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 6.35%/yr vs 4.70%/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 -9.00% return, which is significantly lower than BOXX's 1.70% return.
DIS
- 1D
- 1.05%
- 1M
- 0.51%
- YTD
- -9.00%
- 6M
- -8.56%
- 1Y
- -11.10%
- 3Y*
- 6.35%
- 5Y*
- -9.85%
- 10Y*
- 1.61%
BOXX
- 1D
- -0.02%
- 1M
- 0.16%
- YTD
- 1.70%
- 6M
- 1.82%
- 1Y
- 3.98%
- 3Y*
- 4.70%
- 5Y*
- —
- 10Y*
- —
DIS vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DIS The Walt Disney Company | -9.00% | 3.30% | 24.44% | 4.26% | 0.59% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.70% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between DIS and BOXX is -0.04, 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 | -0.04 |
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 | -12.89 | ||
| Sortino ratioReturn per unit of downside risk | -35.60 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 8.71 | -7.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 58.08 | -58.53 |
| Martin ratioReturn relative to average drawdown | -0.87 | 496.82 | -497.69 |
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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 | -24.97% | -0.07% | -24.90% |
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 | -47.52% | -0.02% | -47.50% |
Average DrawdownAverage peak-to-trough decline | -26.79% | -0.00% | -26.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.74% | 0.01% | +12.73% |
Volatility
DIS vs. BOXX - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 5.73% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. 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 | 5.73% | 0.12% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.42% | 0.26% | +19.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 0.32% | +24.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 0.37% | +29.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.79% | 0.37% | +28.42% |
Dividends
DIS vs. BOXX - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.21%, 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 | 1.21% | 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 -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (5.73%) compared to BOXX (0.12%). In terms of maximum drawdown, DIS dropped -85.66% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.43 vs -0.46), 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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