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

Correlation

The correlation between PARA and NFLX is 0.44, 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.


Performance

PARA vs. NFLX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PARA:

-0.18

NFLX:

2.62

Sortino Ratio

PARA:

-0.03

NFLX:

3.42

Omega Ratio

PARA:

1.00

NFLX:

1.45

Calmar Ratio

PARA:

-0.07

NFLX:

4.49

Martin Ratio

PARA:

-0.43

NFLX:

14.68

Ulcer Index

PARA:

15.29%

NFLX:

5.86%

Daily Std Dev

PARA:

35.02%

NFLX:

32.54%

Max Drawdown

PARA:

-90.05%

NFLX:

-81.99%

Current Drawdown

PARA:

-86.74%

NFLX:

-1.56%

Fundamentals

Market Cap

PARA:

$8.49B

NFLX:

$472.38B

EPS

PARA:

-$9.36

NFLX:

$21.21

PEG Ratio

PARA:

0.65

NFLX:

2.04

PS Ratio

PARA:

0.30

NFLX:

11.76

PB Ratio

PARA:

0.49

NFLX:

20.19

Total Revenue (TTM)

PARA:

$28.72B

NFLX:

$40.14B

Gross Profit (TTM)

PARA:

$9.26B

NFLX:

$18.82B

EBITDA (TTM)

PARA:

-$4.41B

NFLX:

$26.68B

Returns By Period

In the year-to-date period, PARA achieves a 15.12% return, which is significantly lower than NFLX's 27.73% return. Over the past 10 years, PARA has underperformed NFLX with an annualized return of -13.09%, while NFLX has yielded a comparatively higher 29.33% annualized return.


PARA

YTD

15.12%

1M

12.16%

6M

5.64%

1Y

-6.13%

5Y*

-4.45%

10Y*

-13.09%

NFLX

YTD

27.73%

1M

23.97%

6M

38.92%

1Y

84.63%

5Y*

20.92%

10Y*

29.33%

*Annualized

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Risk-Adjusted Performance

PARA vs. NFLX — Risk-Adjusted Performance Rank

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

PARA
The Risk-Adjusted Performance Rank of PARA is 3939
Overall Rank
The Sharpe Ratio Rank of PARA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PARA is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PARA is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PARA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PARA is 4141
Martin Ratio Rank

NFLX
The Risk-Adjusted Performance Rank of NFLX is 9797
Overall Rank
The Sharpe Ratio Rank of NFLX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NFLX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NFLX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NFLX is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PARA vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Global Class B (PARA) 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.


The current PARA Sharpe Ratio is -0.18, which is lower than the NFLX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of PARA 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.


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Dividends

PARA vs. NFLX - Dividend Comparison

PARA's dividend yield for the trailing twelve months is around 1.67%, while NFLX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PARA
Paramount Global Class B
1.67%1.91%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%0.98%
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

PARA vs. NFLX - Drawdown Comparison

The maximum PARA drawdown since its inception was -90.05%, which is greater than NFLX's maximum drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for PARA and NFLX. For additional features, visit the drawdowns tool.


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Volatility

PARA vs. NFLX - Volatility Comparison

The current volatility for Paramount Global Class B (PARA) is 6.68%, while Netflix, Inc. (NFLX) has a volatility of 9.35%. This indicates that PARA 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.


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Financials

PARA vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between Paramount Global Class B 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


6.00B7.00B8.00B9.00B10.00B11.00B20212022202320242025
7.19B
10.54B
(PARA) Total Revenue
(NFLX) Total Revenue
Values in USD except per share items

PARA vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between Paramount Global Class B 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

10.0%20.0%30.0%40.0%50.0%20212022202320242025
31.0%
50.1%
(PARA) Gross Margin
(NFLX) Gross Margin
PARA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported a gross profit of 2.23B and revenue of 7.19B. Therefore, the gross margin over that period was 31.0%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported a gross profit of 5.28B and revenue of 10.54B. Therefore, the gross margin over that period was 50.1%.

PARA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported an operating income of 550.00M and revenue of 7.19B, resulting in an operating margin of 7.7%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported an operating income of 3.35B and revenue of 10.54B, resulting in an operating margin of 31.8%.

PARA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported a net income of 152.00M and revenue of 7.19B, resulting in a net margin of 2.1%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Netflix, Inc. reported a net income of 2.89B and revenue of 10.54B, resulting in a net margin of 27.4%.