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NFLX vs. QQQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLX vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Netflix, Inc. (NFLX) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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 -12.89% return, which is significantly lower than QQQY's 18.97% 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%

QQQY

1D
3.07%
1M
4.23%
YTD
18.97%
6M
19.80%
1Y
34.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. QQQY - Yearly Performance Comparison


2026 (YTD)202520242023
NFLX
Netflix, Inc.
-12.89%5.19%83.07%18.11%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
18.97%14.96%7.70%7.19%

Correlation

The correlation between NFLX and QQQY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.39

Over the past year, the correlation between NFLX and QQQY has dropped to 0.11 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

NFLX vs. QQQY — Risk / Return Rank

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

NFLX
NFLX Risk / Return Rank: 99
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: 1414
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1212
Martin Ratio Rank

QQQY
QQQY Risk / Return Rank: 7676
Overall Rank
QQQY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 7272
Sortino Ratio Rank
QQQY Omega Ratio Rank: 8282
Omega Ratio Rank
QQQY Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQY Martin Ratio Rank: 7575
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. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


NFLXQQQYDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-4.29

Omega ratioGain probability vs. loss probability

0.82

1.44

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.76

3.15

-3.91

Martin ratioReturn relative to average drawdown

-1.29

12.91

-14.20

NFLX vs. QQQY - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -0.99, which is lower than the QQQY Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of NFLX and QQQY, 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. QQQY - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for NFLX and QQQY.


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Drawdown Indicators


NFLXQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-19.05%

-62.94%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-11.14%

-32.21%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

Current Drawdown

Current decline from peak

-39.01%

-0.45%

-38.56%

Average Drawdown

Average peak-to-trough decline

-24.91%

-2.92%

-21.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.31%

2.72%

+22.59%

Volatility

NFLX vs. QQQY - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 6.19%, while Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) has a volatility of 7.60%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLXQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

7.60%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

24.59%

13.19%

+11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

33.16%

15.20%

+17.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.10%

15.22%

+27.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.51%

15.22%

+26.29%

Dividends

NFLX vs. QQQY - Dividend Comparison

NFLX has not paid dividends to shareholders, while QQQY's dividend yield for the trailing twelve months is around 34.34%.


PositionTTM202520242023
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
34.34%45.34%83.34%20.64%

Frequently Asked Questions


NFLX and QQQY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQY has higher volatility (7.60%) compared to NFLX (6.19%). In terms of maximum drawdown, NFLX dropped -81.99% vs QQQY's -19.05%.

QQQY currently has the higher Sharpe Ratio (2.32 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.

Portfolio Optimizer

Find the right allocation for NFLX and QQQY

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