NFLX vs. JPM
NFLX (Netflix, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. NFLX operates in Entertainment (Communication Services), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, NFLX returned 23.92%/yr vs 21.02%/yr for JPM. At a 0.25 correlation, their price movements are largely independent.
Performance
NFLX vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than JPM's 0.50% return. Over the past 10 years, NFLX has outperformed JPM with an annualized return of 23.92%, while JPM has yielded a comparatively lower 21.02% annualized return.
NFLX
- 1D
- -1.14%
- 1M
- -8.25%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.88%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
NFLX vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between NFLX and JPM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 23, 2002 | 0.25 |
The correlation between NFLX and JPM shifts across timeframes, from 0.13 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NFLX:
$345.34B
JPM:
$896.00B
NFLX:
$3.09
JPM:
$21.08
NFLX:
25.99
JPM:
15.21
NFLX:
1.03
JPM:
1.68
NFLX:
7.41
JPM:
3.14
NFLX:
11.09
JPM:
2.60
NFLX:
$46.89B
JPM:
$285.09B
NFLX:
$22.99B
JPM:
$173.52B
NFLX:
$26.91B
JPM:
$81.46B
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Return for Risk
NFLX vs. JPM — Risk / Return Rank
NFLX
JPM
NFLX vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.18 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.42 | -2.21 |
| Martin ratioReturn relative to average drawdown | -1.35 | 3.36 | -4.70 |
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Drawdowns
NFLX vs. JPM - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for NFLX and JPM.
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Drawdown Indicators
| NFLX | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -76.16% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -15.47% | -27.88% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -24.42% | -18.93% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -38.77% | -37.18% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -43.63% | -32.32% |
Current DrawdownCurrent decline from peak | -40.01% | -3.66% | -36.35% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -17.62% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 6.54% | +18.65% |
Volatility
NFLX vs. JPM - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.35%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.35% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 16.67% | +7.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 21.76% | +11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 24.46% | +18.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 27.39% | +14.10% |
Dividends
NFLX vs. JPM - Dividend Comparison
NFLX has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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% |
Financials
NFLX vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Netflix, Inc. and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
NFLX vs. JPM - Profitability Comparison
NFLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
NFLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
NFLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
NFLX and JPM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.35%) compared to NFLX (5.85%). In terms of maximum drawdown, NFLX dropped -81.99% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.01 vs -1.03), 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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