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PBS vs. DIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBS and DIS is 0.66, 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.


-0.50.00.51.00.7

Performance

PBS vs. DIS - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February0
20.52%
PBS
DIS

Key characteristics

Returns By Period


PBS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DIS

YTD

-2.42%

1M

-0.14%

6M

20.52%

1Y

1.86%

5Y*

-4.58%

10Y*

1.21%

*Annualized

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Risk-Adjusted Performance

PBS vs. DIS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBS

DIS
The Risk-Adjusted Performance Rank of DIS is 4242
Overall Rank
The Sharpe Ratio Rank of DIS is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of DIS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DIS is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DIS is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DIS is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBS vs. DIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Media ETF (PBS) 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.


Sharpe ratio
No data
The chart of Calmar ratio for PBS, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.000.00
PBS
DIS


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.00
0.01
PBS
DIS

Dividends

PBS vs. DIS - Dividend Comparison

PBS has not paid dividends to shareholders, while DIS's dividend yield for the trailing twelve months is around 0.87%.


TTM20242023202220212020201920182017201620152014
PBS
Invesco Dynamic Media ETF
0.00%0.00%2.31%0.16%0.39%0.30%0.42%0.93%0.33%0.16%1.11%0.50%
DIS
The Walt Disney Company
0.87%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%

Drawdowns

PBS vs. DIS - Drawdown Comparison


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%SeptemberOctoberNovemberDecember2025February
-27.90%
-45.52%
PBS
DIS

Volatility

PBS vs. DIS - Volatility Comparison

The current volatility for Invesco Dynamic Media ETF (PBS) is 0.00%, while The Walt Disney Company (DIS) has a volatility of 5.43%. This indicates that PBS 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.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
5.43%
PBS
DIS
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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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