NFLX vs. VYMI
NFLX (Netflix, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, NFLX returned 22.91%/yr vs 10.70%/yr for VYMI. At a 0.32 correlation, their price movements are largely independent.
Performance
NFLX vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -27.90% return, which is significantly lower than VYMI's 13.64% return. Over the past 10 years, NFLX has outperformed VYMI with an annualized return of 22.91%, while VYMI has yielded a comparatively lower 10.70% annualized return.
NFLX
- 1D
- -1.96%
- 1M
- -12.64%
- 6M
- -23.18%
- YTD
- -27.90%
- 1Y
- -44.10%
- 3Y*
- 16.50%
- 5Y*
- 5.65%
- 10Y*
- 22.91%
- ALL TIME*
- 30.17%
VYMI
- 1D
- -0.65%
- 1M
- 0.98%
- 6M
- 10.39%
- YTD
- 13.64%
- 1Y
- 30.07%
- 3Y*
- 20.68%
- 5Y*
- 13.43%
- 10Y*
- 10.70%
- ALL TIME*
- 11.03%
NFLX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -27.90% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
VYMI Vanguard International High Dividend Yield ETF | 13.64% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Correlation
The correlation between NFLX and VYMI is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.32 |
The correlation between NFLX and VYMI shifts across timeframes, from -0.01 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NFLX vs. VYMI — Risk / Return Rank
NFLX
VYMI
NFLX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.55 | ||
| Sortino ratioReturn per unit of downside risk | -5.12 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.41 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.98 | -3.93 |
| Martin ratioReturn relative to average drawdown | -1.76 | 11.59 | -13.35 |
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Drawdowns
NFLX vs. VYMI - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for NFLX and VYMI.
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Drawdown Indicators
| NFLX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -40.00% | -41.99% |
Max Drawdown (1Y)Largest decline over 1 year | -46.49% | -10.14% | -36.35% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | -12.84% | -36.68% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -24.05% | -51.90% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -40.00% | -35.95% |
Current DrawdownCurrent decline from peak | -49.52% | -1.14% | -48.38% |
Average DrawdownAverage peak-to-trough decline | -24.98% | -6.25% | -18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.06% | 2.60% | +22.46% |
Volatility
NFLX vs. VYMI - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 13.34% compared to Vanguard International High Dividend Yield ETF (VYMI) at 2.96%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.34% | 2.96% | +10.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.81% | 11.33% | +16.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.79% | 13.27% | +21.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.50% | 14.83% | +28.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.38% | 16.53% | +24.85% |
Dividends
NFLX vs. VYMI - Dividend Comparison
NFLX has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
NFLX and VYMI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (13.34%) compared to VYMI (2.96%). In terms of maximum drawdown, NFLX dropped -81.99% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.28 vs -1.27), 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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