Netflix, Inc. (NFLX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Netflix, Inc. (NFLX): 1Y return -42.1%, Sharpe ratio -1.29, volatility 35.9%, max drawdown -46.0%. A Stock in the Equity asset class. Compare NFLX with other assets and invest through your own broker with pfolio.
Netflix, Inc. (NFLX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
NFLX Performance
- MTD
- Return: 1.5%, Sharpe: 1.72, Volatility: 29.1%, Max Drawdown: -3.6%
- YTD
- Return: -24.7%, Sharpe: -0.80, Volatility: 36.1%, Max Drawdown: -37.8%
- 1Y
- Return: -42.1%, Sharpe: -1.29, Volatility: 35.9%, Max Drawdown: -46.0%
- 5Y
- Return: 13.0%, Sharpe: 0.28, Volatility: 42.9%, Max Drawdown: -75.9%
- 10Y
- Return: 609.6%, Sharpe: 0.67, Volatility: 40.7%, Max Drawdown: -75.9%
Frequently Asked Questions
- What is Netflix, Inc. (NFLX)?
- Netflix, Inc. (NFLX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does NFLX compare to other assets?
- You can compare NFLX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NFLX through pfolio?
- pfolio helps you build diversified portfolios that may include NFLX. You invest through your own broker — pfolio provides the analytics.