TWDUSD=X vs. DIS
TWDUSD=X (TWD/USD) is a currency, while DIS (The Walt Disney Company) is a stock. Over the past 10 years, TWDUSD=X returned -0.04%/yr vs 0.35%/yr for DIS. At a 0.12 correlation, their price movements are largely independent.
Performance
TWDUSD=X vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, TWDUSD=X achieves a -2.25% return, which is significantly higher than DIS's -15.31% return. Over the past 10 years, TWDUSD=X has underperformed DIS with an annualized return of -0.04%, while DIS has yielded a comparatively higher 0.35% annualized return.
TWDUSD=X
- 1D
- -0.02%
- 1M
- -1.37%
- 6M
- -1.43%
- YTD
- -2.25%
- 1Y
- -9.05%
- 3Y*
- -1.19%
- 5Y*
- -2.65%
- 10Y*
- -0.04%
DIS
- 1D
- -0.57%
- 1M
- -3.69%
- 6M
- -16.85%
- YTD
- -15.31%
- 1Y
- -19.08%
- 3Y*
- 3.29%
- 5Y*
- -11.04%
- 10Y*
- 0.35%
TWDUSD=X vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -2.25% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
DIS The Walt Disney Company | -15.31% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between TWDUSD=X and DIS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.12 |
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Return for Risk
TWDUSD=X vs. DIS — Risk / Return Rank
TWDUSD=X
DIS
TWDUSD=X vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=X) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TWDUSD=X | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.87 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -1.14 | -0.83 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.60 | -1.58 | -0.02 |
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Drawdowns
TWDUSD=X vs. DIS - Drawdown Comparison
The maximum TWDUSD=X drawdown since its inception was -17.28%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and DIS.
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Drawdown Indicators
| TWDUSD=X | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.28% | -85.66% | +68.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -24.32% | +15.14% |
Max Drawdown (3Y)Largest decline over 3 years | -10.04% | -32.86% | +22.82% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | -57.33% | +40.05% |
Max Drawdown (10Y)Largest decline over 10 years | -17.28% | -60.72% | +43.44% |
Current DrawdownCurrent decline from peak | -14.26% | -51.16% | +36.90% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -26.80% | +19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 12.82% | -9.11% |
Volatility
TWDUSD=X vs. DIS - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.12%, while The Walt Disney Company (DIS) has a volatility of 7.78%. This indicates that TWDUSD=X 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.
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Volatility by Period
| TWDUSD=X | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 7.78% | -6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 20.03% | -16.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.12% | 24.96% | -19.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 29.44% | -23.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.56% | 28.83% | -23.27% |
Frequently Asked Questions
TWDUSD=X and DIS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (7.78%) compared to TWDUSD=X (1.12%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs DIS's -85.66%.
DIS currently has the higher Sharpe Ratio (-0.81 vs -1.70), 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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