NFLX vs. DBMF
NFLX (Netflix, Inc.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, NFLX returned 10.45%/yr vs 8.01%/yr for DBMF. At a 0.04 correlation, their price movements are largely independent.
Performance
NFLX vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than DBMF's 10.27% 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%
DBMF
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
NFLX vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | -12.66% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between NFLX and DBMF is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.04 |
The correlation between NFLX and DBMF shifts across timeframes, from -0.04 (5 years) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
NFLX vs. DBMF — Risk / Return Rank
NFLX
DBMF
NFLX vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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 | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.47 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 4.50 | -5.28 |
| Martin ratioReturn relative to average drawdown | -1.35 | 16.30 | -17.65 |
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Drawdowns
NFLX vs. DBMF - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for NFLX and DBMF.
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Drawdown Indicators
| NFLX | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -20.39% | -61.60% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -6.10% | -37.25% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -15.60% | -27.75% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -20.39% | -55.56% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -40.01% | -1.91% | -38.10% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -6.56% | -18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 1.68% | +23.51% |
Volatility
NFLX vs. DBMF - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 5.85% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.71%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 2.71% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 10.00% | +14.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 12.35% | +20.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 12.55% | +30.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 12.41% | +29.08% |
Dividends
NFLX vs. DBMF - Dividend Comparison
NFLX has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NFLX and DBMF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (5.85%) compared to DBMF (2.71%). In terms of maximum drawdown, NFLX dropped -81.99% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.22 vs -1.03), 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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