SCR.PA vs. NFLX

Last updated Jun 4, 2026

SCR.PA (SCOR SE) and NFLX (Netflix, Inc.) are both stocks. SCR.PA operates in Insurance - Reinsurance (Financial Services), while NFLX operates in Entertainment (Communication Services). Over the past 10 years, SCR.PA returned 5.90%/yr vs 23.14%/yr for NFLX. At a 0.10 correlation, their price movements are largely independent.

Performance

SCR.PA vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SCOR SE (SCR.PA) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SCR.PA is traded in EUR, while NFLX is traded in USD. To make them comparable, the NFLX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCR.PA achieves a 11.55% return, which is significantly higher than NFLX's -12.01% return. Over the past 10 years, SCR.PA has underperformed NFLX with an annualized return of 5.90%, while NFLX has yielded a comparatively higher 23.14% annualized return.

SCR.PA

• 1D: -0.66%
• 1M: 1.82%
• YTD: 11.55%
• 6M: 20.26%
• 1Y: 10.48%
• 3Y*: 14.24%
• 5Y*: 10.66%
• 10Y*: 5.90%

NFLX

• 1D: -1.96%
• 1M: -9.80%
• YTD: -12.01%
• 6M: -21.15%
• 1Y: -34.40%
• 3Y*: 23.38%
• 5Y*: 11.54%
• 10Y*: 23.14%

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

SCR.PA vs. NFLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCR.PA SCOR SE	11.55%	30.06%	-4.35%	30.42%	-16.21%	11.10%	-29.40%	-0.53%	23.22%	7.04%
NFLX Netflix, Inc.	-12.01%	-7.29%	95.15%	60.16%	-48.02%	19.75%	53.34%	23.62%	45.98%	36.00%

Correlation

The correlation between SCR.PA and NFLX is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.10

Return for Risk

SCR.PA vs. NFLX — Risk / Return Rank

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

SCR.PA

SCR.PA Risk / Return Rank: 52
SCR.PA Sharpe Ratio Rank: 55
SCR.PA Sortino Ratio Rank: 47
SCR.PA Omega Ratio Rank: 49
SCR.PA Calmar Ratio Rank: 53
SCR.PA Martin Ratio Rank: 54

NFLX

NFLX Risk / Return Rank: 8
NFLX Sharpe Ratio Rank: 4
NFLX Sortino Ratio Rank: 6
NFLX Omega Ratio Rank: 7
NFLX Calmar Ratio Rank: 12
NFLX Martin Ratio Rank: 9

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.

SCR.PA vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SCOR SE (SCR.PA) 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.

	SCR.PA	NFLX	Difference
Sharpe ratio Return per unit of total volatility	0.42	-1.02	+1.45
Sortino ratio Return per unit of downside risk	0.69	-1.44	+2.13
Omega ratio Gain probability vs. loss probability	1.10	0.82	+0.28
Calmar ratio Return relative to maximum drawdown	0.55	-0.79	+1.33
Martin ratio Return relative to average drawdown	1.31	-1.44	+2.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCR.PA vs. NFLX - Sharpe Ratio Comparison

The current SCR.PA Sharpe Ratio is 0.42, which is higher than the NFLX Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SCR.PA 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.

Sharpe Ratios by Period

	SCR.PA	NFLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	-1.02	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.27	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.56	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.74	-0.69

Drawdowns

SCR.PA vs. NFLX - Drawdown Comparison

The maximum SCR.PA drawdown since its inception was -93.77%, which is greater than NFLX's maximum drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for SCR.PA and NFLX.

Drawdown Indicators

	SCR.PA	NFLX	Difference
Max Drawdown Largest peak-to-trough decline	-93.77%	-80.19%	-13.58%
Max Drawdown (1Y) Largest decline over 1 year	-18.99%	-43.77%	+24.78%
Max Drawdown (3Y) Largest decline over 3 years	-43.78%	-43.77%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	-52.50%	-74.11%	+21.61%
Max Drawdown (10Y) Largest decline over 10 years	-61.72%	-74.11%	+12.39%
Current Drawdown Current decline from peak	-43.82%	-38.21%	-5.61%
Average Drawdown Average peak-to-trough decline	-57.14%	-20.24%	-36.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.97%	23.84%	-15.87%

Volatility

SCR.PA vs. NFLX - Volatility Comparison

SCOR SE (SCR.PA) has a higher volatility of 8.84% compared to Netflix, Inc. (NFLX) at 7.34%. This indicates that SCR.PA'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.

Volatility by Period

	SCR.PA	NFLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	7.34%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	15.92%	25.92%	-10.00%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	33.74%	-9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.12%	42.64%	-8.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.68%	41.49%	-7.81%

Dividends

SCR.PA vs. NFLX - Dividend Comparison

SCR.PA's dividend yield for the trailing twelve months is around 6.30%, while NFLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCR.PA SCOR SE	6.30%	6.26%	7.61%	5.29%	8.38%	6.56%	0.00%	4.68%	4.19%	4.92%	4.57%	4.06%

Financials

Frequently Asked Questions

Can I hold both SCR.PA and NFLX in my portfolio?

SCR.PA and NFLX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.