NFLX vs. SGOV
NFLX (Netflix, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, NFLX returned 9.09%/yr vs 3.57%/yr for SGOV. At a correlation of -0.00, they often move in opposite directions.
Performance
NFLX vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -17.47% return, which is significantly lower than SGOV's 1.69% return.
NFLX
- 1D
- 0.55%
- 1M
- -13.35%
- YTD
- -17.47%
- 6M
- -18.02%
- 1Y
- -37.16%
- 3Y*
- 21.45%
- 5Y*
- 9.09%
- 10Y*
- 23.49%
SGOV
- 1D
- 0.04%
- 1M
- 0.31%
- YTD
- 1.69%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.71%
- 5Y*
- 3.57%
- 10Y*
- —
NFLX vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -17.47% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 28.78% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.69% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between NFLX and SGOV is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.00 |
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Return for Risk
NFLX vs. SGOV — Risk / Return Rank
NFLX
SGOV
NFLX vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.49 | ||
| Sortino ratioReturn per unit of downside risk | -278.00 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 196.05 | -195.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 399.24 | -400.09 |
| Martin ratioReturn relative to average drawdown | -1.43 | 4,473.64 | -4,475.07 |
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Drawdowns
NFLX vs. SGOV - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for NFLX and SGOV.
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Drawdown Indicators
| NFLX | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -0.03% | -81.96% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -0.01% | -43.34% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -0.01% | -43.34% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -0.03% | -75.92% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -42.22% | 0.00% | -42.22% |
Average DrawdownAverage peak-to-trough decline | -24.92% | -0.00% | -24.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.72% | 0.00% | +25.72% |
Volatility
NFLX vs. SGOV - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 6.35% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 0.06% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 0.13% | +24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.33% | 0.19% | +33.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.14% | 0.24% | +42.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 0.24% | +41.28% |
Dividends
NFLX vs. SGOV - Dividend Comparison
NFLX has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.85%.
| 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
NFLX and SGOV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (6.35%) compared to SGOV (0.06%). In terms of maximum drawdown, NFLX dropped -81.99% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.39 vs -1.10), 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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