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NFLX vs. ROKU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NFLX and ROKU is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NFLX vs. ROKU - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
533.33%
161.11%
NFLX
ROKU

Key characteristics

Sharpe Ratio

NFLX:

2.74

ROKU:

0.05

Sortino Ratio

NFLX:

3.60

ROKU:

0.48

Omega Ratio

NFLX:

1.48

ROKU:

1.06

Calmar Ratio

NFLX:

4.79

ROKU:

0.02

Martin Ratio

NFLX:

15.67

ROKU:

0.11

Ulcer Index

NFLX:

5.85%

ROKU:

16.01%

Daily Std Dev

NFLX:

32.33%

ROKU:

60.45%

Max Drawdown

NFLX:

-81.99%

ROKU:

-91.91%

Current Drawdown

NFLX:

-1.04%

ROKU:

-87.20%

Fundamentals

Market Cap

NFLX:

$492.17B

ROKU:

$8.86B

EPS

NFLX:

$21.16

ROKU:

-$0.73

PS Ratio

NFLX:

12.01

ROKU:

2.11

PB Ratio

NFLX:

20.48

ROKU:

3.56

Total Revenue (TTM)

NFLX:

$40.14B

ROKU:

$4.25B

Gross Profit (TTM)

NFLX:

$18.82B

ROKU:

$1.84B

EBITDA (TTM)

NFLX:

$26.68B

ROKU:

$30.36M

Returns By Period

In the year-to-date period, NFLX achieves a 28.40% return, which is significantly higher than ROKU's -17.46% return.


NFLX

YTD

28.40%

1M

31.48%

6M

43.68%

1Y

87.77%

5Y*

21.39%

10Y*

29.88%

ROKU

YTD

-17.46%

1M

11.36%

6M

-14.81%

1Y

3.04%

5Y*

-13.53%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NFLX vs. ROKU — Risk-Adjusted Performance Rank

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

NFLX
The Risk-Adjusted Performance Rank of NFLX is 9797
Overall Rank
The Sharpe Ratio Rank of NFLX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9898
Martin Ratio Rank

ROKU
The Risk-Adjusted Performance Rank of ROKU is 5252
Overall Rank
The Sharpe Ratio Rank of ROKU is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLX vs. ROKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Roku, Inc. (ROKU). 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.


The current NFLX Sharpe Ratio is 2.74, which is higher than the ROKU Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of NFLX and ROKU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
2.74
0.05
NFLX
ROKU

Dividends

NFLX vs. ROKU - Dividend Comparison

Neither NFLX nor ROKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NFLX vs. ROKU - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for NFLX and ROKU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-1.04%
-87.20%
NFLX
ROKU

Volatility

NFLX vs. ROKU - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 11.73%, while Roku, Inc. (ROKU) has a volatility of 21.22%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
11.73%
21.22%
NFLX
ROKU

Financials

NFLX vs. ROKU - Financials Comparison

This section allows you to compare key financial metrics between Netflix, Inc. and Roku, Inc.. 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
10.54B
1.02B
(NFLX) Total Revenue
(ROKU) Total Revenue
Values in USD except per share items

NFLX vs. ROKU - Profitability Comparison

The chart below illustrates the profitability comparison between Netflix, Inc. and Roku, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%20212022202320242025
50.1%
43.6%
(NFLX) Gross Margin
(ROKU) Gross Margin
NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported a gross profit of 5.28B and revenue of 10.54B. Therefore, the gross margin over that period was 50.1%.

ROKU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Roku, Inc. reported a gross profit of 445.05M and revenue of 1.02B. Therefore, the gross margin over that period was 43.6%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported an operating income of 3.35B and revenue of 10.54B, resulting in an operating margin of 31.8%.

ROKU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Roku, Inc. reported an operating income of -57.73M and revenue of 1.02B, resulting in an operating margin of -5.7%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported a net income of 2.89B and revenue of 10.54B, resulting in a net margin of 27.4%.

ROKU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Roku, Inc. reported a net income of -27.43M and revenue of 1.02B, resulting in a net margin of -2.7%.