INVA vs. DIS
INVA (Innoviva, Inc.) and DIS (The Walt Disney Company) are both stocks. INVA operates in Biotechnology (Healthcare), while DIS operates in Entertainment (Communication Services). Over the past 10 years, INVA returned 7.00%/yr vs 0.98%/yr for DIS. At a 0.26 correlation, their price movements are largely independent.
Performance
INVA vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, INVA achieves a 11.71% return, which is significantly higher than DIS's -13.10% return. Over the past 10 years, INVA has outperformed DIS with an annualized return of 7.00%, while DIS has yielded a comparatively lower 0.98% annualized return.
INVA
- 1D
- -0.84%
- 1M
- -2.45%
- YTD
- 11.71%
- 6M
- 6.33%
- 1Y
- 3.48%
- 3Y*
- 18.85%
- 5Y*
- 12.47%
- 10Y*
- 7.00%
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
INVA vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INVA Innoviva, Inc. | 11.71% | 15.22% | 8.17% | 21.06% | -23.19% | 39.23% | -12.50% | -18.85% | 22.97% | 32.62% |
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between INVA and DIS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.26 |
Fundamentals
INVA:
$1.89B
DIS:
$175.20B
INVA:
$5.94
DIS:
$6.25
INVA:
3.76
DIS:
15.81
INVA:
0.02
DIS:
0.21
INVA:
4.47
DIS:
1.82
INVA:
1.31
DIS:
1.61
INVA:
$424.12M
DIS:
$97.26B
INVA:
$323.16M
DIS:
$36.14B
INVA:
$438.91M
DIS:
$20.74B
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Return for Risk
INVA vs. DIS — Risk / Return Rank
INVA
DIS
INVA vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innoviva, Inc. (INVA) 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.
| INVA | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.93 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | -0.49 | +0.64 |
| Martin ratioReturn relative to average drawdown | 0.34 | -1.00 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INVA | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | -0.51 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | -0.36 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.03 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.34 | -0.29 |
Drawdowns
INVA vs. DIS - Drawdown Comparison
The maximum INVA drawdown since its inception was -84.32%, roughly equal to the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for INVA and DIS.
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Drawdown Indicators
| INVA | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -85.66% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -23.53% | -24.97% | +1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.53% | -32.86% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -57.33% | +10.32% |
Max Drawdown (10Y)Largest decline over 10 years | -59.57% | -60.72% | +1.15% |
Current DrawdownCurrent decline from peak | -30.17% | -49.88% | +19.71% |
Average DrawdownAverage peak-to-trough decline | -44.65% | -26.77% | -17.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.21% | 12.23% | -2.02% |
Volatility
INVA vs. DIS - Volatility Comparison
Innoviva, Inc. (INVA) has a higher volatility of 7.62% compared to The Walt Disney Company (DIS) at 6.12%. This indicates that INVA's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INVA | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 6.12% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 19.37% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.81% | 24.33% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.28% | 29.33% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.89% | 28.77% | +5.12% |
Dividends
INVA vs. DIS - Dividend Comparison
INVA has not paid dividends to shareholders, while DIS's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.26% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
INVA Innoviva, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.12% |
Financials
INVA vs. DIS - Financials Comparison
This section allows you to compare key financial metrics between Innoviva, Inc. and The Walt Disney Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
INVA and DIS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INVA has higher volatility (7.62%) compared to DIS (6.12%). In terms of maximum drawdown, INVA dropped -84.32% vs DIS's -85.66%.
INVA currently has the higher Sharpe Ratio (0.12 vs -0.51), 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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