Netflix Inc

10-Year Study

NFC.XETRA · Communication Services · DE · Common Stock

Executive Summary: Netflix Inc has compounded at 20.1% annually over the last 10 years, with a maximum drawdown of 85.5% and an annualized volatility of 54.2%.

1Y CAGR
-13.6%
3Y CAGR
+36.8%
5Y CAGR
+17.7%
10Y CAGR
+20.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
85.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
112.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +558.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -85.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202666.412.24.711.5————————117.8%
2025-67.4-1.7-9.116.56.67.2-9.00.4-1.4-3.9-5.0-54.4-85.5%
202417.95.81.7-7.812.39.4-8.37.41.29.621.4245.3558.4%
202321.3-6.02.4-5.124.09.2-1.81.4-11.28.312.32.164.6%
2022-32.2-5.0-3.8-43.9-4.4-7.530.82.49.419.3-4.8-4.1-50.9%
20212.12.7-1.3-4.9-2.78.3-2.69.810.311.5-0.8-6.227.0%
20205.37.82.711.8-2.77.83.64.6-2.3-3.3-1.86.846.7%
2019———————————3.43.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 54.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 26.3% of variance. Idiosyncratic stock-specific factors contribute 62.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110337.552742616032
2020-01-0110882.559774964837
2020-02-0111729.957805907172
2020-03-0112051.68776371308
2020-04-0113470.464135021097
2020-05-0113110.056258790435
2020-06-0114127.988748241913
2020-07-0114637.834036568214
2020-08-0115309.42334739803
2020-09-0114954.289732770745
2020-10-0114465.541490857948
2020-11-0114201.82841068917
2020-12-0115168.776371308017
2021-01-0115481.7158931083
2021-02-0115905.414908579465
2021-03-0115699.718706047819
2021-04-0114933.192686357243
2021-05-0114525.316455696202
2021-06-0115731.364275668075
2021-07-0115323.488045007032
2021-08-0116830.16877637131
2021-09-0118561.884669479605
2021-10-0120696.20253164557
2021-11-0120530.942334739804
2021-12-0119262.928164625635
2022-01-0113059.071729957805
2022-02-0112406.821378340364
2022-03-0111930.379746835442
2022-04-016697.609001406469
2022-05-016401.54711673699
2022-06-015921.940928270042
2022-07-017747.890295358649
2022-08-017930.731364275667
2022-09-018676.160337552743
2022-10-0110353.37552742616
2022-11-019855.836849507736
2022-12-019449.718706047819
2023-01-0111466.244725738396
2023-02-0110773.558368495078
2023-03-0111033.755274261603
2023-04-0110471.167369901546
2023-05-0112981.7158931083
2023-06-0114175.457102672292
2023-07-0113918.776371308017
2023-08-0114113.924050632912
2023-09-0112529.887482419126
2023-10-0113567.15893108298
2023-11-0115242.616033755274
2023-12-0115555.555555555557
2024-01-0118333.333333333332
2024-02-0119398.73417721519
2024-03-0119725.738396624474
2024-04-0118192.68635724332
2024-05-0120428.973277074543
2024-06-0122352.320675105486
2024-07-0120492.264416315047
2024-08-0122014.767932489453
2024-09-0122278.481012658227
2024-10-0124426.86357243319
2024-11-0129658.93108298171
2024-12-01102412.86094010965
2025-01-0133354.43037974684
2025-02-0132777.777777777774
2025-03-0129796.061884669478
2025-04-0134711.67369901547
2025-05-0137004.2194092827
2025-06-0139662.44725738396
2025-07-0136075.94936708861
2025-08-0136202.531645569616
2025-09-0135710.26722925457
2025-10-0134331.92686357243
2025-11-0132598.452883263006
2025-12-0114857.520198687891
2026-01-0124722.222222222223
2026-02-0127739.099859353024
2026-03-0129033.05203938115
2026-04-0132362.869198312237
Annual Return Matrix
YearAnnual Return
20200.46734693877551026
20210.2699065299071699
2022-0.5094349817801198
20230.6461395348837211
20245.583683917578478
2025-0.8549252499900724
20261.1782147199214505
Total Factor Risk
0.542239767039384
VTI.US Exposure
-0.07984339272416635
VEA.US Exposure
0.015577288054611782
VWO.US Exposure
0.010961893373665947
QQQ.US Exposure
0.2627108686829782
VTV.US Exposure
0.0505220336281164
IJR.US Exposure
0.02877774449611862
QUAL.US Exposure
-0.04099496885396808
SHV.US Exposure
0.06094808367225451
TLT.US Exposure
0.022688999900791665
LQD.US Exposure
-0.002211563072836572
HYG.US Exposure
0.001528930156397592
GLD.US Exposure
0.004762578623520941
USO.US Exposure
-0.0009713575302734581
VNQ.US Exposure
-0.0014952680721096352
BTC-USD.CC Exposure
0.06414848848199514
CPER.US Exposure
-0.0035610816312702316
VIX.INDX Exposure
-0.02660776082218383
UUP.US Exposure
0.010407688238103322
TIP.US Exposure
-0.002462718907780503
Idiosyncratic Exposure
0.6251135143060346
Value Score
34.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →38.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$356.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+18.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
76.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Netflix Inc a high-risk investment?

Netflix Inc (NFC.XETRA) has an annualized volatility of 54.2% and experienced a maximum drawdown of 85.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of NFC.XETRA?

Over the past 10 years, NFC.XETRA has generated a Compound Annual Growth Rate (CAGR) of 20.1%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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