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TWDUSD=X vs. DIS
Performance
Return for Risk
Drawdowns
Volatility

Performance

TWDUSD=X vs. DIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TWD/USD (TWDUSD=X) and The Walt Disney Company (DIS). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWDUSD=X vs. DIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

TWDUSD=X
TWDUSD=X Risk / Return Rank: 33
Overall Rank
TWDUSD=X Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TWDUSD=X Sortino Ratio Rank: 33
Sortino Ratio Rank
TWDUSD=X Omega Ratio Rank: 44
Omega Ratio Rank
TWDUSD=X Calmar Ratio Rank: 00
Calmar Ratio Rank
TWDUSD=X Martin Ratio Rank: 44
Martin Ratio Rank

DIS
DIS Risk / Return Rank: 1010
Overall Rank
DIS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DIS Sortino Ratio Rank: 1212
Sortino Ratio Rank
DIS Omega Ratio Rank: 1313
Omega Ratio Rank
DIS Calmar Ratio Rank: 1111
Calmar Ratio Rank
DIS Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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=XDISDifference
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

TWDUSD=X vs. DIS - Sharpe Ratio Comparison

The current TWDUSD=X Sharpe Ratio is -1.70, which is lower than the DIS Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TWDUSD=X and DIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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=XDISDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.26%

-51.16%

+36.90%

Average Drawdown

Average peak-to-trough decline

-6.92%

-26.80%

+19.88%

Ulcer Index

Depth 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=XDISDifference

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.

Portfolio Optimizer

Find the right allocation for TWDUSD=X and DIS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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