NFLX vs. EVLN
NFLX (Netflix, Inc.) is a stock, while EVLN (Eaton Vance Floating-Rate ETF) is Bank Loan fund actively managed by Eaton Vance. Over the past year, NFLX returned -33.07% vs 4.86% for EVLN. At a 0.09 correlation, their price movements are largely independent.
Performance
NFLX vs. EVLN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NFLX achieves a -13.05% return, which is significantly lower than EVLN's 1.37% return.
NFLX
- 1D
- -2.17%
- 1M
- -10.44%
- YTD
- -13.05%
- 6M
- -21.59%
- 1Y
- -33.07%
- 3Y*
- 26.74%
- 5Y*
- 10.50%
- 10Y*
- 23.40%
EVLN
- 1D
- -0.04%
- 1M
- 0.66%
- YTD
- 1.37%
- 6M
- 1.73%
- 1Y
- 4.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX vs. EVLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NFLX Netflix, Inc. | -13.05% | 5.19% | 59.58% |
EVLN Eaton Vance Floating-Rate ETF | 1.37% | 5.59% | 7.29% |
Correlation
The correlation between NFLX and EVLN 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 (All Time) Calculated using the full available price history since Feb 9, 2024 | 0.09 |
The correlation between NFLX and EVLN shifts across timeframes, from -0.08 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NFLX vs. EVLN — Risk / Return Rank
NFLX
EVLN
NFLX vs. EVLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Eaton Vance Floating-Rate ETF (EVLN). 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 | EVLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.61 | ||
| Sortino ratioReturn per unit of downside risk | -5.79 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.55 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.76 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.36 | 9.01 | -10.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NFLX | EVLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | 2.61 | -3.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 2.55 | -1.98 |
Drawdowns
NFLX vs. EVLN - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than EVLN's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for NFLX and EVLN.
Loading charts...
Drawdown Indicators
| NFLX | EVLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -2.78% | -79.21% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -1.77% | -41.58% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -39.12% | -0.04% | -39.08% |
Average DrawdownAverage peak-to-trough decline | -24.89% | -0.22% | -24.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.34% | 0.54% | +23.80% |
Volatility
NFLX vs. EVLN - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 7.24% compared to Eaton Vance Floating-Rate ETF (EVLN) at 0.46%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than EVLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NFLX | EVLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 0.46% | +6.78% |
Volatility (6M)Calculated over the trailing 6-month period | 25.66% | 1.62% | +24.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.14% | 1.89% | +31.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.11% | 2.43% | +40.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 2.43% | +39.09% |
Dividends
NFLX vs. EVLN - Dividend Comparison
NFLX has not paid dividends to shareholders, while EVLN's dividend yield for the trailing twelve months is around 6.92%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVLN Eaton Vance Floating-Rate ETF | 6.92% | 7.28% | 6.41% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NFLX and EVLN 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.
NFLX has higher volatility (7.24%) compared to EVLN (0.46%). In terms of maximum drawdown, NFLX dropped -81.99% vs EVLN's -2.78%.
EVLN currently has the higher Sharpe Ratio (2.61 vs -1.00), 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.
Find the right allocation for NFLX and EVLN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer