Netflix Inc

10-Year Study

NFLX.US · Communication Services · US · Common Stock

Executive Summary: Netflix Inc has compounded at 26.8% annually over the last 10 years, with a maximum drawdown of 74.7% and an annualized volatility of 49.7%.

1Y CAGR
-11.6%
3Y CAGR
+41.0%
5Y CAGR
+16.8%
10Y CAGR
+26.8%

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 →
74.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +83.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.015.3-0.112.1————————15.0%
20259.60.4-4.921.46.710.9-13.44.2-0.8-6.7-3.8-12.85.2%
202415.96.90.7-9.316.55.2-6.911.61.16.617.30.583.1%
202320.0-9.07.2-4.519.811.5-0.3-1.2-12.99.015.12.765.1%
2022-29.1-7.6-5.1-49.23.7-11.428.6-0.65.324.04.7-3.5-51.1%
2021-1.51.2-3.2-1.6-2.15.1-2.010.07.213.1-7.0-6.111.4%
20206.76.91.811.8-0.08.47.48.3-5.6-4.93.110.267.1%
201926.85.5-0.43.9-7.47.0-12.1-9.1-8.97.49.52.820.9%
201840.87.81.45.812.511.3-13.89.01.8-19.3-5.2-6.539.4%
201713.71.04.03.07.1-8.421.6-3.83.88.3-4.52.355.1%
2016———-11.913.9-10.8-0.36.81.126.7-6.35.821.1%

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 49.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.3% of variance. Idiosyncratic stock-specific factors contribute 28.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018806.61254035019
2016-05-0110033.25833903942
2016-06-018948.449574488897
2016-07-018925.951286315172
2016-08-019532.426880563435
2016-09-019640.027389220384
2016-10-0112214.614105448498
2016-11-0111444.781375330136
2016-12-0112109.948156118555
2017-01-0113764.061430108579
2017-02-0113902.963904920276
2017-03-0114458.573804167074
2017-04-0114887.997652352538
2017-05-0115951.286315171668
2017-06-0114615.08363494082
2017-07-0117769.734911474126
2017-08-0117089.89533405067
2017-09-0117739.411131761713
2017-10-0119214.516286804264
2017-11-0118348.821285336984
2017-12-0118777.266947080112
2018-01-0126440.379536339624
2018-02-0128502.396556783722
2018-03-0128890.736574391078
2018-04-0130564.413577227817
2018-05-0134393.03531253056
2018-06-0138289.15191235449
2018-07-0133008.90149662525
2018-08-0135965.959111806704
2018-09-0136596.88936711336
2018-10-0129519.710456813067
2018-11-0127988.84867455737
2018-12-0126182.138315562945
2019-01-0133209.42971730412
2019-02-0135028.85650004891
2019-03-0134878.21578792918
2019-04-0136245.72127016745
2019-05-0133579.18332680254
2019-06-0135930.74287743668
2019-07-0131594.443692044362
2019-08-0128734.22674361733
2019-09-0126178.224719014986
2019-10-0128114.055777953392
2019-11-0130779.61420646726
2019-12-0131651.17719221707
2020-01-0133756.23593856989
2020-02-0136098.01428152205
2020-03-0136730.90090971339
2020-04-0141069.15778147314
2020-05-0141057.41954416511
2020-06-0144511.39587205321
2020-07-0147821.57879291793
2020-08-0151800.84124034041
2020-09-0148912.256676122466
2020-10-0146536.24180768854
2020-11-0147999.608725423066
2020-12-0152893.475496429615
2021-01-0152077.66800352147
2021-02-0152709.57644527046
2021-03-0151028.073950895036
2021-04-0150226.939254621924
2021-05-0149184.19250709185
2021-06-0151668.78607062506
2021-07-0150627.99569597965
2021-08-0155677.39411131761
2021-09-0159702.63132152988
2021-10-0167525.18830089015
2021-11-0162789.787733542005
2021-12-0158929.86403208451
2022-01-0141782.255697936016
2022-02-0138591.41152303629
2022-03-0136641.885943460824
2022-04-0118620.75711630637
2022-05-0119313.31311748019
2022-06-0117105.546317128043
2022-07-0121999.413088134595
2022-08-0121868.336104861584
2022-09-0123030.421598356646
2022-10-0128551.305878900515
2022-11-0129886.530372689034
2022-12-0128844.76181160129
2023-01-0134614.105448498485
2023-02-0131510.31986696664
2023-03-0133794.38520982099
2023-04-0132273.305291988654
2023-05-0138660.86276044214
2023-06-0143088.13459845446
2023-07-0142939.450259219404
2023-08-0142421.98963122371
2023-09-0136936.320062603925
2023-10-0140270.957644527036
2023-11-0146363.10280739508
2023-12-0147625.94150445075
2024-01-0155180.47539861097
2024-02-0158976.81698131664
2024-03-0159408.19720238677
2024-04-0153862.8582607845
2024-05-0162762.39851315661
2024-06-0166015.84662036583
2024-07-0161464.34510417685
2024-08-0168605.106133229
2024-09-0169379.82979555904
2024-10-0173953.82959992174
2024-11-0186746.55189279075
2024-12-0187187.71397828427
2025-01-0195545.34138945652
2025-02-0195917.04955087486
2025-03-0191218.81869514896
2025-04-01110703.3131862589
2025-05-01118089.60146019162
2025-06-01130991.87555978248
2025-07-01113410.93851257581
2025-08-01118189.3739100481
2025-09-01117276.72727283147
2025-10-01109445.36983949336
2025-11-01105233.29925760996
2025-12-0191714.76292304652
2026-01-0181668.78398099336
2026-02-0194140.66321040789
2026-03-0194052.62643059768
2026-04-01105438.71661938766
Annual Return Matrix
YearAnnual Return
20170.5505654281098546
20180.3943529902062928
20190.20888434744091455
20200.6711377012996522
20210.11412349971335045
2022-0.5105238695969723
20230.6511123168746611
20240.8306769635228393
20250.05192301458769544
20260.14963734582028243
Total Factor Risk
0.496679105646732
VTI.US Exposure
0.5628322952178256
VEA.US Exposure
-0.01993011749061113
VWO.US Exposure
-0.024409004694580953
QQQ.US Exposure
0.024421217287639997
VTV.US Exposure
-0.01724371243612315
IJR.US Exposure
-0.04305958439678295
QUAL.US Exposure
-0.06388471695098336
SHV.US Exposure
0.20625691142928732
TLT.US Exposure
0.06692674459146204
LQD.US Exposure
-0.028368947656569755
HYG.US Exposure
-0.013004729445295328
GLD.US Exposure
0.0009005017578393748
USO.US Exposure
0.001858804751841361
VNQ.US Exposure
-0.04704471211276432
BTC-USD.CC Exposure
0.03637701052823857
CPER.US Exposure
-0.0045109598597276755
VIX.INDX Exposure
0.022191353478874805
UUP.US Exposure
0.06375638604547049
TIP.US Exposure
-0.003925890636588201
Idiosyncratic Exposure
0.2798611505915473
Value Score
34.4
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
49.7%

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 →39.0x
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$418.5B
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 →
+17.7%
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 →
+1.7%
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 →
19.5% 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 (NFLX.US) has an annualized volatility of 49.7% and experienced a maximum drawdown of 74.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of NFLX.US?

Over the past 10 years, NFLX.US has generated a Compound Annual Growth Rate (CAGR) of 26.8%. It has had a positive return in 90% 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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