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CW vs. DRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. DRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Leonardo DRS Inc. Common Stock (DRS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CW achieves a 30.89% return, which is significantly lower than DRS's 37.10% return.


CW

1D
-1.61%
1M
-1.08%
YTD
30.89%
6M
31.73%
1Y
59.68%
3Y*
61.13%
5Y*
42.19%
10Y*
24.24%

DRS

1D
0.87%
1M
12.79%
YTD
37.10%
6M
37.79%
1Y
5.81%
3Y*
42.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. DRS - Yearly Performance Comparison


2026 (YTD)2025202420232022
CW
Curtiss-Wright Corporation
30.89%55.66%59.73%33.98%-4.82%
DRS
Leonardo DRS Inc. Common Stock
37.10%6.56%61.23%56.81%16.29%

Correlation

The correlation between CW and DRS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2022

0.49

The correlation between CW and DRS has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Fundamentals

EPS

CW:

$13.64

DRS:

$1.44

PE Ratio

CW:

52.89

DRS:

32.36

PEG Ratio

CW:

2.89

DRS:

1.92

PS Ratio

CW:

7.49

DRS:

2.54

Total Revenue (TTM)

CW:

$3.61B

DRS:

$3.70B

Gross Profit (TTM)

CW:

$1.34B

DRS:

$894.00M

EBITDA (TTM)

CW:

$745.31M

DRS:

$433.00M

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Return for Risk

CW vs. DRS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8282
Sortino Ratio Rank
CW Omega Ratio Rank: 8181
Omega Ratio Rank
CW Calmar Ratio Rank: 9191
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

DRS
DRS Risk / Return Rank: 4545
Overall Rank
DRS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DRS Sortino Ratio Rank: 4444
Sortino Ratio Rank
DRS Omega Ratio Rank: 4242
Omega Ratio Rank
DRS Calmar Ratio Rank: 4747
Calmar Ratio Rank
DRS Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CW vs. DRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Leonardo DRS Inc. Common Stock (DRS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CWDRSDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.31

1.06

+0.25

Calmar ratioReturn relative to maximum drawdown

4.63

0.18

+4.45

Martin ratioReturn relative to average drawdown

13.46

0.36

+13.09

CW vs. DRS - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.84, which is higher than the DRS Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CW and DRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CWDRSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.15

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.34

-0.75

Drawdowns

CW vs. DRS - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, which is greater than DRS's maximum drawdown of -32.48%. Use the drawdown chart below to compare losses from any high point for CW and DRS.


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Drawdown Indicators


CWDRSDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-32.48%

-26.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-32.48%

+19.51%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-32.48%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

Current Drawdown

Current decline from peak

-3.95%

-4.53%

+0.58%

Average Drawdown

Average peak-to-trough decline

-13.90%

-7.23%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

16.05%

-11.60%

Volatility

CW vs. DRS - Volatility Comparison

The current volatility for Curtiss-Wright Corporation (CW) is 8.88%, while Leonardo DRS Inc. Common Stock (DRS) has a volatility of 11.11%. This indicates that CW experiences smaller price fluctuations and is considered to be less risky than DRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWDRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

11.11%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

25.62%

30.76%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

32.71%

39.89%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.79%

38.47%

-10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.28%

38.47%

-8.19%

Dividends

CW vs. DRS - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, less than DRS's 0.77% yield.


PositionTTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
DRS
Leonardo DRS Inc. Common Stock
0.77%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CW vs. DRS - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Leonardo DRS Inc. Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


600.00M700.00M800.00M900.00M1.00B1.10B20222023202420252026
913.69M
846.00M
(CW) Total Revenue
(DRS) Total Revenue
Values in USD except per share items

CW vs. DRS - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Leonardo DRS Inc. Common Stock over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
36.3%
25.1%
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

DRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a gross profit of 212.00M and revenue of 846.00M. Therefore, the gross margin over that period was 25.1%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

DRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported an operating income of 77.00M and revenue of 846.00M, resulting in an operating margin of 9.1%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

DRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a net income of 62.00M and revenue of 846.00M, resulting in a net margin of 7.3%.


Frequently Asked Questions


CW and DRS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRS has higher volatility (11.11%) compared to CW (8.88%). In terms of maximum drawdown, CW dropped -59.19% vs DRS's -32.48%.

CW currently has the higher Sharpe Ratio (1.84 vs 0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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