NFLX vs. UPS
NFLX (Netflix, Inc.) and UPS (United Parcel Service, Inc.) are both stocks. NFLX operates in Entertainment (Communication Services), while UPS operates in Integrated Freight & Logistics (Industrials). Over the past 10 years, NFLX returned 23.92%/yr vs 4.31%/yr for UPS. At a 0.24 correlation, their price movements are largely independent.
Performance
NFLX vs. UPS - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -14.31% return, which is significantly lower than UPS's 12.37% return. Over the past 10 years, NFLX has outperformed UPS with an annualized return of 23.92%, while UPS has yielded a comparatively lower 4.31% annualized 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%
UPS
- 1D
- -0.51%
- 1M
- 11.11%
- YTD
- 12.37%
- 6M
- 10.44%
- 1Y
- 15.53%
- 3Y*
- -9.66%
- 5Y*
- -7.78%
- 10Y*
- 4.31%
NFLX vs. UPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
UPS United Parcel Service, Inc. | 12.37% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
Correlation
The correlation between NFLX and UPS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 23, 2002 | 0.24 |
The correlation between NFLX and UPS shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
NFLX:
$345.34B
UPS:
$91.89B
NFLX:
$3.09
UPS:
$6.18
NFLX:
25.99
UPS:
17.49
NFLX:
7.41
UPS:
1.04
NFLX:
11.09
UPS:
5.83
NFLX:
$46.89B
UPS:
$88.34B
NFLX:
$22.99B
UPS:
$16.03B
NFLX:
$26.91B
UPS:
$10.63B
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Return for Risk
NFLX vs. UPS — Risk / Return Rank
NFLX
UPS
NFLX vs. UPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and United Parcel Service, Inc. (UPS). 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 | UPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.12 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.72 | -1.50 |
| Martin ratioReturn relative to average drawdown | -1.35 | 1.22 | -2.56 |
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Drawdowns
NFLX vs. UPS - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than UPS's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for NFLX and UPS.
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Drawdown Indicators
| NFLX | UPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -57.92% | -24.07% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -20.28% | -23.07% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -50.71% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -57.92% | -18.03% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -57.92% | -18.03% |
Current DrawdownCurrent decline from peak | -40.01% | -42.22% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -15.33% | -9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 11.93% | +13.26% |
Volatility
NFLX vs. UPS - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while United Parcel Service, Inc. (UPS) has a volatility of 9.06%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | UPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 9.06% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 21.69% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 29.72% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 28.46% | +14.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 27.61% | +13.88% |
Dividends
NFLX vs. UPS - Dividend Comparison
NFLX has not paid dividends to shareholders, while UPS's dividend yield for the trailing twelve months is around 6.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UPS United Parcel Service, Inc. | 6.07% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Financials
NFLX vs. UPS - Financials Comparison
This section allows you to compare key financial metrics between Netflix, Inc. and United Parcel Service, 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
NFLX vs. UPS - Profitability Comparison
NFLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.
UPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported a gross profit of 3.60B and revenue of 21.20B. Therefore, the gross margin over that period was 17.0%.
NFLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.
UPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported an operating income of 1.27B and revenue of 21.20B, resulting in an operating margin of 6.0%.
NFLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.
UPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported a net income of 864.00M and revenue of 21.20B, resulting in a net margin of 4.1%.
Frequently Asked Questions
NFLX and UPS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPS has higher volatility (9.06%) compared to NFLX (5.85%). In terms of maximum drawdown, NFLX dropped -81.99% vs UPS's -57.92%.
UPS currently has the higher Sharpe Ratio (0.49 vs -1.03), 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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