DIS vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +19.23% against -1.04% for DIS. Over five years, SPY averaged +11.83% a year, compared with -9.37% for DIS. SPY had the higher Sharpe ratio over the past year (1.11 vs -0.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -20.77% for DIS.