TSLA vs. NFLX
Compare and contrast key facts about Tesla, Inc. (TSLA) and Netflix, Inc. (NFLX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLA or NFLX.
Performance
TSLA vs. NFLX - Performance Comparison
Returns By Period
In the year-to-date period, TSLA achieves a 36.32% return, which is significantly lower than NFLX's 73.98% return. Over the past 10 years, TSLA has outperformed NFLX with an annualized return of 35.66%, while NFLX has yielded a comparatively lower 32.43% annualized return.
TSLA
36.32%
53.48%
93.62%
44.58%
70.83%
35.66%
NFLX
73.98%
10.89%
32.18%
81.81%
22.73%
32.43%
Fundamentals
TSLA | NFLX | |
---|---|---|
Market Cap | $1.12T | $350.30B |
EPS | $3.42 | $18.03 |
PE Ratio | 96.05 | 45.45 |
PEG Ratio | 9.98 | 1.64 |
Total Revenue (TTM) | $97.15B | $37.57B |
Gross Profit (TTM) | $17.71B | $16.99B |
EBITDA (TTM) | $13.83B | $24.85B |
Key characteristics
TSLA | NFLX | |
---|---|---|
Sharpe Ratio | 0.74 | 2.76 |
Sortino Ratio | 1.49 | 3.70 |
Omega Ratio | 1.18 | 1.49 |
Calmar Ratio | 0.69 | 2.30 |
Martin Ratio | 1.97 | 19.34 |
Ulcer Index | 22.88% | 4.21% |
Daily Std Dev | 61.33% | 29.52% |
Max Drawdown | -73.63% | -81.99% |
Current Drawdown | -17.37% | 0.00% |
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Correlation
The correlation between TSLA and NFLX is 0.34, 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
TSLA vs. NFLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) 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.
Dividends
TSLA vs. NFLX - Dividend Comparison
Neither TSLA nor NFLX has paid dividends to shareholders.
Drawdowns
TSLA vs. NFLX - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for TSLA and NFLX. For additional features, visit the drawdowns tool.
Volatility
TSLA vs. NFLX - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 29.07% compared to Netflix, Inc. (NFLX) at 5.79%. This indicates that TSLA'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.
Financials
TSLA vs. NFLX - Financials Comparison
This section allows you to compare key financial metrics between Tesla, 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.
Total Revenue: Total amount of money received from sales and other business activities