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DIS vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DIS vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIS achieves a -14.61% return, which is significantly higher than SOL-USD's -37.28% 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%

SOL-USD

1D
2.27%
1M
6.73%
6M
-41.47%
YTD
-37.28%
1Y
-57.00%
3Y*
45.16%
5Y*
23.94%
10Y*
ALL TIME*
106.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIS vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DIS
The Walt Disney Company
-14.61%3.30%24.44%4.26%-43.91%-14.51%73.38%
SOL-USD
Solana
-37.28%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between DIS and SOL-USD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

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

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

DIS
DIS Risk / Return Rank: 1212
Overall Rank
DIS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DIS Sortino Ratio Rank: 1313
Sortino Ratio Rank
DIS Omega Ratio Rank: 1414
Omega Ratio Rank
DIS Calmar Ratio Rank: 1313
Calmar Ratio Rank
DIS Martin Ratio Rank: 66
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 6161
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5757
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6969
Martin Ratio Rank
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. 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.

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.


DISSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

0.88

0.89

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.76

-0.04

Martin ratioReturn relative to average drawdown

-1.48

-1.11

-0.37

DIS vs. SOL-USD - Sharpe Ratio Comparison

The current DIS Sharpe Ratio is -0.78, which is comparable to the SOL-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of DIS and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DISSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-85.66%

-96.27%

+10.61%

Max Drawdown (1Y)

Largest decline over 1 year

-24.32%

-74.89%

+50.57%

Max Drawdown (3Y)

Largest decline over 3 years

-32.86%

-76.28%

+43.42%

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 Drawdown

Current decline from peak

-50.75%

-70.20%

+19.45%

Average Drawdown

Average peak-to-trough decline

-26.81%

-51.74%

+24.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.18%

39.56%

-26.38%

Volatility

DIS vs. SOL-USD - Volatility Comparison

The current volatility for The Walt Disney Company (DIS) is 8.29%, while Solana (SOL-USD) has a volatility of 13.99%. 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


DISSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

13.99%

-5.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

47.47%

-27.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.14%

59.38%

-34.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.36%

81.14%

-51.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.86%

99.16%

-70.30%

Frequently Asked Questions


DIS and SOL-USD have a correlation of 0.10, 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 (13.99%) compared to DIS (8.29%). In terms of maximum drawdown, DIS dropped -85.66% vs SOL-USD's -96.27%.

DIS currently has the higher Sharpe Ratio (-0.78 vs -0.80), 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.

Portfolio Optimizer

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