DIS vs. QQQ
DIS (The Walt Disney Company) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, DIS returned 0.99%/yr vs 21.79%/yr for QQQ. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
DIS vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -12.07% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, DIS has underperformed QQQ with an annualized return of 0.99%, while QQQ has yielded a comparatively higher 21.79% annualized return.
DIS
- 1D
- -0.30%
- 1M
- -4.63%
- YTD
- -12.07%
- 6M
- -9.75%
- 1Y
- -14.72%
- 3Y*
- 2.95%
- 5Y*
- -10.41%
- 10Y*
- 0.99%
QQQ
- 1D
- 0.59%
- 1M
- 0.93%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 35.82%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
DIS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -12.07% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between DIS and QQQ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.53 |
Over the past year, the correlation between DIS and QQQ has dropped to 0.25 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
DIS vs. QQQ — Risk / Return Rank
DIS
QQQ
DIS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.37 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.01 | -3.60 |
| Martin ratioReturn relative to average drawdown | -1.18 | 11.22 | -12.41 |
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Drawdowns
DIS vs. QQQ - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DIS and QQQ.
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Drawdown Indicators
| DIS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -82.97% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -11.96% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -22.77% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -35.12% | -22.21% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -35.12% | -25.60% |
Current DrawdownCurrent decline from peak | -49.29% | -3.33% | -45.96% |
Average DrawdownAverage peak-to-trough decline | -26.78% | -32.75% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.47% | 3.20% | +9.27% |
Volatility
DIS vs. QQQ - Volatility Comparison
The current volatility for The Walt Disney Company (DIS) is 5.56%, while Invesco QQQ ETF (QQQ) has a volatility of 7.56%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 7.56% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 19.26% | 13.81% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.15% | 17.19% | +6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 22.55% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 22.38% | +6.39% |
Dividends
DIS vs. QQQ - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.25%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.25% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
DIS and QQQ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (7.56%) compared to DIS (5.56%). In terms of maximum drawdown, DIS dropped -85.66% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.09 vs -0.61), 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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