DIS vs. BTCO
DIS (The Walt Disney Company) is a stock, while BTCO (Invesco Galaxy Bitcoin ETF) is Cryptocurrency fund tracking the Lukka Prime Reference Bitcoin Rate. Over the past year, DIS returned -19.45% vs -44.68% for BTCO. At a 0.24 correlation, their price movements are largely independent.
Performance
DIS vs. BTCO - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -14.61% return, which is significantly higher than BTCO's -25.69% return.
DIS
- 1D
- -1.29%
- 1M
- -6.49%
- 6M
- -12.64%
- YTD
- -14.61%
- 1Y
- -19.45%
- 3Y*
- 4.48%
- 5Y*
- -10.88%
- 10Y*
- 0.69%
- ALL TIME*
- 10.74%
BTCO
- 1D
- 1.54%
- 1M
- 3.42%
- 6M
- -31.95%
- YTD
- -25.69%
- 1Y
- -44.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.50%
DIS vs. BTCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DIS The Walt Disney Company | -14.61% | 3.30% | 25.84% |
BTCO Invesco Galaxy Bitcoin ETF | -25.69% | -6.58% | 93.87% |
Correlation
The correlation between DIS and BTCO 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 (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.24 |
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Return for Risk
DIS vs. BTCO — Risk / Return Rank
DIS
BTCO
DIS vs. BTCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Invesco Galaxy Bitcoin ETF (BTCO). 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 | BTCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.83 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.84 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.48 | -1.34 | -0.14 |
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Drawdowns
DIS vs. BTCO - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than BTCO's maximum drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for DIS and BTCO.
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Drawdown Indicators
| DIS | BTCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -53.33% | -32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -24.32% | -53.33% | +29.01% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | — | — |
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 | -50.75% | -48.23% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -17.70% | -9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 33.39% | -20.21% |
Volatility
DIS vs. BTCO - Volatility Comparison
The current volatility for The Walt Disney Company (DIS) is 8.29%, while Invesco Galaxy Bitcoin ETF (BTCO) has a volatility of 10.57%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than BTCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | BTCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 10.57% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 34.51% | -14.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 44.25% | -19.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 49.38% | -20.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 49.38% | -20.52% |
Dividends
DIS vs. BTCO - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, while BTCO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTCO Invesco Galaxy Bitcoin ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 1.56% | 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 BTCO 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.
BTCO has higher volatility (10.57%) compared to DIS (8.29%). In terms of maximum drawdown, DIS dropped -85.66% vs BTCO's -53.33%.
DIS currently has the higher Sharpe Ratio (-0.78 vs -1.01), 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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