penalty vs disadvantage

penalty and disadvantage both are nouns.

Word	Noun	Adjective	Verb	Adverb
penalty	Yes	No	No	No
disadvantage	Yes	No	Yes	No

As nouns, disadvantage is a hypernym of penalty; that is, disadvantage is a word with a broader meaning than penalty:

penalty (noun)	disadvantage (noun)
the act of punishing, or the infliction of a penalty	the quality of having an inferior or less favorable position
the disadvantage or painful consequences of an action or condition
(games) a handicap or disadvantage that is imposed on a competitor (or a team) for an infraction of the rules of the game
a payment required for not fulfilling a contract

penalty (verb)	disadvantage (verb)
	put at a disadvantage; hinder, harm