NFLX vs. VXX
NFLX (Netflix, Inc.) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, NFLX returned 23.92%/yr vs -47.94%/yr for VXX. At a correlation of -0.36, they often move in opposite directions.
Performance
NFLX vs. VXX - 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 VXX's -8.58% return. Over the past 10 years, NFLX has outperformed VXX with an annualized return of 23.92%, while VXX has yielded a comparatively lower -47.94% annualized return.
NFLX
- 1D
- -1.14%
- 1M
- -8.25%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.88%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
VXX
- 1D
- -4.42%
- 1M
- -14.70%
- YTD
- -8.58%
- 6M
- -18.05%
- 1Y
- -52.70%
- 3Y*
- -40.29%
- 5Y*
- -45.28%
- 10Y*
- -47.94%
NFLX vs. VXX - 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% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -8.58% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between NFLX and VXX is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2009 | -0.36 |
Over the past year, the inverse relationship between NFLX and VXX has weakened: their correlation has moved from -0.36 to -0.12, meaning they move in opposite directions less often than they have historically.
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Return for Risk
NFLX vs. VXX — Risk / Return Rank
NFLX
VXX
NFLX vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.83 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.92 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.35 | -1.29 | -0.06 |
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Drawdowns
NFLX vs. VXX - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NFLX and VXX.
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Drawdown Indicators
| NFLX | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -100.00% | +18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -57.39% | +14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -79.24% | +35.89% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -95.79% | +19.84% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -99.86% | +23.91% |
Current DrawdownCurrent decline from peak | -40.01% | -100.00% | +59.99% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -95.07% | +70.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 40.90% | -15.71% |
Volatility
NFLX vs. VXX - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 14.13%. This indicates that NFLX experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 14.13% | -8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 42.36% | -17.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 56.64% | -23.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 68.04% | -24.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 70.83% | -29.34% |
Dividends
NFLX vs. VXX - Dividend Comparison
Neither NFLX nor VXX has paid dividends to shareholders.
Frequently Asked Questions
NFLX and VXX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXX has higher volatility (14.13%) compared to NFLX (5.85%). In terms of maximum drawdown, NFLX dropped -81.99% vs VXX's -100.00%.
VXX currently has the higher Sharpe Ratio (-0.93 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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