NFLX vs. ITOT
NFLX (Netflix, Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, NFLX returned 24.31%/yr vs 14.81%/yr for ITOT. At a 0.42 correlation, their price movements are largely independent.
Performance
NFLX vs. ITOT - 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 ITOT's 9.09% return. Over the past 10 years, NFLX has outperformed ITOT with an annualized return of 24.31%, while ITOT has yielded a comparatively lower 14.81% 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%
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
NFLX vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between NFLX and ITOT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.42 |
Over the past year, the correlation between NFLX and ITOT has dropped to 0.16 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
NFLX vs. ITOT — Risk / Return Rank
NFLX
ITOT
NFLX vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.14 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.36 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.81 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.36 | 12.79 | -14.15 |
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 | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | 2.01 | -3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.71 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.81 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | +0.01 |
Drawdowns
NFLX vs. ITOT - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NFLX and ITOT.
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Drawdown Indicators
| NFLX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -55.20% | -26.79% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -8.90% | -34.45% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -19.44% | -23.91% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -25.36% | -50.59% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -35.00% | -40.95% |
Current DrawdownCurrent decline from peak | -38.29% | -2.65% | -35.64% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -6.97% | -17.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.70% | 1.95% | +22.75% |
Volatility
NFLX vs. ITOT - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 6.64% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.91%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 3.91% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | 9.56% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.15% | 12.49% | +20.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 17.40% | +25.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 18.29% | +23.23% |
Dividends
NFLX vs. ITOT - Dividend Comparison
NFLX has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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 ITOT have a correlation of 0.16, 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 ITOT (3.91%). In terms of maximum drawdown, NFLX dropped -81.99% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.01 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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