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

Performance

NFLX vs. T - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
41.19%
35.23%
NFLX
T

Returns By Period

In the year-to-date period, NFLX achieves a 84.33% return, which is significantly higher than T's 45.41% return. Over the past 10 years, NFLX has outperformed T with an annualized return of 33.31%, while T has yielded a comparatively lower 4.81% annualized return.


NFLX

YTD

84.33%

1M

17.43%

6M

41.19%

1Y

87.76%

5Y (annualized)

23.71%

10Y (annualized)

33.31%

T

YTD

45.41%

1M

6.88%

6M

35.22%

1Y

50.90%

5Y (annualized)

2.28%

10Y (annualized)

4.81%

Fundamentals


NFLXT
Market Cap$377.81B$163.81B
EPS$17.68$1.24
PE Ratio49.9918.41
PEG Ratio1.801.98
Total Revenue (TTM)$37.57B$122.06B
Gross Profit (TTM)$16.99B$73.12B
EBITDA (TTM)$25.11B$45.21B

Key characteristics


NFLXT
Sharpe Ratio3.012.57
Sortino Ratio3.943.57
Omega Ratio1.521.44
Calmar Ratio2.511.73
Martin Ratio21.1414.91
Ulcer Index4.21%3.40%
Daily Std Dev29.59%19.77%
Max Drawdown-81.99%-64.66%
Current Drawdown0.00%-0.04%

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Correlation

-0.50.00.51.00.2

The correlation between NFLX and T is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

NFLX vs. T - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NFLX, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.012.57
The chart of Sortino ratio for NFLX, currently valued at 3.94, compared to the broader market-4.00-2.000.002.004.003.943.57
The chart of Omega ratio for NFLX, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.44
The chart of Calmar ratio for NFLX, currently valued at 2.51, compared to the broader market0.002.004.006.002.511.73
The chart of Martin ratio for NFLX, currently valued at 21.14, compared to the broader market0.0010.0020.0030.0021.1414.91
NFLX
T

The current NFLX Sharpe Ratio is 3.01, which is comparable to the T Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of NFLX and T, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.01
2.57
NFLX
T

Dividends

NFLX vs. T - Dividend Comparison

NFLX has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 4.83%.


TTM20232022202120202019201820172016201520142013
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
4.83%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

Drawdowns

NFLX vs. T - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than T's maximum drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for NFLX and T. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.04%
NFLX
T

Volatility

NFLX vs. T - Volatility Comparison

Netflix, Inc. (NFLX) and AT&T Inc. (T) have volatilities of 5.40% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.40%
5.62%
NFLX
T

Financials

NFLX vs. T - Financials Comparison

This section allows you to compare key financial metrics between Netflix, Inc. and AT&T 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


Values in USD except per share items