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 -41.91% vs 4.63% for EVLN. At a 0.09 correlation, their price movements are largely independent.
Performance
NFLX vs. EVLN - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -22.33% return, which is significantly lower than EVLN's 1.50% return.
NFLX
- 1D
- -0.08%
- 1M
- -17.81%
- YTD
- -22.33%
- 6M
- -22.12%
- 1Y
- -41.91%
- 3Y*
- 19.75%
- 5Y*
- 7.05%
- 10Y*
- 23.47%
EVLN
- 1D
- 0.00%
- 1M
- 0.32%
- YTD
- 1.50%
- 6M
- 1.50%
- 1Y
- 4.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX vs. EVLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NFLX Netflix, Inc. | -22.33% | 5.19% | 59.36% |
EVLN Eaton Vance Floating-Rate ETF | 1.50% | 5.59% | 7.35% |
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 8, 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.
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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.
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 | EVLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.73 | ||
| Sortino ratioReturn per unit of downside risk | -6.00 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.52 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.63 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.61 | 8.57 | -10.19 |
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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.
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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 | -45.62% | -1.77% | -43.85% |
Max Drawdown (3Y)Largest decline over 3 years | -45.62% | — | — |
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 | -45.62% | -0.10% | -45.52% |
Average DrawdownAverage peak-to-trough decline | -24.92% | -0.21% | -24.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.04% | 0.54% | +25.50% |
Volatility
NFLX vs. EVLN - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 7.97% compared to Eaton Vance Floating-Rate ETF (EVLN) at 0.41%. 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.
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Volatility by Period
| NFLX | EVLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 0.41% | +7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 25.52% | 1.64% | +23.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.79% | 1.87% | +31.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.22% | 2.41% | +40.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 2.41% | +39.14% |
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 6.91%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVLN Eaton Vance Floating-Rate ETF | 6.91% | 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 (7.97%) compared to EVLN (0.41%). In terms of maximum drawdown, NFLX dropped -81.99% vs EVLN's -2.78%.
EVLN currently has the higher Sharpe Ratio (2.49 vs -1.25), 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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