NFLX vs. USD
NFLX (Netflix, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, NFLX returned 23.92%/yr vs 60.21%/yr for USD. At a 0.42 correlation, their price movements are largely independent.
Performance
NFLX vs. USD - 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 USD's 86.87% return. Over the past 10 years, NFLX has underperformed USD with an annualized return of 23.92%, while USD has yielded a comparatively higher 60.21% annualized return.
NFLX
- 1D
- -1.14%
- 1M
- -7.59%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.72%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
USD
- 1D
- 2.08%
- 1M
- -6.17%
- YTD
- 86.87%
- 6M
- 97.77%
- 1Y
- 222.89%
- 3Y*
- 111.11%
- 5Y*
- 65.02%
- 10Y*
- 60.21%
NFLX vs. USD - 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% |
USD ProShares Ultra Semiconductors | 86.87% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between NFLX and USD is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.42 |
Over the past year, the correlation between NFLX and USD has dropped to 0.02 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
NFLX vs. USD — Risk / Return Rank
NFLX
USD
NFLX vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.50 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.41 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 6.58 | -7.36 |
| Martin ratioReturn relative to average drawdown | -1.35 | 18.43 | -19.77 |
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Drawdowns
NFLX vs. USD - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for NFLX and USD.
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Drawdown Indicators
| NFLX | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -88.63% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -31.80% | -11.55% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -64.46% | +21.11% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -77.85% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -77.85% | +1.90% |
Current DrawdownCurrent decline from peak | -40.01% | -13.67% | -26.34% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -32.32% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 11.34% | +13.85% |
Volatility
NFLX vs. USD - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.56%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 29.56% | -23.71% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 52.44% | -27.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 65.34% | -32.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 77.19% | -34.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 69.61% | -28.12% |
Dividends
NFLX vs. USD - Dividend Comparison
NFLX has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.25%.
| 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% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
NFLX and USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (29.56%) compared to NFLX (5.85%). In terms of maximum drawdown, NFLX dropped -81.99% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (3.20 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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