The Walt Disney Co (CHIX:WDPD) 1-Year Sharpe Ratio: -1.79 (As of Jul. 14, 2026)

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CHIX:WDPD The Walt Disney Co CHIX:WDPD
86 GF Score
Price €86.45
GF Value €101.82
! 3 Warning Signs
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What is The Walt Disney Co 1-Year Sharpe Ratio?

The Walt Disney Co CHIX:WDPD 86 1-Year Sharpe Ratio is -1.79 as of Jul. 14, 2026. GuruFocus rates CHIX:WDPD with a GF Score™ of 86/100 and a GF Value™ of €101.82. The stock has 3 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-14), The Walt Disney Co's 1-Year Sharpe Ratio is -1.79.

The Walt Disney Co  (CHIX:WDPd) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

The Walt Disney Co 1-Year Sharpe Ratio Related Terms

CHIX:WDPD vs WBD, LYV, NFLX: 1-Year Sharpe Ratio Comparison

For the Entertainment subindustry, The Walt Disney Co's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

The Walt Disney Co 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, The Walt Disney Co's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where The Walt Disney Co's 1-Year Sharpe Ratio falls into.


CHIX:WDPD
86GF Score
The Walt Disney Co CHIX:WDPD
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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The Walt Disney Co 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.79 mean?
The Walt Disney Co (CHIX:WDPD) has a 1-Year Sharpe Ratio of -1.79 as of Jul. 14, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for The Walt Disney Co and its competitors.
Is The Walt Disney Co's 1-Year Sharpe Ratio too high?
The Walt Disney Co's current 1-Year Sharpe Ratio is -1.79. Overall, The Walt Disney Co has a GF Score™ of 86/100, reflecting its overall financial health beyond just this single metric.
How does The Walt Disney Co's 1-Year Sharpe Ratio compare to WBD and LYV?
The Walt Disney Co's 1-Year Sharpe Ratio of -1.79 can be compared against companies in the Media - Diversified industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Media - Diversified company?
A good 1-Year Sharpe Ratio depends on the Media - Diversified industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for The Walt Disney Co and its competitors. The Walt Disney Co's current 1-Year Sharpe Ratio is -1.79. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Walt Disney Co stock overvalued right now?
The Walt Disney Co (CHIX:WDPD) has a current 1-Year Sharpe Ratio of -1.79. The stock's GF Value™ is €101.82, compared to a current price of €86.45 — trading 15.1% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.79. The Walt Disney Co's overall GF Score™ is 86/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For The Walt Disney Co (CHIX:WDPD), the current 1-Year Sharpe Ratio is -1.79 as of Jul. 14, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is The Walt Disney Co (CHIX:WDPD) Overvalued in 2026?

Based on GuruFocus' analysis, The Walt Disney Co stock appears to be undervalued. The current stock price of €86.45 is trading 15.1% below its estimated GF Value™ of €101.82.

Key valuation signals for CHIX:WDPD:

  • 1-Year Sharpe Ratio: -1.79
  • GF Value™: €101.82 vs. price of €86.45 (15.1% below fair value)
  • GF Score™: 86/100 with 3 warning signs

No single metric tells the full story. See the CHIX:WDPD stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

The Walt Disney Co Business Description

Address 500 South Buena Vista Street, Burbank, CA, USA, 91521
Disney operates in three global business segments: entertainment, sports, and experiences. Entertainment and experiences both benefit from the firm's ownership of iconic franchises and characters. Entertainment includes the ABC broadcast network, several cable television networks, and the Disney+ and Hulu streaming services. Within the segment, Disney also engages in movie and television production and distribution, with content licensed to movie theaters, other content providers, or, increasingly, kept in-house for use on Disney's own streaming platform and television networks. The sports segment houses the ESPN family of TV networks and streaming services. Experiences contains Disney's theme parks, cruises, and vacation destinations and also engages in merchandise licensing.
86GF Score

Get the complete analysis for CHIX:WDPD

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

€86.45
Price
€101.82
GF Value