NFLX vs. EFV
NFLX (Netflix, Inc.) is a stock, while EFV (iShares MSCI EAFE Value ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net). Over the past 10 years, NFLX returned 22.91%/yr vs 10.23%/yr for EFV. At a 0.30 correlation, their price movements are largely independent.
Performance
NFLX vs. EFV - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -27.90% return, which is significantly lower than EFV's 12.03% return. Over the past 10 years, NFLX has outperformed EFV with an annualized return of 22.91%, while EFV has yielded a comparatively lower 10.23% annualized return.
NFLX
- 1D
- -1.96%
- 1M
- -12.64%
- 6M
- -23.18%
- YTD
- -27.90%
- 1Y
- -44.10%
- 3Y*
- 16.50%
- 5Y*
- 5.65%
- 10Y*
- 22.91%
- ALL TIME*
- 30.17%
EFV
- 1D
- -0.69%
- 1M
- 1.68%
- 6M
- 8.90%
- YTD
- 12.03%
- 1Y
- 29.67%
- 3Y*
- 20.66%
- 5Y*
- 13.80%
- 10Y*
- 10.23%
- ALL TIME*
- 5.96%
NFLX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -27.90% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
EFV iShares MSCI EAFE Value ETF | 12.03% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between NFLX and EFV is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.30 |
The correlation between NFLX and EFV shifts across timeframes, from -0.00 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NFLX vs. EFV — Risk / Return Rank
NFLX
EFV
NFLX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iShares MSCI EAFE Value ETF (EFV). 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 | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.86 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.37 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.74 | -3.69 |
| Martin ratioReturn relative to average drawdown | -1.76 | 10.04 | -11.81 |
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Drawdowns
NFLX vs. EFV - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than EFV's maximum drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for NFLX and EFV.
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Drawdown Indicators
| NFLX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -63.94% | -18.05% |
Max Drawdown (1Y)Largest decline over 1 year | -46.49% | -10.90% | -35.59% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | -13.72% | -35.80% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -25.84% | -50.11% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -43.16% | -32.79% |
Current DrawdownCurrent decline from peak | -49.52% | -1.39% | -48.13% |
Average DrawdownAverage peak-to-trough decline | -24.98% | -14.75% | -10.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.06% | 2.96% | +22.10% |
Volatility
NFLX vs. EFV - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 13.34% compared to iShares MSCI EAFE Value ETF (EFV) at 3.17%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.34% | 3.17% | +10.17% |
Volatility (6M)Calculated over the trailing 6-month period | 27.81% | 12.15% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.79% | 14.48% | +20.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.50% | 15.91% | +27.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.38% | 17.44% | +23.94% |
Dividends
NFLX vs. EFV - Dividend Comparison
NFLX has not paid dividends to shareholders, while EFV's dividend yield for the trailing twelve months is around 4.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.69% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
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% |
Frequently Asked Questions
NFLX and EFV have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (13.34%) compared to EFV (3.17%). In terms of maximum drawdown, NFLX dropped -81.99% vs EFV's -63.94%.
EFV currently has the higher Sharpe Ratio (2.06 vs -1.27), 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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