The Walt Disney Company (DIS)

New York Stock Exchange
USD
US2546871060
2 January 1962  –  20 May 2022

Performance

Annualized Return
11.56%
Sharpe Ratio
0.51
Maximum Drawdown
-85.66%

Metrics

Metric The Walt Disney Company
Initial Balance $10,000
Final Balance $7,438,125
Returns   [View more details]
Month-To-Date -8.25%
Year-To-Date -33.88%
3M -34.49%
6M -34.9%
Annual Return (3Y) -8.18%
Annual Return (5Y) -0.1%
Annual Return (All) 11.56%
Risk   [View more details]
Annual Volatility 32.15%
Max Drawdown -85.66%
Sharpe Ratio 0.51
Sortino Ratio 0.73
Adjusted Sortino (S/√2) 0.52

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on January 1962.
  • Final balance: The amount of capital we've accrued over time as of May 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 60 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
The Walt Disney Company -39.49% -8.18% -0.1% 9.93% 8.9% 11.56%

Annual Returns

Year The Walt Disney Company
1962 -24.51%
1963 40.47%
1964 15.19%
1965 30.22%
1966 33.76%
1967 -30.28%
1968 53.85%
1969 57.65%
1970 5.5%
1971 94.53%
1972 72.18%
1973 -60.08%
1974 -54.77%
1975 133.41%
1976 -5.27%
1977 -14.07%
1978 0.32%
1979 11.84%
1980 14.19%
1981 1.95%
1982 21.05%
1983 -16.6%
1984 13.5%
1985 88.54%
1986 52.8%
1987 37.55%
1988 11.67%
1989 71.22%
1990 -8.93%
1991 13.49%
1992 51.09%
1993 -0.28%
1994 8.65%
1995 29.03%
1996 19.09%
1997 42.89%
1998 -8.51%
1999 -1.68%
2000 -0.4%
2001 -27.71%
2002 -20.3%
2003 44.38%
2004 21.42%
2005 -12.85%
2006 44.26%
2007 -4.8%
2008 -28.63%
2009 43.72%
2010 17.58%
2011 1.68%
2012 34.8%
2013 55.34%
2014 24.83%
2015 12.92%
2016 0.65%
2017 4.77%
2018 3.62%
2019 33.51%
2020 25.27%
2021 -14.51%
2022 -33.88%

