CHTR vs DIS: returns, Sharpe ratio and drawdown

Over the past year, DIS returned -3.58% against -58.62% for CHTR. Over five years, DIS averaged -9.54% a year, compared with -31.03% for CHTR. DIS had the higher Sharpe ratio over the past year (-0.17 vs -1.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.77% for DIS and -59.83% for CHTR.