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PRVAX vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRVAX vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Virginia Tax Free Bond Fund (PRVAX) 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, PRVAX achieves a 2.02% return, which is significantly higher than NFLX's -12.89% return. Over the past 10 years, PRVAX has underperformed NFLX with an annualized return of 2.14%, while NFLX has yielded a comparatively higher 24.08% annualized return.


PRVAX

1D
0.00%
1M
1.55%
YTD
2.02%
6M
2.71%
1Y
9.06%
3Y*
4.70%
5Y*
1.10%
10Y*
2.14%

NFLX

1D
1.66%
1M
-6.15%
YTD
-12.89%
6M
-12.90%
1Y
-32.62%
3Y*
23.65%
5Y*
10.65%
10Y*
24.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRVAX vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRVAX
T. Rowe Virginia Tax Free Bond Fund
2.02%4.32%3.35%7.10%-10.90%2.37%5.25%6.66%0.72%4.71%
NFLX
Netflix, Inc.
-12.89%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between PRVAX and NFLX 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

0.01

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

0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 23, 2002

-0.04

The correlation between PRVAX and NFLX shifts across timeframes, from -0.04 (all time) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRVAX vs. NFLX — Risk / Return Rank

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

PRVAX
PRVAX Risk / Return Rank: 8787
Overall Rank
PRVAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRVAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PRVAX Omega Ratio Rank: 9595
Omega Ratio Rank
PRVAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRVAX Martin Ratio Rank: 6868
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 99
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: 1414
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1212
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.

PRVAX vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Virginia Tax Free Bond Fund (PRVAX) 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.


PRVAXNFLXDifference
Sharpe ratioReturn per unit of total volatility

+3.99

Sortino ratioReturn per unit of downside risk

+6.09

Omega ratioGain probability vs. loss probability

1.75

0.82

+0.92

Calmar ratioReturn relative to maximum drawdown

3.24

-0.76

+3.99

Martin ratioReturn relative to average drawdown

11.34

-1.29

+12.63

PRVAX vs. NFLX - Sharpe Ratio Comparison

The current PRVAX Sharpe Ratio is 3.00, which is higher than the NFLX Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of PRVAX 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

PRVAX vs. NFLX - Drawdown Comparison

The maximum PRVAX drawdown since its inception was -15.93%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for PRVAX and NFLX.


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Drawdown Indicators


PRVAXNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-15.93%

-81.99%

+66.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-43.35%

+40.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.95%

-43.35%

+36.40%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

-75.95%

+60.02%

Max Drawdown (10Y)

Largest decline over 10 years

-15.93%

-75.95%

+60.02%

Current Drawdown

Current decline from peak

-0.27%

-39.01%

+38.74%

Average Drawdown

Average peak-to-trough decline

-1.87%

-24.91%

+23.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

25.31%

-24.52%

Volatility

PRVAX vs. NFLX - Volatility Comparison

The current volatility for T. Rowe Virginia Tax Free Bond Fund (PRVAX) is 1.19%, while Netflix, Inc. (NFLX) has a volatility of 6.19%. This indicates that PRVAX 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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Volatility by Period


PRVAXNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

6.19%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

24.59%

-22.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

33.16%

-30.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

43.10%

-38.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

41.51%

-37.32%

Dividends

PRVAX vs. NFLX - Dividend Comparison

PRVAX's dividend yield for the trailing twelve months is around 4.41%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
PRVAX
T. Rowe Virginia Tax Free Bond Fund
4.41%4.42%4.00%3.41%2.04%2.26%2.47%2.82%3.16%3.16%3.22%3.40%

Frequently Asked Questions


PRVAX and NFLX 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 (6.19%) compared to PRVAX (1.19%). In terms of maximum drawdown, PRVAX dropped -15.93% vs NFLX's -81.99%.

PRVAX currently has the higher Sharpe Ratio (3.00 vs -0.99), 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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