DIS vs. SOL-USD
DIS (The Walt Disney Company) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, DIS returned -10.48%/yr vs 9.25%/yr for SOL-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
DIS vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -13.10% return, which is significantly higher than SOL-USD's -47.43% return.
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
DIS vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 73.38% |
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between DIS and SOL-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.17 |
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Return for Risk
DIS vs. SOL-USD — Risk / Return Rank
DIS
SOL-USD
DIS vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.89 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.76 | +0.27 |
| Martin ratioReturn relative to average drawdown | -1.00 | -1.25 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIS | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | -0.79 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.09 | -0.45 |
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 | 0.82 | -0.48 |
Drawdowns
DIS vs. SOL-USD - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DIS and SOL-USD.
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Drawdown Indicators
| DIS | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -96.27% | +10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -74.89% | +49.92% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -76.27% | +43.41% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -96.27% | +38.94% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | — | — |
Current DrawdownCurrent decline from peak | -49.88% | -75.03% | +25.15% |
Average DrawdownAverage peak-to-trough decline | -26.77% | -51.39% | +24.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 52.53% | -40.30% |
Volatility
DIS vs. SOL-USD - Volatility Comparison
The current volatility for The Walt Disney Company (DIS) is 6.12%, while Solana (SOL-USD) has a volatility of 16.77%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 16.77% | -10.65% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 46.54% | -27.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 60.20% | -35.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 82.48% | -53.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 99.82% | -71.05% |
Frequently Asked Questions
DIS and SOL-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (16.77%) compared to DIS (6.12%). In terms of maximum drawdown, DIS dropped -85.66% vs SOL-USD's -96.27%.
DIS currently has the higher Sharpe Ratio (-0.51 vs -0.79), 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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