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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.48%
8.23%
NFLX
VTI

Key characteristics

Sharpe Ratio

NFLX:

2.96

VTI:

2.11

Sortino Ratio

NFLX:

3.88

VTI:

2.82

Omega Ratio

NFLX:

1.51

VTI:

1.39

Calmar Ratio

NFLX:

2.78

VTI:

3.18

Martin Ratio

NFLX:

21.05

VTI:

13.32

Ulcer Index

NFLX:

4.15%

VTI:

2.05%

Daily Std Dev

NFLX:

29.47%

VTI:

12.90%

Max Drawdown

NFLX:

-81.99%

VTI:

-55.45%

Current Drawdown

NFLX:

-5.93%

VTI:

-2.79%

Returns By Period

In the year-to-date period, NFLX achieves a -1.15% return, which is significantly lower than VTI's 1.12% return. Over the past 10 years, NFLX has outperformed VTI with an annualized return of 34.28%, while VTI has yielded a comparatively lower 12.97% annualized return.


NFLX

YTD

-1.15%

1M

-3.29%

6M

27.57%

1Y

85.61%

5Y*

22.05%

10Y*

34.28%

VTI

YTD

1.12%

1M

-2.79%

6M

8.38%

1Y

27.59%

5Y*

14.06%

10Y*

12.97%

*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 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 2.96, compared to the broader market-4.00-2.000.002.002.962.11
The chart of Sortino ratio for NFLX, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.003.882.82
The chart of Omega ratio for NFLX, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.39
The chart of Calmar ratio for NFLX, currently valued at 2.78, compared to the broader market0.002.004.006.002.783.18
The chart of Martin ratio for NFLX, currently valued at 21.05, compared to the broader market0.005.0010.0015.0020.0025.0021.0513.32
NFLX
VTI

The current NFLX Sharpe Ratio is 2.96, which is higher than the VTI Sharpe Ratio of 2.11. 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.96
2.11
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 1.25%.


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
1.25%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.93%
-2.79%
NFLX
VTI

Volatility

NFLX vs. VTI - Volatility Comparison

Netflix, Inc. (NFLX) has a higher volatility of 6.70% compared to Vanguard Total Stock Market ETF (VTI) at 4.49%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.70%
4.49%
NFLX
VTI