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DIS vs. LYFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DIS and LYFT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

DIS vs. LYFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and Lyft, Inc. (LYFT). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
-82.62%
DIS
LYFT

Key characteristics

Sharpe Ratio

DIS:

0.81

LYFT:

-0.19

Sortino Ratio

DIS:

1.32

LYFT:

0.22

Omega Ratio

DIS:

1.19

LYFT:

1.02

Calmar Ratio

DIS:

0.37

LYFT:

-0.15

Martin Ratio

DIS:

1.28

LYFT:

-0.47

Ulcer Index

DIS:

16.35%

LYFT:

27.73%

Daily Std Dev

DIS:

26.00%

LYFT:

69.07%

Max Drawdown

DIS:

-85.65%

LYFT:

-89.79%

Current Drawdown

DIS:

-44.17%

LYFT:

-82.62%

Fundamentals

Market Cap

DIS:

$204.67B

LYFT:

$5.81B

EPS

DIS:

$2.72

LYFT:

-$0.16

PEG Ratio

DIS:

0.99

LYFT:

1.87

Total Revenue (TTM)

DIS:

$91.36B

LYFT:

$5.46B

Gross Profit (TTM)

DIS:

$32.66B

LYFT:

$1.93B

EBITDA (TTM)

DIS:

$14.01B

LYFT:

$76.77M

Returns By Period

In the year-to-date period, DIS achieves a 24.44% return, which is significantly higher than LYFT's -9.21% return.


DIS

YTD

24.44%

1M

-1.49%

6M

10.70%

1Y

19.62%

5Y*

-5.17%

10Y*

2.68%

LYFT

YTD

-9.21%

1M

-21.33%

6M

-1.23%

1Y

-9.69%

5Y*

-22.32%

10Y*

N/A

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Risk-Adjusted Performance

DIS vs. LYFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Lyft, Inc. (LYFT). 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.


Sharpe ratio
The chart of Sharpe ratio for DIS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.81-0.19
The chart of Sortino ratio for DIS, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.320.22
The chart of Omega ratio for DIS, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.02
The chart of Calmar ratio for DIS, currently valued at 0.37, compared to the broader market0.002.004.006.000.37-0.15
The chart of Martin ratio for DIS, currently valued at 1.28, compared to the broader market0.0010.0020.001.28-0.47
DIS
LYFT

The current DIS Sharpe Ratio is 0.81, which is higher than the LYFT Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of DIS and LYFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.81
-0.19
DIS
LYFT

Dividends

DIS vs. LYFT - Dividend Comparison

DIS's dividend yield for the trailing twelve months is around 0.85%, while LYFT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DIS
The Walt Disney Company
0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
LYFT
Lyft, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIS vs. LYFT - Drawdown Comparison

The maximum DIS drawdown since its inception was -85.65%, roughly equal to the maximum LYFT drawdown of -89.79%. Use the drawdown chart below to compare losses from any high point for DIS and LYFT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-44.17%
-82.62%
DIS
LYFT

Volatility

DIS vs. LYFT - Volatility Comparison

The current volatility for The Walt Disney Company (DIS) is 4.29%, while Lyft, Inc. (LYFT) has a volatility of 16.80%. This indicates that DIS experiences smaller price fluctuations and is considered to be less risky than LYFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
4.29%
16.80%
DIS
LYFT

Financials

DIS vs. LYFT - Financials Comparison

This section allows you to compare key financial metrics between The Walt Disney Company and Lyft, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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