DIS vs. MELI

In the year-to-date period, DIS achieves a -19.16% return, which is significantly lower than MELI's 29.66% return. Over the past 10 years, DIS has underperformed MELI with an annualized return of -1.19%, while MELI has yielded a comparatively higher 32.25% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and MercadoLibre, Inc. (MELI). 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.

The current DIS Sharpe Ratio is -0.64, which is lower than the MELI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DIS and MELI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DIS's dividend yield for the trailing twelve months is around 1.06%, while MELI has not paid dividends to shareholders.

The maximum DIS drawdown since its inception was -85.65%, roughly equal to the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for DIS and MELI. For additional features, visit the drawdowns tool.

The Walt Disney Company (DIS) has a higher volatility of 19.01% compared to MercadoLibre, Inc. (MELI) at 15.89%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between The Walt Disney Company and MercadoLibre, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.