DIS vs. VUG
DIS (The Walt Disney Company) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, DIS returned 0.69%/yr vs 17.41%/yr for VUG. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
DIS vs. VUG - 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 VUG's 5.18% return. Over the past 10 years, DIS has underperformed VUG with an annualized return of 0.69%, while VUG has yielded a comparatively higher 17.41% 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%
VUG
- 1D
- 0.07%
- 1M
- -1.79%
- 6M
- 5.78%
- YTD
- 5.18%
- 1Y
- 14.67%
- 3Y*
- 21.89%
- 5Y*
- 12.42%
- 10Y*
- 17.41%
- ALL TIME*
- 12.11%
DIS vs. VUG - 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% |
VUG Vanguard Growth ETF | 5.18% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between DIS and VUG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.59 |
Over the past year, the correlation between DIS and VUG has dropped to 0.22 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
DIS vs. VUG — Risk / Return Rank
DIS
VUG
DIS vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.16 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.89 | -1.69 |
| Martin ratioReturn relative to average drawdown | -1.48 | 2.92 | -4.40 |
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Drawdowns
DIS vs. VUG - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DIS and VUG.
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Drawdown Indicators
| DIS | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -50.68% | -34.98% |
Max Drawdown (1Y)Largest decline over 1 year | -24.32% | -16.53% | -7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -22.85% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -35.61% | -21.72% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -35.61% | -25.11% |
Current DrawdownCurrent decline from peak | -50.75% | -5.39% | -45.36% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -7.08% | -19.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 5.04% | +8.14% |
Volatility
DIS vs. VUG - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.29% compared to Vanguard Growth ETF (VUG) at 5.71%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 5.71% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 14.01% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 17.34% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 22.45% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 21.52% | +7.34% |
Dividends
DIS vs. VUG - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, more than VUG's 0.40% 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% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
DIS and VUG have a correlation of 0.22, 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 VUG (5.71%). In terms of maximum drawdown, DIS dropped -85.66% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.85 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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