NFLX vs. PRVAX
NFLX (Netflix, Inc.) is a stock, while PRVAX (T. Rowe Virginia Tax Free Bond Fund) is Municipal Bonds fund managed by T. Rowe Price. Over the past 10 years, NFLX returned 24.08%/yr vs 2.14%/yr for PRVAX. At a correlation of -0.04, they often move in opposite directions.
Performance
NFLX vs. PRVAX - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -12.89% return, which is significantly lower than PRVAX's 2.02% return. Over the past 10 years, NFLX has outperformed PRVAX with an annualized return of 24.08%, while PRVAX has yielded a comparatively lower 2.14% annualized return.
NFLX
- 1D
- 1.66%
- 1M
- -6.15%
- YTD
- -12.89%
- 6M
- -12.90%
- 1Y
- -32.62%
- 3Y*
- 23.65%
- 5Y*
- 10.65%
- 10Y*
- 24.08%
PRVAX
- 1D
- 0.00%
- 1M
- 1.55%
- YTD
- 2.02%
- 6M
- 2.71%
- 1Y
- 9.06%
- 3Y*
- 4.70%
- 5Y*
- 1.10%
- 10Y*
- 2.14%
NFLX vs. PRVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -12.89% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
PRVAX T. Rowe Virginia Tax Free Bond Fund | 2.02% | 4.32% | 3.35% | 7.10% | -10.90% | 2.37% | 5.25% | 6.66% | 0.72% | 4.71% |
Correlation
The correlation between NFLX and PRVAX is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 23, 2002 | -0.04 |
The correlation between NFLX and PRVAX shifts across timeframes, from -0.04 (all time) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NFLX vs. PRVAX — Risk / Return Rank
NFLX
PRVAX
NFLX vs. PRVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and T. Rowe Virginia Tax Free Bond Fund (PRVAX). 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 | PRVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.99 | ||
| Sortino ratioReturn per unit of downside risk | -6.09 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.75 | -0.92 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 3.24 | -3.99 |
| Martin ratioReturn relative to average drawdown | -1.29 | 11.34 | -12.63 |
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Drawdowns
NFLX vs. PRVAX - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than PRVAX's maximum drawdown of -15.93%. Use the drawdown chart below to compare losses from any high point for NFLX and PRVAX.
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Drawdown Indicators
| NFLX | PRVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -15.93% | -66.06% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -2.82% | -40.53% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -6.95% | -36.40% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -15.93% | -60.02% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -15.93% | -60.02% |
Current DrawdownCurrent decline from peak | -39.01% | -0.27% | -38.74% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -1.87% | -23.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.31% | 0.79% | +24.52% |
Volatility
NFLX vs. PRVAX - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 6.19% compared to T. Rowe Virginia Tax Free Bond Fund (PRVAX) at 1.19%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than PRVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | PRVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 1.19% | +5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 24.59% | 2.21% | +22.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.16% | 3.06% | +30.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 4.57% | +38.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.51% | 4.19% | +37.32% |
Dividends
NFLX vs. PRVAX - Dividend Comparison
NFLX has not paid dividends to shareholders, while PRVAX's dividend yield for the trailing twelve months is around 4.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRVAX T. Rowe Virginia Tax Free Bond Fund | 4.41% | 4.42% | 4.00% | 3.41% | 2.04% | 2.26% | 2.47% | 2.82% | 3.16% | 3.16% | 3.22% | 3.40% |
Frequently Asked Questions
NFLX and PRVAX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (6.19%) compared to PRVAX (1.19%). In terms of maximum drawdown, NFLX dropped -81.99% vs PRVAX's -15.93%.
PRVAX currently has the higher Sharpe Ratio (3.00 vs -0.99), 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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