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NFLX vs. NXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NFLX vs. NXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Netflix, Inc. (NFLX) and NexGen Energy Ltd. (NXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than NXE's 7.07% return. Over the past 10 years, NFLX has outperformed NXE with an annualized return of 23.92%, while NXE has yielded a comparatively lower 17.17% annualized return.


NFLX

1D
-1.14%
1M
-7.59%
YTD
-14.31%
6M
-15.60%
1Y
-33.72%
3Y*
22.62%
5Y*
10.45%
10Y*
23.92%

NXE

1D
1.03%
1M
-17.71%
YTD
7.07%
6M
10.55%
1Y
48.57%
3Y*
28.80%
5Y*
15.13%
10Y*
17.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. NXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%
NXE
NexGen Energy Ltd.
7.07%39.39%-5.71%58.01%1.37%58.33%115.63%-28.09%-30.47%48.75%

Correlation

The correlation between NFLX and NXE is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.20

The correlation between NFLX and NXE shifts across timeframes, from 0.06 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NFLX:

$345.34B

NXE:

$6.51B

EPS

NFLX:

$3.09

NXE:

-CA$0.69

PB Ratio

NFLX:

11.09

NXE:

5.34

Total Revenue (TTM)

NFLX:

$46.89B

NXE:

CA$0.00

Gross Profit (TTM)

NFLX:

$22.99B

NXE:

-CA$992.64K

EBITDA (TTM)

NFLX:

$26.91B

NXE:

-CA$247.46M

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Return for Risk

NFLX vs. NXE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
Martin Ratio Rank

NXE
NXE Risk / Return Rank: 6969
Overall Rank
NXE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NXE Sortino Ratio Rank: 6868
Sortino Ratio Rank
NXE Omega Ratio Rank: 6464
Omega Ratio Rank
NXE Calmar Ratio Rank: 7070
Calmar Ratio Rank
NXE Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFLX vs. NXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and NexGen Energy Ltd. (NXE). 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.


NFLXNXEDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

0.81

1.17

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.78

1.42

-2.20

Martin ratioReturn relative to average drawdown

-1.35

4.12

-5.46

NFLX vs. NXE - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.03, which is lower than the NXE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of NFLX and NXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NFLX vs. NXE - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, roughly equal to the maximum NXE drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NFLX and NXE.


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Drawdown Indicators


NFLXNXEDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-82.98%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-33.41%

-9.94%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

-54.28%

+10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

-54.28%

-21.67%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

-82.98%

+7.03%

Current Drawdown

Current decline from peak

-40.01%

-29.24%

-10.77%

Average Drawdown

Average peak-to-trough decline

-24.91%

-28.63%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.19%

11.50%

+13.69%

Volatility

NFLX vs. NXE - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 5.85%, while NexGen Energy Ltd. (NXE) has a volatility of 21.34%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLXNXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

21.34%

-15.49%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

40.89%

-16.31%

Volatility (1Y)

Calculated over the trailing 1-year period

33.05%

55.44%

-22.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.09%

58.14%

-15.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.49%

61.55%

-20.06%

Dividends

NFLX vs. NXE - Dividend Comparison

Neither NFLX nor NXE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NFLX vs. NXE - Financials Comparison

This section allows you to compare key financial metrics between Netflix, Inc. and NexGen Energy Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
12.25B
0
(NFLX) Total Revenue
(NXE) Total Revenue
Please note, different currencies. NFLX values in USD, NXE values in CAD

Frequently Asked Questions


NFLX and NXE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXE has higher volatility (21.34%) compared to NFLX (5.85%). In terms of maximum drawdown, NFLX dropped -81.99% vs NXE's -82.98%.

NXE currently has the higher Sharpe Ratio (0.86 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.

Portfolio Optimizer

Find the right allocation for NFLX and NXE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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