The Walt Disney Company had 42 positive years and 19 negative years. That's a positive ratio of 69%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1962 0.7% -0.3% -0% -8% -6.9% -16.4% 2.8% 13.6% -18% -6.4% 19.3% -1.8% -20.4%
1963 12% 7.1% 0.4% -1.1% 4.5% 7.9% 4.6% 13.3% -6.4% 2.7% -1.2% -7.1% 37.8%
1964 -1% 2.9% 8.7% 2% -5% -7.4% 5.1% 1.8% 10.7% 3.8% -7% 1.4% 17.1%
1965 6.6% 13.4% -2.3% 2.3% 2.7% -15.5% 7.3% -4.4% 2% 5.8% -2.4% 14.8% 28.8%
1966 1.7% -8.7% -3.6% 7.8% -10.3% 3.9% -1.7% -17.4% 4% 20% 19.9% 22.4% 34.5%
1967 11% -5.5% 5.9% 11.2% -4% 5.9% -18.6% 14.2% 8.1% 10.2% -43.9% -10.7% -13.1%
1968 2.7% -17.6% -10.4% 31.3% 19.1% -3.8% -0% 13.9% 3.1% 2.7% 4.6% 6.9% 48%
1969 -1.5% -10.6% 6.2% 4.1% -3% -6.5% 1% 11.6% 13.6% 17.2% 10.2% 8.1% 50.4%
1970 5.8% 4.1% -0.1% -12.5% -10.1% 1.2% -12.5% 1.7% 12.8% 2.2% 24.5% -5.8% 14.7%
1971 12.4% 11.9% 13.6% 11.9% 7.4% -6.1% -10.6% 12.4% -5.3% -0.2% 8% 17.8% 72.8%
1972 15.3% 5.2% -4.6% 5% 10.9% 0.7% 2.1% -1.4% -5.1% 9% 2.4% 19% 57.5%
1973 -9.9% -10% -2.6% -5.1% -0.1% -13.4% 15.3% -3.1% -7.7% -10.4% -37.9% 7.4% -81.6%
1974 -5.3% 0% 9.5% -10.7% 2% -3.1% -16.8% -5.2% -36.6% 8.1% -5.4% -3.4% -62.3%
1975 41.6% 30.6% 15.2% 6.3% 9% -4.3% -8.9% -3.3% -0.8% 10.5% 5.9% -3.4% 92.9%
1976 19.3% 0.6% 1.5% -10.7% -1.2% 5.6% -12.6% -0.5% -2.8% -3.4% -7% 9.9% -1.6%
1977 -12.7% -7.9% -8.6% 0.7% -7.9% 14.3% 0.7% 8.7% -2.2% -8.2% 17.9% -5% -11.8%
1978 -17.2% -2.3% 0% 19.3% 7.1% -3.3% 5.6% 1.8% -0.9% -15.3% 5.2% 5.6% 4.2%
1979 3.1% -10.3% 5.7% -3.8% -9.3% -1.5% 16.7% 1.6% 0.6% -7.8% 6.4% 13.6% 13.8%
1980 3.9% -6.9% 2.6% 5.6% 6.6% -4.2% 10.4% -5.9% -5.3% -10.3% 19.8% 1% 16.8%
1981 2% 14.1% 2.5% -4.5% 3.4% 5% -15.2% -3.7% -9.7% 12.3% 3.8% -4.1% 5%
1982 -4.3% 2.8% 3.2% 7.8% 0.2% 2.6% -13.6% 6.7% 4.6% 16.5% -0.2% -4% 23.1%
1983 6.5% 10.9% 2.2% 2.1% -3.7% -9.8% -7% -6.5% 5.3% -1.4% -21.1% 9.3% -12.5%
1984 6.6% -11.1% 33.7% -6% -0.6% -24.2% 11.4% 6.9% 4.5% -2.8% 2.4% 2.1% 19.4%
1985 24.2% 4.7% 1.1% -2.7% 13.5% 7.9% -7.2% 2.6% -6.1% 9.7% 7.6% 14% 65.9%
1986 4.8% 17.8% 7.7% 19.7% 4.7% 16.5% -11.7% -5.7% -13.4% 11.1% -1.7% -0% 48.1%
1987 31% 5.1% 5.1% 3% -0.4% 12.9% -0.2% 10.9% -3% -28.7% -5.2% 13.1% 46.3%
1988 -1.8% 5.6% -3.7% -2.6% 0.9% 8.6% 0.4% -0.8% 3.6% 2.3% -4.3% 3.8% 13.6%
1989 14.2% -1.3% 6.1% 8.6% 9.2% 1.8% 13.7% 9.3% 2.9% 2.6% 4.1% -13.2% 57.2%
1990 -6.9% 5.2% 1.5% -0.4% 16.7% -0.6% -8.2% -13% -11.5% 0.6% 9.5% 1.9% -5.3%
1991 6.8% 14% -3.6% -3.1% 0.8% -3.9% 8.5% -1.7% -4% 4.3% -11.8% 9.3% 15.4%
1992 19.4% 12.6% -1.4% -3.7% 4.3% -4.9% -0.2% -4.2% 5.1% 8.8% 7.1% 1.9% 44.7%
1993 6.2% -2.7% 0.3% -8.3% 8% -7.7% -7.6% 4.7% -3.8% 14.1% -7.3% 6.9% 3.7%
1994 11% 1.6% -12.5% 1.4% 2.1% -4% 2% -2.7% -6.1% 1.8% 10.8% 5.4% 11.2%
1995 10.8% 4.9% 0.2% 3.7% 0.2% 0% 5.8% -4.1% 2% 0.8% 4.1% -1.9% 27.8%
1996 4.9% 6.1% -1.5% -3.9% -2.2% 4.3% -15.3% 9.1% 8.6% 4.1% 12.4% -5.6% 20.5%
1997 4.7% 1.9% -1.8% 12.4% 0.2% -2% 0.9% -4.9% 4.9% 2.3% 15.2% 4.3% 38.8%
1998 8.1% 4.7% -4.6% 16.8% -9.1% -7.2% -1.6% -20.3% -7.5% 6.4% 19.5% -6.8% -1.4%
1999 10% 6.6% -11.5% 2% -8.3% 5.8% -10.5% 0.7% -6.3% 1.9% 6.1% 4.9% 4.9%
2000 24.1% -6.4% 21.3% 5.8% -4.2% -7.2% -0.6% 1% -1.8% -6.4% -19.2% 0.7% 10.8%
2001 5.2% 1.6% -7.6% 5.8% 4.5% -8.6% -8.8% -3.5% -26.8% -0.2% 10.1% 2.2% -22.5%
2002 1.6% 9.2% 0.3% 0.4% -1.2% -17.5% -6.2% -11.6% -3.4% 10.3% 18.7% -16.7% -12.5%
2003 7.3% -2.5% -0.2% 9.6% 5.3% 0.5% 11% -6.5% -1.6% 12.2% 2% 2% 41.9%
2004 2.9% 10.5% -4.9% -7.8% 1.9% 8.6% -9.4% -2.8% 0.4% 11.8% 6.6% 4.3% 22.5%
2005 3% -2.4% 2.8% -8.1% 3.9% -8.2% 1.8% -1.8% -4.2% 1% 2.3% -2.8% -12.2%
2006 5.6% 10.6% -0.4% 0.3% 9.1% -1.6% -1% -0.1% 4.2% 1.8% 5.1% 4.6% 38.5%
2007 2.6% -2.6% 0.5% 1.6% 1.3% -3.7% -3.3% 1.8% 2.4% 0.7% -4.3% -1.6% -2.8%
2008 -7.6% 8.6% -3.2% 3.3% 3.6% -7.1% -2.7% 6.6% -5.1% -15.6% -13.1% 2.3% -21.7%
2009 -8.9% -18.9% 8.3% 20.6% 10.6% -3.7% 7.7% 3.7% 5.5% -0.3% 10.4% 7.9% 44.2%
2010 -8.4% 5.7% 11.7% 5.5% -9.3% -5.7% 7% -3.4% 1.7% 9.1% 1.1% 3.9% 18.9%
2011 3.6% 12.5% -1.5% 0% -3.4% -6.2% -1.1% -11.8% -11.5% 15.6% 2.8% 6.4% 6.4%
2012 3.7% 7.9% 4.3% -1.5% 6% 6.1% 1.3% 0.7% 5.7% -6% 1.1% 1.8% 31.5%
2013 8.2% 1.3% 4% 10.6% 0.4% 0.1% 2.4% -5.9% 6% 6.4% 2.8% 9.6% 45.7%
2014 -5% 11.3% -0.9% -0.9% 5.9% 2.1% 0.2% 4.7% -0.9% 2.6% 1.2% 3.1% 23.8%
2015 -3.4% 14.4% 0.8% 3.7% 1.5% 3.4% 5.7% -15.1% 0.3% 11.3% -0.2% -6.8% 14.7%
2016 -8.8% -0.3% 4% 4% -3.9% -1.4% -1.2% -1.6% -1.7% -0.2% 6.9% 5.9% 2.1%
2017 6.2% -0.5% 3% 1.9% -6.6% -1.6% 4.2% -7.9% -2.6% -0.8% 7.2% 3.4% 5.8%
2018 1.1% -5.1% -2.6% -0.1% -0.9% 5.4% 9.2% -1.4% 4.4% -1.8% 0.6% -4.3% 5.7%
2019 1.7% 1.2% -1.6% 23.4% -3.6% 5.8% 3% -4% -5.1% -0.3% 16.7% -4% 31.4%
2020 -4.4% -14.9% -17.9% 12% 8.5% -4.9% 4.9% 12.8% -5.9% -2.3% 22.1% 22.4% 34.4%
2021 -7.2% 12.4% -2.4% 0.8% -4% -1.6% 0.1% 3% -6.7% -0.1% -14.3% 6.9% -12.6%
2022 -7.7% 3.8% -7.6% -18.6% -8.3% 0% 0% 0% 0% 0% 0% 0% -39.2%
Pos 70.5% 63.9% 53.3% 63.9% 57.4% 41.7% 51.7% 45% 43.3% 63.3% 68.3% 66.7% 73.8%
Avg 4.3% 2.6% 1.2% 2.8% 1.1% -1.5% -0.7% -0.1% -1.9% 2.4% 2.6% 3.1% 16.1%

