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NTRA vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTRA vs. NFLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, NTRA achieves a -7.43% return, which is significantly higher than NFLX's -14.31% return. Over the past 10 years, NTRA has outperformed NFLX with an annualized return of 33.53%, while NFLX has yielded a comparatively lower 23.92% annualized return.


NTRA

1D
-3.27%
1M
8.58%
YTD
-7.43%
6M
-8.57%
1Y
29.04%
3Y*
61.10%
5Y*
15.34%
10Y*
33.53%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTRA vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTRA
Natera, Inc.
-7.43%44.72%152.71%55.94%-56.99%-6.16%195.40%141.33%55.28%-23.23%
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between NTRA and NFLX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2015

0.31

The correlation between NTRA and NFLX shifts across timeframes, from 0.14 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NTRA:

$30.01B

NFLX:

$345.34B

EPS

NTRA:

-$1.64

NFLX:

$3.09

PS Ratio

NTRA:

11.70

NFLX:

7.41

PB Ratio

NTRA:

16.92

NFLX:

11.09

Total Revenue (TTM)

NTRA:

$2.50B

NFLX:

$46.89B

Gross Profit (TTM)

NTRA:

$1.63B

NFLX:

$22.99B

EBITDA (TTM)

NTRA:

-$294.86M

NFLX:

$26.91B

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Return for Risk

NTRA vs. NFLX — Risk / Return Rank

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

NTRA
NTRA Risk / Return Rank: 6262
Overall Rank
NTRA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NTRA Sortino Ratio Rank: 6060
Sortino Ratio Rank
NTRA Omega Ratio Rank: 5959
Omega Ratio Rank
NTRA Calmar Ratio Rank: 6464
Calmar Ratio Rank
NTRA Martin Ratio Rank: 6363
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTRA vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) and Netflix, Inc. (NFLX). 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.


NTRANFLXDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.14

0.81

+0.33

Calmar ratioReturn relative to maximum drawdown

1.03

-0.78

+1.82

Martin ratioReturn relative to average drawdown

2.17

-1.35

+3.52

NTRA vs. NFLX - Sharpe Ratio Comparison

The current NTRA Sharpe Ratio is 0.68, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of NTRA and NFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NTRA vs. NFLX - Drawdown Comparison

The maximum NTRA drawdown since its inception was -77.74%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for NTRA and NFLX.


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Drawdown Indicators


NTRANFLXDifference

Max Drawdown

Largest peak-to-trough decline

-77.74%

-81.99%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-28.20%

-43.35%

+15.15%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-43.35%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-77.74%

-75.95%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-77.74%

-75.95%

-1.79%

Current Drawdown

Current decline from peak

-16.64%

-40.01%

+23.37%

Average Drawdown

Average peak-to-trough decline

-33.43%

-24.91%

-8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

25.19%

-11.78%

Volatility

NTRA vs. NFLX - Volatility Comparison

Natera, Inc. (NTRA) has a higher volatility of 14.27% compared to Netflix, Inc. (NFLX) at 5.85%. This indicates that NTRA's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRANFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.27%

5.85%

+8.42%

Volatility (6M)

Calculated over the trailing 6-month period

35.19%

24.58%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

42.95%

33.05%

+9.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.04%

43.09%

+13.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.95%

41.49%

+19.46%

Dividends

NTRA vs. NFLX - Dividend Comparison

Neither NTRA nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NTRA vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between Natera, Inc. and Netflix, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
696.64M
12.25B
(NTRA) Total Revenue
(NFLX) Total Revenue
Values in USD except per share items

NTRA vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between Natera, Inc. and Netflix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
64.8%
51.9%
Portfolio components
NTRA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a gross profit of 451.44M and revenue of 696.64M. Therefore, the gross margin over that period was 64.8%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

NTRA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported an operating income of -93.52M and revenue of 696.64M, resulting in an operating margin of -13.4%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

NTRA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a net income of -85.09M and revenue of 696.64M, resulting in a net margin of -12.2%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.


Frequently Asked Questions


NTRA and NFLX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTRA has higher volatility (14.27%) compared to NFLX (5.85%). In terms of maximum drawdown, NTRA dropped -77.74% vs NFLX's -81.99%.

NTRA currently has the higher Sharpe Ratio (0.68 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.

Portfolio Optimizer

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