CCL vs. DIS

In the year-to-date period, CCL achieves a -29.37% return, which is significantly lower than DIS's -23.46% return. Over the past 10 years, CCL has underperformed DIS with an annualized return of -8.14%, while DIS has yielded a comparatively higher -1.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Carnival Corporation & Plc (CCL) and The Walt Disney Company (DIS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CCL Sharpe Ratio is 0.27, which is higher than the DIS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CCL and DIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CCL has not paid dividends to shareholders, while DIS's dividend yield for the trailing twelve months is around 1.11%.

The maximum CCL drawdown since its inception was -90.37%, which is greater than DIS's maximum drawdown of -85.65%. Use the drawdown chart below to compare losses from any high point for CCL and DIS. For additional features, visit the drawdowns tool.

Carnival Corporation & Plc (CCL) has a higher volatility of 27.79% compared to The Walt Disney Company (DIS) at 18.40%. This indicates that CCL's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Carnival Corporation & Plc and The Walt Disney Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.