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DIS vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DIS and AAPL is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

DIS vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
14,079.27%
211,014.49%
DIS
AAPL

Key characteristics

Sharpe Ratio

DIS:

-0.64

AAPL:

0.80

Sortino Ratio

DIS:

-0.75

AAPL:

1.31

Omega Ratio

DIS:

0.89

AAPL:

1.19

Calmar Ratio

DIS:

-0.32

AAPL:

0.79

Martin Ratio

DIS:

-1.23

AAPL:

2.99

Ulcer Index

DIS:

15.42%

AAPL:

8.77%

Daily Std Dev

DIS:

29.63%

AAPL:

32.71%

Max Drawdown

DIS:

-85.65%

AAPL:

-81.80%

Current Drawdown

DIS:

-54.87%

AAPL:

-19.47%

Fundamentals

Market Cap

DIS:

$157.80B

AAPL:

$3.07T

EPS

DIS:

$3.08

AAPL:

$6.30

PE Ratio

DIS:

28.34

AAPL:

32.48

PEG Ratio

DIS:

0.86

AAPL:

2.01

PS Ratio

DIS:

1.71

AAPL:

7.77

PB Ratio

DIS:

1.55

AAPL:

46.04

Total Revenue (TTM)

DIS:

$70.42B

AAPL:

$305.01B

Gross Profit (TTM)

DIS:

$26.07B

AAPL:

$141.83B

EBITDA (TTM)

DIS:

$12.80B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, DIS achieves a -19.16% return, which is significantly lower than AAPL's -16.70% return. Over the past 10 years, DIS has underperformed AAPL with an annualized return of -1.19%, while AAPL has yielded a comparatively higher 21.60% annualized return.


DIS

YTD

-19.16%

1M

-11.42%

6M

-5.23%

1Y

-20.27%

5Y*

-2.08%

10Y*

-1.19%

AAPL

YTD

-16.70%

1M

-6.87%

6M

-9.43%

1Y

23.86%

5Y*

24.95%

10Y*

21.60%

*Annualized

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Risk-Adjusted Performance

DIS vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIS
The Risk-Adjusted Performance Rank of DIS is 2121
Overall Rank
The Sharpe Ratio Rank of DIS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DIS is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DIS is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DIS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DIS is 2020
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIS vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Apple Inc (AAPL). 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 chart of Sharpe ratio for DIS, currently valued at -0.64, compared to the broader market-2.00-1.000.001.002.003.00
DIS: -0.64
AAPL: 0.80
The chart of Sortino ratio for DIS, currently valued at -0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
DIS: -0.75
AAPL: 1.31
The chart of Omega ratio for DIS, currently valued at 0.89, compared to the broader market0.501.001.502.00
DIS: 0.89
AAPL: 1.19
The chart of Calmar ratio for DIS, currently valued at -0.32, compared to the broader market0.001.002.003.004.005.00
DIS: -0.32
AAPL: 0.79
The chart of Martin ratio for DIS, currently valued at -1.23, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DIS: -1.23
AAPL: 2.99

The current DIS Sharpe Ratio is -0.64, which is lower than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DIS and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.64
0.80
DIS
AAPL

Dividends

DIS vs. AAPL - Dividend Comparison

DIS's dividend yield for the trailing twelve months is around 1.06%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
DIS
The Walt Disney Company
1.06%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

DIS vs. AAPL - Drawdown Comparison

The maximum DIS drawdown since its inception was -85.65%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for DIS and AAPL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.87%
-19.47%
DIS
AAPL

Volatility

DIS vs. AAPL - Volatility Comparison

The current volatility for The Walt Disney Company (DIS) is 19.01%, while Apple Inc (AAPL) has a volatility of 22.62%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.01%
22.62%
DIS
AAPL

Financials

DIS vs. AAPL - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items