Disaster, calamity, catastrophe, cataclysm are comparable when they denote an event or situation that is regarded as a terrible misfortune.
A disaster is an unforeseen mischance or misadventure (as a shipwreck, a serious railroad accident, or the failure of a great enterprise) which happens either through culpable lack of foresight or through adverse external agency and brings with it destruction (as of life and property) or ruin (as of projects, careers, or great hopes).
Calamity is a grievous misfortune, particularly one which involves a great or far-reaching personal or public loss or which produces profound, often widespread distress; thus, the rout at Bull Run was a disaster for the North but the assassination of President Lincoln was a calamity; the wreck of the Don Juan was a disaster and, as involving the loss of Shelley, it was a calamity.
Catastrophe is used of a disastrous conclusion; it often emphasizes the idea of finality.
Cataclysm is often used of an event or situation that brings with it an overwhelming of the old order or a violent social or political upheaval.