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. Over the past 10 years, NFLX returned 24.31%/yr vs 9.94%/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 -11.86% return, which is significantly lower than EFV's 8.07% return. Over the past 10 years, NFLX has outperformed EFV with an annualized return of 24.31%, while EFV has yielded a comparatively lower 9.94% 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%
EFV
- 1D
- 0.35%
- 1M
- -1.10%
- YTD
- 8.07%
- 6M
- 12.00%
- 1Y
- 25.73%
- 3Y*
- 21.26%
- 5Y*
- 11.92%
- 10Y*
- 9.94%
NFLX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -11.86% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
EFV iShares MSCI EAFE Value ETF | 8.07% | 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 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
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 8, 2005 | 0.30 |
Over the past year, the correlation between NFLX and EFV has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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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.
| NFLX | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.32 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.37 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.36 | 8.79 | -10.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFLX | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | 1.80 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.75 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.26 | +0.31 |
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 | -43.35% | -10.90% | -32.45% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -13.72% | -29.63% |
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 | -38.29% | -3.47% | -34.82% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -14.82% | -10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.70% | 2.93% | +21.77% |
Volatility
NFLX vs. EFV - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 6.64% compared to iShares MSCI EAFE Value ETF (EFV) at 3.81%. 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 | 6.64% | 3.81% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | 11.74% | +13.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.15% | 14.35% | +18.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 15.98% | +27.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 17.87% | +23.65% |
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 3.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 3.85% | 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 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (6.64%) compared to EFV (3.81%). In terms of maximum drawdown, NFLX dropped -81.99% vs EFV's -63.94%.
EFV currently has the higher Sharpe Ratio (1.80 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.
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