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DRO.AX vs. RKLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DRO.AX vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in DroneShield Limited (DRO.AX) and Rocket Lab USA, Inc. (RKLB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRO.AX is traded in AUD, while RKLB is traded in USD. To make them comparable, the RKLB values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRO.AX achieves a -3.90% return, which is significantly lower than RKLB's 61.41% return.


DRO.AX

1D
-3.58%
1M
-21.49%
YTD
-3.90%
6M
56.20%
1Y
87.94%
3Y*
127.92%
5Y*
77.08%
10Y*

RKLB

1D
4.88%
1M
53.90%
YTD
61.41%
6M
125.90%
1Y
306.91%
3Y*
183.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRO.AX vs. RKLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRO.AX
DroneShield Limited
-3.90%302.61%106.76%68.18%25.71%-16.67%
RKLB
Rocket Lab USA, Inc.
61.41%154.00%406.93%46.79%-67.27%6.01%

Correlation

The correlation between DRO.AX and RKLB is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2021

-0.00

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Return for Risk

DRO.AX vs. RKLB — Risk / Return Rank

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

DRO.AX
DRO.AX Risk / Return Rank: 6666
Overall Rank
DRO.AX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DRO.AX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRO.AX Omega Ratio Rank: 6868
Omega Ratio Rank
DRO.AX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DRO.AX Martin Ratio Rank: 6262
Martin Ratio Rank

RKLB
RKLB Risk / Return Rank: 9494
Overall Rank
RKLB Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9191
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8989
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9696
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9595
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.

DRO.AX vs. RKLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DroneShield Limited (DRO.AX) and Rocket Lab USA, Inc. (RKLB). 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.


DRO.AXRKLBDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.18

7.30

-6.12

Martin ratioReturn relative to average drawdown

2.17

15.50

-13.33

DRO.AX vs. RKLB - Sharpe Ratio Comparison

The current DRO.AX Sharpe Ratio is 0.79, which is lower than the RKLB Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of DRO.AX and RKLB, 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


DRO.AXRKLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

3.43

-2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.81

-0.52

Drawdowns

DRO.AX vs. RKLB - Drawdown Comparison

The maximum DRO.AX drawdown since its inception was -82.63%, roughly equal to the maximum RKLB drawdown of -81.19%. Use the drawdown chart below to compare losses from any high point for DRO.AX and RKLB.


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Drawdown Indicators


DRO.AXRKLBDifference

Max Drawdown

Largest peak-to-trough decline

-82.63%

-81.19%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-74.02%

-42.37%

-31.65%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-53.20%

-24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-77.31%

Current Drawdown

Current decline from peak

-55.15%

-19.80%

-35.35%

Average Drawdown

Average peak-to-trough decline

-50.39%

-50.26%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.27%

19.91%

+20.36%

Volatility

DRO.AX vs. RKLB - Volatility Comparison

The current volatility for DroneShield Limited (DRO.AX) is 20.44%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 40.82%. This indicates that DRO.AX experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRO.AXRKLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.44%

40.82%

-20.38%

Volatility (6M)

Calculated over the trailing 6-month period

71.49%

70.15%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

111.08%

90.10%

+20.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.26%

79.24%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.38%

79.24%

+10.14%

Dividends

DRO.AX vs. RKLB - Dividend Comparison

Neither DRO.AX nor RKLB has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DRO.AX vs. RKLB - Financials Comparison

This section allows you to compare key financial metrics between DroneShield Limited and Rocket Lab USA, Inc.. 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


Please note, different currencies. DRO.AX values in AUD, RKLB values in USD

Frequently Asked Questions


DRO.AX and RKLB have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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