DIS vs. TLT
DIS (The Walt Disney Company) is a stock, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 10 years, DIS returned 0.69%/yr vs -2.20%/yr for TLT. At a correlation of -0.21, they often move in opposite directions.
Performance
DIS vs. TLT - 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 TLT's -1.57% return. Over the past 10 years, DIS has outperformed TLT with an annualized return of 0.69%, while TLT has yielded a comparatively lower -2.20% 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%
TLT
- 1D
- -0.75%
- 1M
- -2.94%
- 6M
- -2.29%
- YTD
- -1.57%
- 1Y
- 2.90%
- 3Y*
- -2.24%
- 5Y*
- -7.64%
- 10Y*
- -2.20%
- ALL TIME*
- 3.56%
DIS vs. TLT - 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% |
TLT iShares 20+ Year Treasury Bond ETF | -1.57% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Correlation
The correlation between DIS and TLT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.21 |
The correlation between DIS and TLT shifts across timeframes, from -0.21 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DIS vs. TLT — Risk / Return Rank
DIS
TLT
DIS vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.06 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.38 | -1.19 |
| Martin ratioReturn relative to average drawdown | -1.48 | 0.87 | -2.35 |
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Drawdowns
DIS vs. TLT - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for DIS and TLT.
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Drawdown Indicators
| DIS | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -48.35% | -37.31% |
Max Drawdown (1Y)Largest decline over 1 year | -24.32% | -7.58% | -16.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -17.91% | -14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -43.70% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -48.35% | -12.37% |
Current DrawdownCurrent decline from peak | -50.75% | -41.21% | -9.54% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -13.95% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 3.35% | +9.83% |
Volatility
DIS vs. TLT - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.29% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.63%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 2.63% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 6.82% | +13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 9.41% | +15.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 15.75% | +13.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 14.84% | +14.02% |
Dividends
DIS vs. TLT - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, less than TLT's 4.65% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.65% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
DIS and TLT have a correlation of 0.21, 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 TLT (2.63%). In terms of maximum drawdown, DIS dropped -85.66% vs TLT's -48.35%.
TLT currently has the higher Sharpe Ratio (0.31 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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