PortfoliosLab logoPortfoliosLab logo
NFLX vs. SMGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLX vs. SMGB.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

NFLX is traded in USD, while SMGB.L is traded in GBP. To make them comparable, the SMGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than SMGB.L's 86.62% return.


NFLX

1D
-1.14%
1M
-7.68%
YTD
-14.31%
6M
-15.60%
1Y
-33.72%
3Y*
22.62%
5Y*
10.45%
10Y*
23.92%

SMGB.L

1D
5.42%
1M
10.97%
YTD
86.62%
6M
90.03%
1Y
164.81%
3Y*
58.63%
5Y*
37.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLX vs. SMGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%9.55%
SMGB.L
VanEck Semiconductor UCITS ETF
86.62%49.26%24.21%74.92%-35.50%43.10%2.03%

Correlation

The correlation between NFLX and SMGB.L is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.26

The correlation between NFLX and SMGB.L shifts across timeframes, from -0.04 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NFLX vs. SMGB.L — Risk / Return Rank

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

NFLX
NFLX Risk / Return Rank: 88
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: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
Martin Ratio Rank

SMGB.L
SMGB.L Risk / Return Rank: 9797
Overall Rank
SMGB.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMGB.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMGB.L Omega Ratio Rank: 9595
Omega Ratio Rank
SMGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMGB.L Martin Ratio Rank: 9898
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. SMGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and VanEck Semiconductor UCITS ETF (SMGB.L). 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.


NFLXSMGB.LDifference
Sharpe ratioReturn per unit of total volatility

-5.81

Sortino ratioReturn per unit of downside risk

-6.49

Omega ratioGain probability vs. loss probability

0.81

1.64

-0.82

Calmar ratioReturn relative to maximum drawdown

-0.78

11.25

-12.03

Martin ratioReturn relative to average drawdown

-1.35

40.27

-41.62

NFLX vs. SMGB.L - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.03, which is lower than the SMGB.L Sharpe Ratio of 4.78. The chart below compares the historical Sharpe Ratios of NFLX and SMGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NFLX vs. SMGB.L - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than SMGB.L's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for NFLX and SMGB.L.


Loading charts...

Drawdown Indicators


NFLXSMGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-45.92%

-36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-14.18%

-29.17%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

-36.85%

-6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-75.95%

-45.92%

-30.03%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

Current Drawdown

Current decline from peak

-40.01%

-1.60%

-38.41%

Average Drawdown

Average peak-to-trough decline

-24.91%

-11.30%

-13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.19%

3.97%

+21.22%

Volatility

NFLX vs. SMGB.L - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 5.85%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 14.22%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NFLXSMGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

14.22%

-8.37%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

26.95%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

33.05%

33.36%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.09%

32.39%

+10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.49%

32.05%

+9.44%

Dividends

NFLX vs. SMGB.L - Dividend Comparison

Neither NFLX nor SMGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NFLX and SMGB.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NFLX and SMGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer