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DIS vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DIS vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and AT&T Inc. (T). 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 -12.64% return, which is significantly lower than T's -3.08% return. Over the past 10 years, DIS has underperformed T with an annualized return of 0.88%, while T has yielded a comparatively higher 3.62% annualized return.


DIS

1D
-1.99%
1M
-1.90%
YTD
-12.64%
6M
-5.37%
1Y
-11.54%
3Y*
3.87%
5Y*
-10.50%
10Y*
0.88%

T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIS vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIS
The Walt Disney Company
-12.64%3.30%24.44%4.26%-43.91%-14.51%25.27%33.51%3.61%4.76%
T
AT&T Inc.
-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between DIS and T is 0.07, 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

0.07

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

0.17

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 20, 1984

0.32

Over the past year, the correlation between DIS and T has dropped to 0.07 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

EPS

DIS:

$6.25

T:

$3.04

PE Ratio

DIS:

15.90

T:

7.73

PEG Ratio

DIS:

0.22

T:

0.32

PS Ratio

DIS:

1.83

T:

1.35

Total Revenue (TTM)

DIS:

$97.26B

T:

$125.65B

Gross Profit (TTM)

DIS:

$36.14B

T:

$105.41B

EBITDA (TTM)

DIS:

$20.74B

T:

$54.70B

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Return for Risk

DIS vs. T — Risk / Return Rank

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

DIS
DIS Risk / Return Rank: 2121
Overall Rank
DIS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DIS Sortino Ratio Rank: 1919
Sortino Ratio Rank
DIS Omega Ratio Rank: 1919
Omega Ratio Rank
DIS Calmar Ratio Rank: 2525
Calmar Ratio Rank
DIS Martin Ratio Rank: 2121
Martin Ratio Rank

T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T Martin Ratio Rank: 1414
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and AT&T Inc. (T). 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.


DISTDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

0.94

0.92

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.46

-0.59

+0.13

Martin ratioReturn relative to average drawdown

-0.96

-1.20

+0.24

DIS vs. T - Sharpe Ratio Comparison

The current DIS Sharpe Ratio is -0.48, which is comparable to the T Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DIS and T, 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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Sharpe Ratios by Period


DISTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.56

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.31

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.15

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.04

Drawdowns

DIS vs. T - Drawdown Comparison

The maximum DIS drawdown since its inception was -85.66%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for DIS and T.


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Drawdown Indicators


DISTDifference

Max Drawdown

Largest peak-to-trough decline

-85.66%

-64.15%

-21.51%

Max Drawdown (1Y)

Largest decline over 1 year

-24.97%

-20.60%

-4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-32.86%

-20.60%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-57.33%

-32.01%

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-60.72%

-42.35%

-18.37%

Current Drawdown

Current decline from peak

-49.62%

-18.23%

-31.39%

Average Drawdown

Average peak-to-trough decline

-26.77%

-15.72%

-11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

10.08%

+1.97%

Volatility

DIS vs. T - Volatility Comparison

The Walt Disney Company (DIS) has a higher volatility of 9.87% compared to AT&T Inc. (T) at 6.96%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

6.96%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

19.46%

17.27%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.32%

21.86%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.32%

23.92%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.77%

23.69%

+5.08%

Dividends

DIS vs. T - Dividend Comparison

DIS's dividend yield for the trailing twelve months is around 1.26%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
DIS
The Walt Disney Company
1.26%1.10%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

DIS vs. T - Financials Comparison

This section allows you to compare key financial metrics between The Walt Disney Company and AT&T 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


15.00B20.00B25.00B30.00B35.00B20222023202420252026
25.17B
33.47B
(DIS) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DIS and T have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIS has higher volatility (9.87%) compared to T (6.96%). In terms of maximum drawdown, DIS dropped -85.66% vs T's -64.15%.

DIS currently has the higher Sharpe Ratio (-0.48 vs -0.56), 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

Find the right allocation for DIS and T

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