PortfoliosLab logo
NFLX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFLX and VTI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

NFLX vs. VTI - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%December2025FebruaryMarchAprilMay
96,564.16%
721.81%
NFLX
VTI

Key characteristics

Sharpe Ratio

NFLX:

3.39

VTI:

0.68

Sortino Ratio

NFLX:

4.10

VTI:

1.08

Omega Ratio

NFLX:

1.56

VTI:

1.16

Calmar Ratio

NFLX:

5.44

VTI:

0.71

Martin Ratio

NFLX:

18.81

VTI:

2.77

Ulcer Index

NFLX:

5.85%

VTI:

4.94%

Daily Std Dev

NFLX:

32.49%

VTI:

20.02%

Max Drawdown

NFLX:

-81.99%

VTI:

-55.45%

Current Drawdown

NFLX:

0.00%

VTI:

-7.70%

Returns By Period

In the year-to-date period, NFLX achieves a 29.75% return, which is significantly higher than VTI's -3.46% return. Over the past 10 years, NFLX has outperformed VTI with an annualized return of 30.57%, while VTI has yielded a comparatively lower 11.88% annualized return.


NFLX

YTD

29.75%

1M

23.62%

6M

52.95%

1Y

104.63%

5Y*

22.79%

10Y*

30.57%

VTI

YTD

-3.46%

1M

0.31%

6M

-0.55%

1Y

12.77%

5Y*

16.24%

10Y*

11.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NFLX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFLX
The Risk-Adjusted Performance Rank of NFLX is 9898
Overall Rank
The Sharpe Ratio Rank of NFLX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9898
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7070
Overall Rank
The Sharpe Ratio Rank of VTI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for NFLX, currently valued at 3.39, compared to the broader market-2.00-1.000.001.002.003.00
NFLX: 3.39
VTI: 0.68
The chart of Sortino ratio for NFLX, currently valued at 4.10, compared to the broader market-6.00-4.00-2.000.002.004.00
NFLX: 4.10
VTI: 1.08
The chart of Omega ratio for NFLX, currently valued at 1.56, compared to the broader market0.501.001.502.00
NFLX: 1.56
VTI: 1.16
The chart of Calmar ratio for NFLX, currently valued at 5.44, compared to the broader market0.001.002.003.004.005.00
NFLX: 5.44
VTI: 0.71
The chart of Martin ratio for NFLX, currently valued at 18.81, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
NFLX: 18.81
VTI: 2.77

The current NFLX Sharpe Ratio is 3.39, which is higher than the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NFLX and VTI, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
3.39
0.68
NFLX
VTI

Dividends

NFLX vs. VTI - Dividend Comparison

NFLX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
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%
VTI
Vanguard Total Stock Market ETF
1.34%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

NFLX vs. VTI - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NFLX and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-7.70%
NFLX
VTI

Volatility

NFLX vs. VTI - Volatility Comparison

Netflix, Inc. (NFLX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 14.19% and 14.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.19%
14.77%
NFLX
VTI