DIS vs. BOXX
DIS (The Walt Disney Company) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, DIS returned 6.32%/yr vs 4.71%/yr for BOXX. At a 0.00 correlation, their price movements are largely independent.
Performance
DIS vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -11.69% return, which is significantly lower than BOXX's 2.06% return.
DIS
- 1D
- 2.64%
- 1M
- -0.80%
- 6M
- -11.41%
- YTD
- -11.69%
- 1Y
- -15.58%
- 3Y*
- 6.32%
- 5Y*
- -10.52%
- 10Y*
- 0.78%
BOXX
- 1D
- 0.02%
- 1M
- 0.38%
- 6M
- 1.88%
- YTD
- 2.06%
- 1Y
- 4.10%
- 3Y*
- 4.71%
- 5Y*
- —
- 10Y*
- —
DIS vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DIS The Walt Disney Company | -11.69% | 3.30% | 24.44% | 4.26% | 0.59% |
BOXX Alpha Architect 1-3 Month Box ETF | 2.06% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between DIS and BOXX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.00 |
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Return for Risk
DIS vs. BOXX — Risk / Return Rank
DIS
BOXX
DIS vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIS | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.14 | ||
| Sortino ratioReturn per unit of downside risk | -37.12 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 8.83 | -7.92 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 59.89 | -60.53 |
| Martin ratioReturn relative to average drawdown | -1.20 | 504.46 | -505.65 |
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Drawdowns
DIS vs. BOXX - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for DIS and BOXX.
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Drawdown Indicators
| DIS | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -0.12% | -85.54% |
Max Drawdown (1Y)Largest decline over 1 year | -24.32% | -0.07% | -24.25% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -0.12% | -32.74% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | — | — |
Current DrawdownCurrent decline from peak | -49.07% | 0.00% | -49.07% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -0.00% | -26.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.06% | 0.01% | +13.05% |
Volatility
DIS vs. BOXX - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 7.97% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.11%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 0.11% | +7.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.00% | 0.26% | +19.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 0.33% | +24.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.40% | 0.37% | +29.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.85% | 0.37% | +28.48% |
Dividends
DIS vs. BOXX - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.50%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 1.50% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
Frequently Asked Questions
DIS and BOXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (7.97%) compared to BOXX (0.11%). In terms of maximum drawdown, DIS dropped -85.66% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.51 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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