Other Return Metrics

Metric The Walt Disney Company
Cumulative Return 74281.25%
Enh Ann Return 16.15%
Best Year 133.41%
Worst Year -60.08%
Best Month 41.55%
Worst Month -43.87%
Best Day 19.1%
Worst Day -48.57%
Win Ratio (Yearly) 68.85%
Win Ratio (Quarterly) 61.57%
Win Ratio (Monthly) 57.46%
Win Ratio (Daily) 50.62%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
The Walt Disney Company 27.27% 35.21% 30.28% 25.04% 28.46% 32.15%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
The Walt Disney Company -1.69 -0.07 0.15 0.5 0.44 0.51

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

The Walt Disney Company

start valley end Drawdown days
1973-01-03 1974-12-17 1986-01-14 -85.66% 4759
2000-05-01 2002-08-13 2011-01-04 -67.92% 3900
1967-11-03 1968-03-29 1969-10-28 -62.61% 725
2021-03-09 2022-05-20 - -49.27% 437
1962-02-19 1962-10-26 1963-07-09 -46.25% 505

The The Walt Disney Company took approximately 69 months on average to recover from a major drawdown. The longest drawdown lasted 159 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric The Walt Disney Company
Sharpe Ratio 0.51
Sortino Ratio 0.73
Adjusted Sortino (S/√2) 0.52
Calmar Ratio 0.14
Omega Ratio 0.14
Gain to Pain Ratio 0.1
Winckel Ratio 55.74
Ulcer Index 0.33
Kelly Criterion 4.51%
Skew -0.91
Kurtosis 30.39
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