QQQM vs. NFLX
QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while NFLX (Netflix, Inc.) is a stock. Over the past 5 years, QQQM returned 17.66%/yr vs 10.65%/yr for NFLX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
QQQM vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, QQQM achieves a 21.25% return, which is significantly higher than NFLX's -12.89% return.
QQQM
- 1D
- 3.11%
- 1M
- 4.92%
- YTD
- 21.25%
- 6M
- 22.16%
- 1Y
- 41.92%
- 3Y*
- 27.28%
- 5Y*
- 17.66%
- 10Y*
- —
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%
QQQM vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 21.25% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
NFLX Netflix, Inc. | -12.89% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 0.17% |
Correlation
The correlation between QQQM and NFLX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.56 |
Over the past year, the correlation between QQQM and NFLX has dropped to 0.20 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
QQQM vs. NFLX — Risk / Return Rank
QQQM
NFLX
QQQM vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) 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.
| QQQM | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.42 | ||
| Sortino ratioReturn per unit of downside risk | +4.51 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.82 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | -0.76 | +4.28 |
| Martin ratioReturn relative to average drawdown | 13.11 | -1.29 | +14.40 |
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Drawdowns
QQQM vs. NFLX - Drawdown Comparison
The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for QQQM and NFLX.
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Drawdown Indicators
| QQQM | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -81.99% | +46.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -43.35% | +31.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -43.35% | +20.65% |
Max Drawdown (5Y)Largest decline over 5 years | -35.04% | -75.95% | +40.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.95% | — |
Current DrawdownCurrent decline from peak | -0.32% | -39.01% | +38.69% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -24.91% | +16.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 25.31% | -22.11% |
Volatility
QQQM vs. NFLX - Volatility Comparison
Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 8.01% compared to Netflix, Inc. (NFLX) at 6.19%. This indicates that QQQM'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
| QQQM | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 6.19% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 24.59% | -10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 33.16% | -15.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 43.10% | -20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 41.51% | -19.26% |
Dividends
QQQM vs. NFLX - Dividend Comparison
QQQM's dividend yield for the trailing twelve months is around 0.41%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.41% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
QQQM and NFLX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (8.01%) compared to NFLX (6.19%). In terms of maximum drawdown, QQQM dropped -35.04% vs NFLX's -81.99%.
QQQM currently has the higher Sharpe Ratio (2.43 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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