DIS vs. DISO

Last updated Jun 4, 2026

DIS (The Walt Disney Company) is a stock, while DISO (YieldMax DIS Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, DIS returned -11.54% vs -8.09% for DISO. Their correlation of 0.92 suggests significant overlap in exposure.

Performance

DIS vs. DISO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and YieldMax DIS Option Income Strategy ETF (DISO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIS achieves a -12.64% return, which is significantly lower than DISO's -10.99% return.

DIS

• 1D: -1.99%
• 1M: -1.90%
• YTD: -12.64%
• 6M: -5.37%
• 1Y: -11.54%
• 3Y*: 3.87%
• 5Y*: -10.50%
• 10Y*: 0.88%

DISO

• 1D: -1.72%
• 1M: -1.79%
• YTD: -10.99%
• 6M: -4.80%
• 1Y: -8.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIS vs. DISO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DIS The Walt Disney Company	-12.64%	3.30%	24.44%	8.67%
DISO YieldMax DIS Option Income Strategy ETF	-10.99%	2.12%	14.56%	9.09%

Correlation

The correlation between DIS and DISO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 28, 2023	0.92

The correlation between DIS and DISO has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

DIS vs. DISO — Risk / Return Rank

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

DIS

DIS Risk / Return Rank: 21
DIS Sharpe Ratio Rank: 20
DIS Sortino Ratio Rank: 19
DIS Omega Ratio Rank: 19
DIS Calmar Ratio Rank: 25
DIS Martin Ratio Rank: 21

DISO

DISO Risk / Return Rank: 5
DISO Sharpe Ratio Rank: 5
DISO Sortino Ratio Rank: 5
DISO Omega Ratio Rank: 5
DISO Calmar Ratio Rank: 5
DISO Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIS vs. DISO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and YieldMax DIS Option Income Strategy ETF (DISO). 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	DISO	Difference
Sharpe ratio: Return per unit of total volatility	-0.48	-0.40	-0.07
Sortino ratio: Return per unit of downside risk	-0.53	-0.44	-0.09
Omega ratio: Gain probability vs. loss probability	0.94	0.95	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.46	-0.45	-0.01
Martin ratio: Return relative to average drawdown	-0.96	-1.02	+0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIS vs. DISO - Sharpe Ratio Comparison

The current DIS Sharpe Ratio is -0.48, which is comparable to the DISO Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DIS and DISO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DIS	DISO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	-0.40	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.22	+0.12

Drawdowns

DIS vs. DISO - Drawdown Comparison

The maximum DIS drawdown since its inception was -85.66%, which is greater than DISO's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for DIS and DISO.

Drawdown Indicators

	DIS	DISO	Difference
Max Drawdown Largest peak-to-trough decline	-85.66%	-26.62%	-59.04%
Max Drawdown (1Y) Largest decline over 1 year	-24.97%	-18.08%	-6.89%
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 Drawdown Current decline from peak	-49.62%	-13.46%	-36.16%
Average Drawdown Average peak-to-trough decline	-26.77%	-7.67%	-19.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.05%	7.92%	+4.13%

Volatility

DIS vs. DISO - Volatility Comparison

The Walt Disney Company (DIS) has a higher volatility of 9.87% compared to YieldMax DIS Option Income Strategy ETF (DISO) at 9.07%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than DISO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIS	DISO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.87%	9.07%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	19.46%	16.10%	+3.36%
Volatility (1Y) Calculated over the trailing 1-year period	24.32%	20.24%	+4.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.32%	21.53%	+7.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.77%	21.53%	+7.24%

Dividends

DIS vs. DISO - Dividend Comparison

DIS's dividend yield for the trailing twelve months is around 1.26%, less than DISO's 44.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIS The Walt Disney Company	1.26%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%
DISO YieldMax DIS Option Income Strategy ETF	44.73%	38.87%	37.33%	6.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIS and DISO in my portfolio?

With a correlation of 0.95, DIS and DISO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DIS or DISO?

DIS has higher volatility (9.87%) compared to DISO (9.07%). In terms of maximum drawdown, DIS dropped -85.66% vs DISO's -26.62%.

Which has better risk-adjusted returns?

DISO currently has the higher Sharpe Ratio (-0.40 vs -0.48), 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.