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 0.69%/yr vs 20.72%/yr for QQQ. A 0.52 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 -14.61% return, which is significantly lower than QQQ's 13.58% return. Over the past 10 years, DIS has underperformed QQQ with an annualized return of 0.69%, while QQQ has yielded a comparatively higher 20.72% annualized 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%
QQQ
- 1D
- 0.10%
- 1M
- -5.91%
- 6M
- 12.30%
- YTD
- 13.58%
- 1Y
- 24.61%
- 3Y*
- 23.54%
- 5Y*
- 14.68%
- 10Y*
- 20.72%
- ALL TIME*
- 10.70%
DIS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -14.61% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
QQQ Invesco QQQ ETF | 13.58% | 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 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.52 |
Over the past year, the correlation between DIS and QQQ has dropped to 0.17 - well below their long-term average of 0.52, 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 | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.23 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.07 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.48 | 7.22 | -8.70 |
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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 | -24.32% | -11.96% | -12.36% |
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 | -50.75% | -6.61% | -44.14% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -32.65% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 3.42% | +9.76% |
Volatility
DIS vs. QQQ - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.29% compared to Invesco QQQ ETF (QQQ) at 7.41%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier 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 | 8.29% | 7.41% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 15.55% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 18.78% | +6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 22.81% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 22.45% | +6.41% |
Dividends
DIS vs. QQQ - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.44% | 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 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (8.29%) compared to QQQ (7.41%). In terms of maximum drawdown, DIS dropped -85.66% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.32 vs -0.78), 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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