The Walt Disney Company (DIS): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Walt Disney Company, a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $109.04 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +12.41% |
| Total return over period | +41.77% |
| Annualized volatility | 27.52% |
| Period volatility | 47.55% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.62 |
| Sortino ratio | 0.92 |
| Max drawdown | -32.86% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.83% |
| Correlation with the S&P 500 | 0.45 |
| Period range | $78.22 – $122.24 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Walt Disney Company (DIS) has posted an annualized return of +12.41% with annual volatility of 27.52%, a Sharpe ratio of 0.62. Its worst stretch (max drawdown from a peak) was -32.86%. Its correlation with the S&P 500 is 0.45, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DIS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, The Walt Disney Company (DIS) is of the S&P 500.
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