Netflix (NFLX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Netflix, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $73.15 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +18.66% |
| Total return over period | +66.64% |
| Annualized volatility | 33.74% |
| Sharpe ratio | 0.44 |
| Sortino ratio | 0.67 |
| Max drawdown | -49.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.63% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $34.62 – $133.91 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Netflix (NFLX) has posted an annualized return of +18.66% with annual volatility of 33.74%, a Sharpe ratio of 0.44. Its worst stretch (max drawdown from a peak) was -49.52%. Its correlation with the S&P 500 is 0.37, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NFLX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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