NFLX vs. QQQM
NFLX (Netflix, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, NFLX returned 10.65%/yr vs 17.66%/yr for QQQM. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
NFLX vs. QQQM - 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 QQQM's 21.25% 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%
QQQM
- 1D
- 3.11%
- 1M
- 4.92%
- YTD
- 21.25%
- 6M
- 22.16%
- 1Y
- 41.92%
- 3Y*
- 27.28%
- 5Y*
- 17.66%
- 10Y*
- —
NFLX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -12.89% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 0.17% |
QQQM Invesco NASDAQ 100 ETF | 21.25% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between NFLX and QQQM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.56 |
Over the past year, the correlation between NFLX and QQQM has dropped to 0.20 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
NFLX vs. QQQM — Risk / Return Rank
NFLX
QQQM
NFLX vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.43 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 3.52 | -4.28 |
| Martin ratioReturn relative to average drawdown | -1.29 | 13.11 | -14.40 |
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Drawdowns
NFLX vs. QQQM - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for NFLX and QQQM.
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Drawdown Indicators
| NFLX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -35.04% | -46.95% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -11.96% | -31.39% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -22.70% | -20.65% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -35.04% | -40.91% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -39.01% | -0.32% | -38.69% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -8.22% | -16.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.31% | 3.20% | +22.11% |
Volatility
NFLX vs. QQQM - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 6.19%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 8.01%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 8.01% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 24.59% | 14.01% | +10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.16% | 17.35% | +15.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 22.45% | +20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.51% | 22.25% | +19.26% |
Dividends
NFLX vs. QQQM - Dividend Comparison
NFLX has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.41% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
NFLX and QQQM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (8.01%) compared to NFLX (6.19%). In terms of maximum drawdown, NFLX dropped -81.99% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (2.43 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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