NFLX vs. TSLA
Compare and contrast key facts about Netflix, Inc. (NFLX) and Tesla, Inc. (TSLA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NFLX or TSLA.
Performance
NFLX vs. TSLA - Performance Comparison
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
78.96%
14.06%
33.92%
83.64%
22.91%
32.79%
TSLA
39.25%
56.77%
85.42%
46.86%
71.31%
35.93%
Fundamentals
NFLX | TSLA | |
---|---|---|
Market Cap | $350.30B | $1.12T |
EPS | $18.03 | $3.42 |
PE Ratio | 45.45 | 96.05 |
PEG Ratio | 1.64 | 9.98 |
Total Revenue (TTM) | $37.57B | $97.15B |
Gross Profit (TTM) | $16.99B | $17.71B |
EBITDA (TTM) | $24.85B | $13.83B |
Key characteristics
NFLX | TSLA | |
---|---|---|
Sharpe Ratio | 2.94 | 0.78 |
Sortino Ratio | 3.88 | 1.54 |
Omega Ratio | 1.51 | 1.19 |
Calmar Ratio | 2.46 | 0.73 |
Martin Ratio | 20.68 | 2.08 |
Ulcer Index | 4.21% | 22.88% |
Daily Std Dev | 29.58% | 61.24% |
Max Drawdown | -81.99% | -73.63% |
Current Drawdown | 0.00% | -15.60% |
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Correlation
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.
Dividends
NFLX vs. TSLA - Dividend Comparison
Neither NFLX nor TSLA has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities