
NFLX vs. CGL.TO - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a volatility of 7.69%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | CGL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 7.69% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 24.50% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 28.25% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 19.70% | +23.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 17.92% | +23.57% |
Dividends
NFLX vs. CGL.TO - Dividend Comparison
Neither NFLX nor CGL.TO has paid dividends to shareholders.
Frequently Asked Questions
NFLX and CGL.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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