DISO vs. DIS
Compare and contrast key facts about YieldMax DIS Option Income Strategy ETF (DISO) and The Walt Disney Company (DIS).
DISO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISO or DIS.
Key characteristics
| DISO | DIS | |
|---|---|---|
| YTD Return | 3.99% | 10.03% |
| 1Y Return | 10.58% | 17.83% |
| Sharpe Ratio | 0.56 | 0.72 |
| Sortino Ratio | 0.82 | 1.18 |
| Omega Ratio | 1.12 | 1.17 |
| Calmar Ratio | 0.47 | 0.32 |
| Martin Ratio | 0.93 | 1.16 |
| Ulcer Index | 11.63% | 16.10% |
| Daily Std Dev | 19.24% | 25.97% |
| Max Drawdown | -22.93% | -85.66% |
| Current Drawdown | -12.43% | -50.64% |
Correlation
The correlation between DISO and DIS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DISO vs. DIS - Performance Comparison
In the year-to-date period, DISO achieves a 3.99% return, which is significantly lower than DIS's 10.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DISO vs. DIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and The Walt Disney Company (DIS). 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.
Dividends
DISO vs. DIS - Dividend Comparison
DISO's dividend yield for the trailing twelve months is around 39.20%, more than DIS's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISO YieldMax DIS Option Income Strategy ETF | 39.20% | 6.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 0.76% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
Drawdowns
DISO vs. DIS - Drawdown Comparison
The maximum DISO drawdown since its inception was -22.93%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for DISO and DIS. For additional features, visit the drawdowns tool.
Volatility
DISO vs. DIS - Volatility Comparison
The current volatility for YieldMax DIS Option Income Strategy ETF (DISO) is 3.94%, while The Walt Disney Company (DIS) has a volatility of 4.83%. This indicates that DISO experiences smaller price fluctuations and is considered to be less risky than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.