DIS vs. VOO
DIS (The Walt Disney Company) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DIS returned 0.95%/yr vs 15.14%/yr for VOO. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
DIS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -14.80% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, DIS has underperformed VOO with an annualized return of 0.95%, while VOO has yielded a comparatively higher 15.14% annualized return.
DIS
- 1D
- 0.03%
- 1M
- -3.33%
- 6M
- -14.07%
- YTD
- -14.80%
- 1Y
- -16.30%
- 3Y*
- 3.67%
- 5Y*
- -10.83%
- 10Y*
- 0.95%
- ALL TIME*
- 10.73%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.05B | $1.06B | |
| $3.82B | $3.78B | $5.44B |
DIS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -14.80% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between DIS and VOO is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.61 |
Over the past year, the correlation between DIS and VOO has dropped to 0.30 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
DIS vs. VOO — Risk / Return Rank
DIS
VOO
DIS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.21 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.58 | 9.44 | -11.02 |
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Drawdowns
DIS vs. VOO - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DIS and VOO.
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Drawdown Indicators
| DIS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -33.99% | -51.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.04% | -8.90% | -13.14% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -18.69% | -14.17% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -24.52% | -32.81% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -33.99% | -26.73% |
Current DrawdownCurrent decline from peak | -50.86% | -1.38% | -49.48% |
Average DrawdownAverage peak-to-trough decline | -26.83% | -3.67% | -23.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.44% | 2.08% | +9.36% |
Volatility
DIS vs. VOO - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.28% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 3.54% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 20.38% | 10.10% | +10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.59% | 12.82% | +12.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.43% | 16.93% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.90% | 18.01% | +10.89% |
Dividends
DIS vs. VOO - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, more than VOO's 1.07% 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
DIS and VOO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (8.28%) compared to VOO (3.54%). In terms of maximum drawdown, DIS dropped -85.66% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.71), 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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