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NYT vs. NFLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NYT and NFLX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

NYT vs. NFLX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.82%
32.84%
NYT
NFLX

Key characteristics

Sharpe Ratio

NYT:

0.74

NFLX:

2.78

Sortino Ratio

NYT:

1.08

NFLX:

3.66

Omega Ratio

NYT:

1.16

NFLX:

1.49

Calmar Ratio

NYT:

0.70

NFLX:

2.55

Martin Ratio

NYT:

2.50

NFLX:

19.93

Ulcer Index

NYT:

6.59%

NFLX:

4.13%

Daily Std Dev

NYT:

22.16%

NFLX:

29.61%

Max Drawdown

NYT:

-92.09%

NFLX:

-81.99%

Current Drawdown

NYT:

-6.26%

NFLX:

-3.69%

Fundamentals

Market Cap

NYT:

$8.95B

NFLX:

$392.89B

EPS

NYT:

$1.69

NFLX:

$17.65

PE Ratio

NYT:

32.29

NFLX:

52.08

PEG Ratio

NYT:

2.11

NFLX:

1.88

Total Revenue (TTM)

NYT:

$2.54B

NFLX:

$37.57B

Gross Profit (TTM)

NYT:

$1.18B

NFLX:

$16.99B

EBITDA (TTM)

NYT:

$461.30M

NFLX:

$25.08B

Returns By Period

In the year-to-date period, NYT achieves a 9.85% return, which is significantly lower than NFLX's 85.27% return. Over the past 10 years, NYT has underperformed NFLX with an annualized return of 16.03%, while NFLX has yielded a comparatively higher 34.14% annualized return.


NYT

YTD

9.85%

1M

2.23%

6M

6.83%

1Y

17.50%

5Y*

11.22%

10Y*

16.03%

NFLX

YTD

85.27%

1M

3.53%

6M

32.84%

1Y

84.36%

5Y*

21.83%

10Y*

34.14%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NYT vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The New York Times Company (NYT) 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.


Sharpe ratio
The chart of Sharpe ratio for NYT, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.742.78
The chart of Sortino ratio for NYT, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.083.66
The chart of Omega ratio for NYT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.49
The chart of Calmar ratio for NYT, currently valued at 0.70, compared to the broader market0.002.004.006.000.702.55
The chart of Martin ratio for NYT, currently valued at 2.50, compared to the broader market0.0010.0020.002.5019.93
NYT
NFLX

The current NYT Sharpe Ratio is 0.74, which is lower than the NFLX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of NYT and NFLX, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.74
2.78
NYT
NFLX

Dividends

NYT vs. NFLX - Dividend Comparison

NYT's dividend yield for the trailing twelve months is around 0.94%, while NFLX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NYT
The New York Times Company
0.94%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%0.25%
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%

Drawdowns

NYT vs. NFLX - Drawdown Comparison

The maximum NYT drawdown since its inception was -92.09%, which is greater than NFLX's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for NYT and NFLX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.26%
-3.69%
NYT
NFLX

Volatility

NYT vs. NFLX - Volatility Comparison

The current volatility for The New York Times Company (NYT) is 6.62%, while Netflix, Inc. (NFLX) has a volatility of 7.39%. This indicates that NYT experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
7.39%
NYT
NFLX

Financials

NYT vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between The New York Times Company 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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