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

Performance

NFLX vs. TSLA - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
33.92%
85.42%
NFLX
TSLA

Returns By Period

In the year-to-date period, NFLX achieves a 78.96% return, which is significantly higher than TSLA's 39.25% return. Over the past 10 years, NFLX has underperformed TSLA with an annualized return of 32.79%, while TSLA has yielded a comparatively higher 35.93% annualized return.


NFLX

YTD

78.96%

1M

14.06%

6M

33.92%

1Y

83.64%

5Y (annualized)

22.91%

10Y (annualized)

32.79%

TSLA

YTD

39.25%

1M

56.77%

6M

85.42%

1Y

46.86%

5Y (annualized)

71.31%

10Y (annualized)

35.93%

Fundamentals


NFLXTSLA
Market Cap$350.30B$1.12T
EPS$18.03$3.42
PE Ratio45.4596.05
PEG Ratio1.649.98
Total Revenue (TTM)$37.57B$97.15B
Gross Profit (TTM)$16.99B$17.71B
EBITDA (TTM)$24.85B$13.83B

Key characteristics


NFLXTSLA
Sharpe Ratio2.940.78
Sortino Ratio3.881.54
Omega Ratio1.511.19
Calmar Ratio2.460.73
Martin Ratio20.682.08
Ulcer Index4.21%22.88%
Daily Std Dev29.58%61.24%
Max Drawdown-81.99%-73.63%
Current Drawdown0.00%-15.60%

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Correlation

-0.50.00.51.00.3

The correlation between NFLX and TSLA is 0.34, 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. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Tesla, Inc. (TSLA). 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 2.94, compared to the broader market-4.00-2.000.002.004.002.940.78
The chart of Sortino ratio for NFLX, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.003.881.54
The chart of Omega ratio for NFLX, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.19
The chart of Calmar ratio for NFLX, currently valued at 2.46, compared to the broader market0.002.004.006.002.460.73
The chart of Martin ratio for NFLX, currently valued at 20.68, compared to the broader market-10.000.0010.0020.0030.0020.682.08
NFLX
TSLA

The current NFLX Sharpe Ratio is 2.94, which is higher than the TSLA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of NFLX and TSLA, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.94
0.78
NFLX
TSLA

Dividends

NFLX vs. TSLA - Dividend Comparison

Neither NFLX nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NFLX vs. TSLA - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for NFLX and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-15.60%
NFLX
TSLA

Volatility

NFLX vs. TSLA - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 6.22%, while Tesla, Inc. (TSLA) has a volatility of 28.91%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than TSLA 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%JuneJulyAugustSeptemberOctoberNovember
6.22%
28.91%
NFLX
TSLA

Financials

NFLX vs. TSLA - Financials Comparison

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