NFLX vs. VLUE
NFLX (Netflix, Inc.) is a stock, while VLUE (iShares MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Over the past 10 years, NFLX returned 23.47%/yr vs 15.56%/yr for VLUE. At a 0.31 correlation, their price movements are largely independent.
Performance
NFLX vs. VLUE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NFLX achieves a -22.33% return, which is significantly lower than VLUE's 45.30% return. Over the past 10 years, NFLX has outperformed VLUE with an annualized return of 23.47%, while VLUE has yielded a comparatively lower 15.56% annualized return.
NFLX
- 1D
- -0.08%
- 1M
- -17.81%
- YTD
- -22.33%
- 6M
- -22.12%
- 1Y
- -41.91%
- 3Y*
- 19.75%
- 5Y*
- 7.05%
- 10Y*
- 23.47%
VLUE
- 1D
- -3.46%
- 1M
- 5.59%
- YTD
- 45.30%
- 6M
- 44.72%
- 1Y
- 81.73%
- 3Y*
- 32.50%
- 5Y*
- 16.52%
- 10Y*
- 15.56%
NFLX vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -22.33% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
VLUE iShares MSCI USA Value Factor ETF | 45.30% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -11.13% | 21.95% |
Correlation
The correlation between NFLX and VLUE is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2013 | 0.31 |
The correlation between NFLX and VLUE shifts across timeframes, from -0.06 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NFLX vs. VLUE — Risk / Return Rank
NFLX
VLUE
NFLX vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iShares MSCI USA Value Factor ETF (VLUE). 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 | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.56 | ||
| Sortino ratioReturn per unit of downside risk | -7.26 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.73 | -0.96 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 9.09 | -10.01 |
| Martin ratioReturn relative to average drawdown | -1.61 | 38.03 | -39.64 |
Loading charts...
Drawdowns
NFLX vs. VLUE - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for NFLX and VLUE.
Loading charts...
Drawdown Indicators
| NFLX | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -39.47% | -42.52% |
Max Drawdown (1Y)Largest decline over 1 year | -45.62% | -9.04% | -36.58% |
Max Drawdown (3Y)Largest decline over 3 years | -45.62% | -17.89% | -27.73% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -27.12% | -48.83% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -39.47% | -36.48% |
Current DrawdownCurrent decline from peak | -45.62% | -3.46% | -42.16% |
Average DrawdownAverage peak-to-trough decline | -24.92% | -6.00% | -18.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.04% | 2.16% | +23.88% |
Volatility
NFLX vs. VLUE - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 7.97%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 9.76%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NFLX | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 9.76% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 25.52% | 16.13% | +9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.79% | 19.07% | +14.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.22% | 18.12% | +25.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 19.95% | +21.60% |
Dividends
NFLX vs. VLUE - Dividend Comparison
NFLX has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.42%.
| 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% |
VLUE iShares MSCI USA Value Factor ETF | 1.42% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
NFLX and VLUE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (9.76%) compared to NFLX (7.97%). In terms of maximum drawdown, NFLX dropped -81.99% vs VLUE's -39.47%.
VLUE currently has the higher Sharpe Ratio (4.31 vs -1.25), 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.
Find the right allocation for NFLX and VLUE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer