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

Performance

T vs. NFLX - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%JuneJulyAugustSeptemberOctoberNovember
189.26%
68,769.94%
T
NFLX

Returns By Period

In the year-to-date period, T achieves a 43.52% return, which is significantly lower than NFLX's 69.23% return. Over the past 10 years, T has underperformed NFLX with an annualized return of 4.37%, while NFLX has yielded a comparatively higher 31.29% annualized return.


T

YTD

43.52%

1M

4.47%

6M

33.99%

1Y

51.65%

5Y (annualized)

1.09%

10Y (annualized)

4.37%

NFLX

YTD

69.23%

1M

17.37%

6M

32.66%

1Y

76.46%

5Y (annualized)

22.84%

10Y (annualized)

31.29%

Fundamentals


TNFLX
Market Cap$160.08B$350.30B
EPS$1.22$18.03
PE Ratio18.1645.45
PEG Ratio1.931.64
Total Revenue (TTM)$122.06B$37.57B
Gross Profit (TTM)$73.12B$16.99B
EBITDA (TTM)$41.37B$24.85B

Key characteristics


TNFLX
Sharpe Ratio2.682.67
Sortino Ratio3.703.60
Omega Ratio1.461.48
Calmar Ratio1.722.21
Martin Ratio15.5318.62
Ulcer Index3.40%4.21%
Daily Std Dev19.72%29.37%
Max Drawdown-64.66%-81.99%
Current Drawdown0.00%-1.59%

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Correlation

-0.50.00.51.00.2

The correlation between T and NFLX is 0.16, 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.

Risk-Adjusted Performance

T vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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 T, currently valued at 2.68, compared to the broader market-4.00-2.000.002.002.682.67
The chart of Sortino ratio for T, currently valued at 3.70, compared to the broader market-4.00-2.000.002.004.003.703.60
The chart of Omega ratio for T, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.48
The chart of Calmar ratio for T, currently valued at 1.72, compared to the broader market0.002.004.006.001.722.21
The chart of Martin ratio for T, currently valued at 15.53, compared to the broader market0.0010.0020.0030.0015.5318.62
T
NFLX

The current T Sharpe Ratio is 2.68, which is comparable to the NFLX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of T 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.68
2.67
T
NFLX

Dividends

T vs. NFLX - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.89%, while NFLX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
T
AT&T Inc.
4.89%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
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

T vs. NFLX - Drawdown Comparison

The maximum T drawdown since its inception was -64.66%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for T and NFLX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.59%
T
NFLX

Volatility

T vs. NFLX - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.06%, while Netflix, Inc. (NFLX) has a volatility of 11.43%. This indicates that T 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%JuneJulyAugustSeptemberOctoberNovember
7.06%
11.43%
T
NFLX

Financials

T vs. NFLX - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. 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