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XRX vs. DIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XRX vs. DIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xerox Holdings Corporation (XRX) 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, XRX achieves a 39.87% return, which is significantly higher than DIS's -12.64% return. Over the past 10 years, XRX has underperformed DIS with an annualized return of -14.72%, while DIS has yielded a comparatively higher 0.88% annualized return.


XRX

1D
-1.22%
1M
25.00%
YTD
39.87%
6M
23.57%
1Y
-32.26%
3Y*
-35.48%
5Y*
-28.74%
10Y*
-14.72%

DIS

1D
-1.99%
1M
-1.90%
YTD
-12.64%
6M
-5.37%
1Y
-11.54%
3Y*
3.87%
5Y*
-10.50%
10Y*
0.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRX vs. DIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRX
Xerox Holdings Corporation
39.87%-70.56%-49.82%33.82%-31.32%1.98%-33.61%92.27%-29.38%31.01%
DIS
The Walt Disney Company
-12.64%3.30%24.44%4.26%-43.91%-14.51%25.27%33.51%3.61%4.76%

Correlation

The correlation between XRX and DIS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1977

0.36

The correlation between XRX and DIS shifts across timeframes, from 0.23 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

XRX:

-$11.04

DIS:

$6.25

PS Ratio

XRX:

0.04

DIS:

1.83

Total Revenue (TTM)

XRX:

$7.41B

DIS:

$97.26B

Gross Profit (TTM)

XRX:

$3.41B

DIS:

$36.14B

EBITDA (TTM)

XRX:

-$256.00M

DIS:

$20.74B

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Return for Risk

XRX vs. DIS — Risk / Return Rank

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

XRX
XRX Risk / Return Rank: 2828
Overall Rank
XRX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
XRX Omega Ratio Rank: 3030
Omega Ratio Rank
XRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
XRX Martin Ratio Rank: 3030
Martin Ratio Rank

DIS
DIS Risk / Return Rank: 2121
Overall Rank
DIS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DIS Sortino Ratio Rank: 1919
Sortino Ratio Rank
DIS Omega Ratio Rank: 1919
Omega Ratio Rank
DIS Calmar Ratio Rank: 2525
Calmar Ratio Rank
DIS Martin Ratio Rank: 2121
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.

XRX vs. DIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) 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.


XRXDISDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.00

0.94

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.46

+0.06

Martin ratioReturn relative to average drawdown

-0.58

-0.96

+0.38

XRX vs. DIS - Sharpe Ratio Comparison

The current XRX Sharpe Ratio is -0.36, which is comparable to the DIS Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of XRX 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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Sharpe Ratios by Period


XRXDISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.48

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.36

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

0.03

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.34

-0.38

Drawdowns

XRX vs. DIS - Drawdown Comparison

The maximum XRX drawdown since its inception was -98.47%, which is greater than DIS's maximum drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for XRX and DIS.


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Drawdown Indicators


XRXDISDifference

Max Drawdown

Largest peak-to-trough decline

-98.47%

-85.66%

-12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-80.97%

-24.97%

-56.00%

Max Drawdown (3Y)

Largest decline over 3 years

-92.75%

-32.86%

-59.89%

Max Drawdown (5Y)

Largest decline over 5 years

-93.40%

-57.33%

-36.07%

Max Drawdown (10Y)

Largest decline over 10 years

-95.44%

-60.72%

-34.72%

Current Drawdown

Current decline from peak

-95.93%

-49.62%

-46.31%

Average Drawdown

Average peak-to-trough decline

-52.18%

-26.77%

-25.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.27%

12.05%

+43.22%

Volatility

XRX vs. DIS - Volatility Comparison

Xerox Holdings Corporation (XRX) has a higher volatility of 29.68% compared to The Walt Disney Company (DIS) at 9.87%. This indicates that XRX's price experiences larger fluctuations and is considered to be riskier 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


XRXDISDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.68%

9.87%

+19.81%

Volatility (6M)

Calculated over the trailing 6-month period

69.29%

19.46%

+49.83%

Volatility (1Y)

Calculated over the trailing 1-year period

90.21%

24.32%

+65.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.66%

29.32%

+28.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.45%

28.77%

+20.68%

Dividends

XRX vs. DIS - Dividend Comparison

XRX's dividend yield for the trailing twelve months is around 3.08%, more than DIS's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DIS
The Walt Disney Company
1.26%1.10%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%
XRX
Xerox Holdings Corporation
3.08%8.44%11.86%5.46%6.85%4.42%4.31%2.71%5.06%44.32%3.55%2.63%

Financials

XRX vs. DIS - Financials Comparison

This section allows you to compare key financial metrics between Xerox Holdings Corporation 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
1.85B
25.17B
(XRX) Total Revenue
(DIS) Total Revenue
Values in USD except per share items

XRX vs. DIS - Profitability Comparison

The chart below illustrates the profitability comparison between Xerox Holdings Corporation and The Walt Disney Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.5%
36.8%
Portfolio components
XRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xerox Holdings Corporation reported a gross profit of 1.25B and revenue of 1.85B. Therefore, the gross margin over that period was 67.5%.

DIS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a gross profit of 9.27B and revenue of 25.17B. Therefore, the gross margin over that period was 36.8%.

XRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xerox Holdings Corporation reported an operating income of -73.00M and revenue of 1.85B, resulting in an operating margin of -4.0%.

DIS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported an operating income of 4.96B and revenue of 25.17B, resulting in an operating margin of 19.7%.

XRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xerox Holdings Corporation reported a net income of -109.00M and revenue of 1.85B, resulting in a net margin of -5.9%.

DIS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a net income of 2.25B and revenue of 25.17B, resulting in a net margin of 8.9%.


Frequently Asked Questions


XRX and DIS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRX has higher volatility (29.68%) compared to DIS (9.87%). In terms of maximum drawdown, XRX dropped -98.47% vs DIS's -85.66%.

XRX currently has the higher Sharpe Ratio (-0.36 vs -0.48), 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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