WFC vs. NFLX

Last updated Jun 13, 2026

WFC (Wells Fargo & Company) and NFLX (Netflix, Inc.) are both stocks. WFC operates in Banks - Diversified (Financial Services), while NFLX operates in Entertainment (Communication Services). Over the past 10 years, WFC returned 8.95%/yr vs 23.92%/yr for NFLX. At a 0.20 correlation, their price movements are largely independent.

Performance

WFC vs. NFLX - Performance Comparison

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

Returns By Period

In the year-to-date period, WFC achieves a -9.20% return, which is significantly higher than NFLX's -14.31% return. Over the past 10 years, WFC has underperformed NFLX with an annualized return of 8.95%, while NFLX has yielded a comparatively higher 23.92% annualized return.

WFC

• 1D: 1.61%
• 1M: 14.04%
• YTD: -9.20%
• 6M: -8.77%
• 1Y: 18.25%
• 3Y*: 28.38%
• 5Y*: 15.64%
• 10Y*: 8.95%

NFLX

• 1D: -1.14%
• 1M: -7.68%
• YTD: -14.31%
• 6M: -15.60%
• 1Y: -33.72%
• 3Y*: 22.62%
• 5Y*: 10.45%
• 10Y*: 23.92%

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

WFC vs. NFLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WFC Wells Fargo & Company	-9.20%	35.57%	46.48%	22.94%	-11.92%	61.15%	-41.65%	21.44%	-21.83%	13.21%
NFLX Netflix, Inc.	-14.31%	5.19%	83.07%	65.11%	-51.05%	11.41%	67.11%	20.89%	39.44%	55.06%

Correlation

The correlation between WFC and NFLX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 23, 2002	0.20

The correlation between WFC and NFLX shifts across timeframes, from 0.11 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WFC : $269.39B NFLX : $345.34B
EPS WFC : $6.73 NFLX : $3.09
PE Ratio WFC : 12.44 NFLX : 25.99
PEG Ratio WFC : 1.07 NFLX : 1.03
PS Ratio WFC : 2.15 NFLX : 7.41
PB Ratio WFC : 1.65 NFLX : 11.09
Total Revenue (TTM) WFC : $125.70B NFLX : $46.89B
Gross Profit (TTM) WFC : $81.14B NFLX : $22.99B
EBITDA (TTM) WFC : $31.58B NFLX : $26.91B

Return for Risk

WFC vs. NFLX — Risk / Return Rank

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

WFC

WFC Risk / Return Rank: 58
WFC Sharpe Ratio Rank: 63
WFC Sortino Ratio Rank: 55
WFC Omega Ratio Rank: 54
WFC Calmar Ratio Rank: 58
WFC Martin Ratio Rank: 58

NFLX

NFLX Risk / Return Rank: 8
NFLX Sharpe Ratio Rank: 5
NFLX Sortino Ratio Rank: 7
NFLX Omega Ratio Rank: 7
NFLX Calmar Ratio Rank: 13
NFLX Martin Ratio Rank: 11

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.

WFC vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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.

	WFC	NFLX	Difference
Sharpe ratio: Return per unit of total volatility	0.59	-1.03	+1.62
Sortino ratio: Return per unit of downside risk	0.94	-1.46	+2.39
Omega ratio: Gain probability vs. loss probability	1.12	0.81	+0.31
Calmar ratio: Return relative to maximum drawdown	0.68	-0.78	+1.47
Martin ratio: Return relative to average drawdown	1.54	-1.35	+2.88

WFC vs. NFLX - Sharpe Ratio Comparison

The current WFC Sharpe Ratio is 0.59, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of WFC 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.

Drawdowns

WFC vs. NFLX - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, roughly equal to the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for WFC and NFLX.

Drawdown Indicators

	WFC	NFLX	Difference
Max Drawdown Largest peak-to-trough decline	-79.01%	-81.99%	+2.98%
Max Drawdown (1Y) Largest decline over 1 year	-23.02%	-43.35%	+20.33%
Max Drawdown (3Y) Largest decline over 3 years	-24.73%	-43.35%	+18.62%
Max Drawdown (5Y) Largest decline over 5 years	-37.10%	-75.95%	+38.85%
Max Drawdown (10Y) Largest decline over 10 years	-64.46%	-75.95%	+11.49%
Current Drawdown Current decline from peak	-12.21%	-40.01%	+27.80%
Average Drawdown Average peak-to-trough decline	-15.35%	-24.91%	+9.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.18%	25.19%	-15.01%

Volatility

WFC vs. NFLX - Volatility Comparison

Wells Fargo & Company (WFC) and Netflix, Inc. (NFLX) have volatilities of 5.95% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFC	NFLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	5.85%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	19.95%	24.58%	-4.63%
Volatility (1Y) Calculated over the trailing 1-year period	26.75%	33.05%	-6.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.23%	43.09%	-12.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.28%	41.49%	-9.21%

Dividends

WFC vs. NFLX - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.15%, 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%
WFC Wells Fargo & Company	2.15%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%

Financials

WFC vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between Wells Fargo & Company and Netflix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.

Frequently Asked Questions

Can I hold both WFC and NFLX in my portfolio?

WFC and NFLX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WFC or NFLX?

WFC has higher volatility (5.95%) compared to NFLX (5.85%). In terms of maximum drawdown, WFC dropped -79.01% vs NFLX's -81.99%.

Which has better risk-adjusted returns?

WFC currently has the higher Sharpe Ratio (0.59 vs -1.03), 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.