MELI vs. DIS

In the year-to-date period, MELI achieves a 30.90% return, which is significantly higher than DIS's -18.92% return. Over the past 10 years, MELI has outperformed DIS with an annualized return of 32.05%, while DIS has yielded a comparatively lower -1.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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 MELI Sharpe Ratio is 1.48, which is higher than the DIS Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of MELI 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.

MELI has not paid dividends to shareholders, while DIS's dividend yield for the trailing twelve months is around 1.05%.

The maximum MELI drawdown since its inception was -89.49%, roughly equal to the maximum DIS drawdown of -85.65%. Use the drawdown chart below to compare losses from any high point for MELI and DIS. For additional features, visit the drawdowns tool.

The current volatility for MercadoLibre, Inc. (MELI) is 14.82%, while The Walt Disney Company (DIS) has a volatility of 19.03%. This indicates that MELI 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.

This section allows you to compare key financial metrics between MercadoLibre, 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.