Walt Disney Company

10-Year Study

DIS.US · Communication Services · US · Common Stock

Executive Summary: Walt Disney Company has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 57.1% and an annualized volatility of 41.4%.

1Y CAGR
-7.7%
3Y CAGR
+6.7%
5Y CAGR
-10.0%
10Y CAGR
+1.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -43.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.9-6.0-9.17.8————————-8.7%
20251.50.7-13.3-7.924.310.2-4.0-0.6-3.3-1.6-7.29.63.3%
20246.416.29.7-9.2-6.5-4.4-5.2-3.56.40.022.1-4.824.4%
202324.9-8.20.52.4-14.21.5-0.4-5.9-3.10.713.6-2.34.3%
2022-7.73.8-7.6-18.6-1.1-14.512.45.6-15.812.9-8.1-11.2-43.9%
2021-7.212.4-2.40.8-4.0-1.60.13.0-6.7-0.1-14.36.9-14.5%
2020-4.4-14.9-17.912.08.5-4.94.912.8-5.9-2.322.122.425.3%
20191.71.2-1.623.4-3.65.83.0-4.0-5.1-0.316.7-4.033.5%
20181.1-5.1-2.6-0.1-0.95.49.2-1.44.4-1.80.6-4.33.6%
20176.2-0.53.01.9-6.6-1.64.2-7.9-2.6-0.87.23.44.8%
2016———4.0-3.9-1.4-1.2-1.6-1.7-0.26.96.06.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 41.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 103.4% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110397.737762692312
2016-05-019990.932697675384
2016-06-019849.963457679185
2016-07-019731.848189325272
2016-08-019580.719200941252
2016-09-019418.43633825189
2016-10-019401.197539374487
2016-11-0110053.36599018765
2016-12-0110652.11382851
2017-01-0111309.307531213915
2017-02-0111252.074281962514
2017-03-0111589.356079516963
2017-04-0111815.23022754559
2017-05-0111032.317831887845
2017-06-0110859.591184834228
2017-07-0111319.303412692256
2017-08-0110420.384169582589
2017-09-0110149.577714974268
2017-10-0110071.325803466769
2017-11-0110793.13769080936
2017-12-0111159.172668747413
2018-01-0111279.571149373429
2018-02-0110707.653786363433
2018-03-0110425.332950248914
2018-04-0110413.90596442777
2018-05-0110324.642196603148
2018-06-0110878.916555692354
2018-07-0111881.891286322465
2018-08-0111720.755491999473
2018-09-0112235.537925903753
2018-10-0112014.765500990303
2018-11-0112083.829941106233
2018-12-0111561.771816420995
2019-01-0111758.947406369178
2019-02-0111898.13595928235
2019-03-0111707.285632040132
2019-04-0114442.46167558387
2019-05-0113922.62797751722
2019-06-0114723.991240426076
2019-07-0115172.71826167661
2019-08-0114562.668082001665
2019-09-0113826.368836944199
2019-10-0113783.927700786551
2019-11-0116081.955905894
2019-12-0115436.526583083221
2020-01-0114761.98331397883
2020-02-0112556.924633238546
2020-03-0110310.232833029451
2020-04-0111542.970819673206
2020-05-0112519.562977876874
2020-06-0111901.588088842083
2020-07-0112481.141649833893
2020-08-0114074.638099930413
2020-09-0113243.19925014502
2020-10-0112941.148838128991
2020-11-0115797.272599158598
2020-12-0119337.551631732065
2021-01-0117948.976214171864
2021-02-0120176.45188812915
2021-03-0119694.027706617053
2021-04-0119854.125677180007
2021-05-0119067.52081382862
2021-06-0118760.13926502414
2021-07-0118786.816797887648
2021-08-0119350.355099592845
2021-09-0118055.708194547165
2021-10-0118045.034996509636
2021-11-0115465.343787313861
2021-12-0116531.592993924907
2022-01-0115259.352157635598
2022-02-0115845.307452557798
2022-03-0114639.246998777553
2022-04-0111914.402481163499
2022-05-0111787.38377739445
2022-06-0110075.422476203792
2022-07-0111324.17572213416
2022-08-0111962.426410102067
2022-09-0110067.950145131459
2022-10-0111371.139978391418
2022-11-0110445.772616091514
2022-12-019272.8023535658
2023-01-0111579.261877892932
2023-02-0110631.488446836658
2023-03-0110686.995631308193
2023-04-0110939.940592783081
2023-05-019388.077262155375
2023-06-019528.959106466516
2023-07-019487.336911458338
2023-08-018931.260016364842
2023-09-018650.556000423869
2023-10-018708.193454718657
2023-11-019892.907512423842
2023-12-019668.158583840319
2024-01-0110284.942706666216
2024-02-0111947.875028540153
2024-03-0113102.186312306294
2024-04-0111896.475441266277
2024-05-0111126.574078221323
2024-06-0110631.87080295878
2024-07-0110078.514098562668
2024-08-019722.453153181696
2024-09-0110347.452470402905
2024-10-0110348.523067544846
2024-11-0112636.596724628213
2024-12-0112031.326983308516
2025-01-0112216.095238447093
2025-02-0112296.052535338582
2025-03-0110664.502109524017
2025-04-019827.117097953562
2025-05-0112213.934050213224
2025-06-0113456.37974567958
2025-07-0112924.678265406204
2025-08-0112845.465257405129
2025-09-0112424.445286080727
2025-10-0112220.445952901697
2025-11-0111336.085727274545
2025-12-0112428.758494376241
2026-01-0112322.791926360158
2026-02-0111584.298054244318
2026-03-0110528.9951571866
2026-04-0111350.514596718072
Annual Return Matrix
YearAnnual Return
20170.04760171064641505
20180.03607786702692639
20190.33513503191258076
20200.2527139138233305
2021-0.14510413165246328
2022-0.4390859757451443
20230.042636110983481634
20240.24442797239777136
20250.03303305708664506
2026-0.08675395037614175
Total Factor Risk
0.4142366727999706
VTI.US Exposure
1.033505944717936
VEA.US Exposure
0.09082529210305494
VWO.US Exposure
-0.001674712679010575
QQQ.US Exposure
-0.1169954245517419
VTV.US Exposure
-0.028973301403309015
IJR.US Exposure
-0.0593614468752928
QUAL.US Exposure
-0.12340844225848539
SHV.US Exposure
0.04844325311833867
TLT.US Exposure
-0.003626355027370318
LQD.US Exposure
0.00007201935764399304
HYG.US Exposure
-0.0007388485864802599
GLD.US Exposure
-0.0010073621639330253
USO.US Exposure
-2.6267402807230936e-7
VNQ.US Exposure
-0.0340898377859751
BTC-USD.CC Exposure
0.05889440573034547
CPER.US Exposure
-0.00842199034780617
VIX.INDX Exposure
-0.005367094229890988
UUP.US Exposure
0.0015140485663595149
TIP.US Exposure
0.016920361461109604
Idiosyncratic Exposure
0.13348975352853526
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.55%
Market Cap$171.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$137
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2023$32.770.33%Solid
2024$103.781.04%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Walt Disney Company a high-risk investment?

Walt Disney Company (DIS.US) has an annualized volatility of 41.4% and experienced a maximum drawdown of 57.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of DIS.US?

Over the past 10 years, DIS.US has generated a Compound Annual Growth Rate (CAGR) of 1.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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