Netflix, Inc. (NFLX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Netflix, Inc. (NFLX): 1Y return -40.7%, Sharpe ratio -1.32, volatility 33.8%, max drawdown -44.4%. 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: 3.4%, Sharpe: 2.57, Volatility: 39.2%, Max Drawdown: -5.5%
- YTD
- Return: -21.3%, Sharpe: -1.00, Volatility: 36.8%, Max Drawdown: -34.2%
- 1Y
- Return: -40.7%, Sharpe: -1.32, Volatility: 33.8%, Max Drawdown: -44.4%
- 5Y
- Return: 36.6%, Sharpe: 0.36, Volatility: 42.5%, Max Drawdown: -75.9%
- 10Y
- Return: 665.6%, Sharpe: 0.69, Volatility: 40.8%, 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.