Netflix, Inc. (NFLX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Netflix, Inc. (NFLX): 1Y return -27.4%, Sharpe ratio -0.79, volatility 32.5%, max drawdown -43.4%. 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: -8.1%, Sharpe: -4.26, Volatility: 23.2%, Max Drawdown: -8.7%
- YTD
- Return: -8.3%, Sharpe: -0.36, Volatility: 37.3%, Max Drawdown: -20.7%
- 1Y
- Return: -27.4%, Sharpe: -0.79, Volatility: 32.5%, Max Drawdown: -43.4%
- 5Y
- Return: 71.1%, Sharpe: 0.47, Volatility: 42.3%, Max Drawdown: -75.9%
- 10Y
- Return: 732.7%, Sharpe: 0.71, 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.