DIS vs. BTC-USD
DIS (The Walt Disney Company) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DIS returned 0.98%/yr vs 59.68%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
DIS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -13.10% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, DIS has underperformed BTC-USD with an annualized return of 0.98%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
DIS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between DIS and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.09 |
The correlation between DIS and BTC-USD shifts across timeframes, from 0.09 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DIS vs. BTC-USD — Risk / Return Rank
DIS
BTC-USD
DIS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Bitcoin (BTC-USD). 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.
| DIS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.86 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.80 | +0.31 |
| Martin ratioReturn relative to average drawdown | -1.00 | -1.42 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIS | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | -0.95 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.20 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.87 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.13 | -0.79 |
Drawdowns
DIS vs. BTC-USD - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DIS and BTC-USD.
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Drawdown Indicators
| DIS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -85.30% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -51.21% | +26.24% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -51.21% | +18.35% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -76.67% | +19.34% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -83.80% | +23.08% |
Current DrawdownCurrent decline from peak | -49.88% | -49.86% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -26.77% | -42.32% | +15.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 34.46% | -22.23% |
Volatility
DIS vs. BTC-USD - Volatility Comparison
The current volatility for The Walt Disney Company (DIS) is 6.12%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 11.59% | -5.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 34.53% | -15.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 35.67% | -11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 44.95% | -15.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 56.71% | -27.94% |
Frequently Asked Questions
DIS and BTC-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to DIS (6.12%). In terms of maximum drawdown, DIS dropped -85.66% vs BTC-USD's -85.30%.
DIS currently has the higher Sharpe Ratio (-0.51 vs -0.95), 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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