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 sector. Data as of 2026-09-13.
| Last close price | $77.40 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +23.54% |
| Total return over period | +87.75% |
| Annualized volatility | 33.82% |
| Period volatility | 58.38% |
| Sharpe ratio | 0.58 |
| Sortino ratio | 0.89 |
| Max drawdown | -49.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.59% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $34.62 – $133.91 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Netflix (NFLX) has posted an annualized return of +23.54% with annual volatility of 33.82%, a Sharpe ratio of 0.58. Its worst stretch (max drawdown from a peak) was -49.52%. 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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