NFLX vs. S
NFLX (Netflix, Inc.) and S (SentinelOne, Inc.) are both stocks. NFLX operates in Entertainment (Communication Services), while S operates in Software - Infrastructure (Technology). Over the past 3 years, NFLX returned 25.31%/yr vs 2.68%/yr for S. At a 0.42 correlation, their price movements are largely independent.
Performance
NFLX vs. S - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -11.86% return, which is significantly lower than S's 5.00% return.
NFLX
- 1D
- 0.56%
- 1M
- -5.54%
- YTD
- -11.86%
- 6M
- -14.62%
- 1Y
- -33.43%
- 3Y*
- 25.31%
- 5Y*
- 11.21%
- 10Y*
- 24.31%
S
- 1D
- -1.25%
- 1M
- -5.06%
- YTD
- 5.00%
- 6M
- 5.85%
- 1Y
- -14.22%
- 3Y*
- 2.68%
- 5Y*
- —
- 10Y*
- —
NFLX vs. S - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -11.86% | 5.19% | 83.07% | 65.11% | -51.05% | 14.05% |
S SentinelOne, Inc. | 5.00% | -32.43% | -19.10% | 88.07% | -71.10% | 18.80% |
Correlation
The correlation between NFLX and S 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 (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.42 |
Over the past year, the correlation between NFLX and S has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
Fundamentals
NFLX:
$355.22B
S:
$5.31B
NFLX:
$3.09
S:
-$0.95
NFLX:
7.62
S:
5.01
NFLX:
11.41
S:
3.69
NFLX:
$46.89B
S:
$1.05B
NFLX:
$22.99B
S:
$776.52M
NFLX:
$26.91B
S:
-$279.24M
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Return for Risk
NFLX vs. S — Risk / Return Rank
NFLX
S
NFLX vs. S - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and SentinelOne, Inc. (S). 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.
| NFLX | S | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.99 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.36 | -0.41 |
| Martin ratioReturn relative to average drawdown | -1.36 | -0.69 | -0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFLX | S | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | -0.30 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -0.29 | +0.86 |
Drawdowns
NFLX vs. S - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, roughly equal to the maximum S drawdown of -84.35%. Use the drawdown chart below to compare losses from any high point for NFLX and S.
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Drawdown Indicators
| NFLX | S | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -84.35% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -39.64% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -60.20% | +16.85% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -38.29% | -79.36% | +41.07% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -66.27% | +41.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.70% | 20.77% | +3.93% |
Volatility
NFLX vs. S - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 6.64%, while SentinelOne, Inc. (S) has a volatility of 17.13%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | S | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 17.13% | -10.49% |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | 38.52% | -13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.15% | 47.56% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 63.79% | -20.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 63.79% | -22.27% |
Dividends
NFLX vs. S - Dividend Comparison
Neither NFLX nor S has paid dividends to shareholders.
Financials
NFLX vs. S - Financials Comparison
This section allows you to compare key financial metrics between Netflix, Inc. and SentinelOne, 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.
Total Revenue: Total amount of money received from sales and other business activities
NFLX vs. S - Profitability Comparison
NFLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.
S - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. Therefore, the gross margin over that period was 71.8%.
NFLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.
S - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported an operating income of -79.72M and revenue of 276.66M, resulting in an operating margin of -28.8%.
NFLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.
S - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.
Frequently Asked Questions
NFLX and S 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.
S has higher volatility (17.13%) compared to NFLX (6.64%). In terms of maximum drawdown, NFLX dropped -81.99% vs S's -84.35%.
S currently has the higher Sharpe Ratio (-0.30 vs -1.01), 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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