DISO vs. DIS

In the year-to-date period, DISO achieves a -1.65% return, which is significantly lower than DIS's 1.52% return.

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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.

The current DISO Sharpe Ratio is 0.39, which is comparable to the DIS Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DISO and DIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DISO's dividend yield for the trailing twelve months is around 35.27%, more than DIS's 0.84% yield.

The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum DIS drawdown of -85.65%. Use the drawdown chart below to compare losses from any high point for DISO and DIS.

The current volatility for YieldMax DIS Option Income Strategy ETF (DISO) is 7.76%, while The Walt Disney Company (DIS) has a volatility of 11.65%. 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.