Netflix (NFLX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Netflix, a component of both the S&P 500 and the Nasdaq 100 in the Communication Services. Data as of 2026-10-29.
| Last close price | $61.99 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +16.02% |
| Total return over period | +55.80% |
| Annualized volatility | 33.01% |
| Period volatility | 57.02% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.76 |
| Sortino ratio | 1.11 |
| Max drawdown | -53.71% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.69% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $41.01 – $133.91 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Netflix (NFLX) has posted an annualized return of +16.02% with annual volatility of 33.01%, a Sharpe ratio of 0.76. Its worst stretch (max drawdown from a peak) was -53.71%. Its correlation with the S&P 500 is 0.36, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Netflix (NFLX) is of both the S&P 500 and the Nasdaq 100.
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