PortfoliosLab logoPortfoliosLab logo
DRS vs. AG1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DRS vs. AG1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leonardo DRS Inc. Common Stock (DRS) and AUTO1 Group SE (AG1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DRS is traded in USD, while AG1.DE is traded in EUR. To make them comparable, the AG1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRS achieves a 42.93% return, which is significantly higher than AG1.DE's -15.90% return.


DRS

1D
-2.33%
1M
14.43%
YTD
42.93%
6M
41.39%
1Y
8.10%
3Y*
42.32%
5Y*
10Y*

AG1.DE

1D
3.90%
1M
11.46%
YTD
-15.90%
6M
-14.72%
1Y
-5.54%
3Y*
44.52%
5Y*
-10.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRS vs. AG1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DRS
Leonardo DRS Inc. Common Stock
42.93%6.56%61.23%56.81%10.65%
AG1.DE
AUTO1 Group SE
-15.90%97.56%126.62%-14.17%0.26%

Correlation

The correlation between DRS and AG1.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2022

0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DRS vs. AG1.DE — Risk / Return Rank

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

DRS
DRS Risk / Return Rank: 4848
Overall Rank
DRS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DRS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DRS Omega Ratio Rank: 4545
Omega Ratio Rank
DRS Calmar Ratio Rank: 4949
Calmar Ratio Rank
DRS Martin Ratio Rank: 4949
Martin Ratio Rank

AG1.DE
AG1.DE Risk / Return Rank: 3939
Overall Rank
AG1.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AG1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
AG1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AG1.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AG1.DE Martin Ratio Rank: 3939
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.

DRS vs. AG1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and AUTO1 Group SE (AG1.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRSAG1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratioReturn relative to maximum drawdown

0.25

-0.10

+0.35

Martin ratioReturn relative to average drawdown

0.51

-0.22

+0.72

DRS vs. AG1.DE - Sharpe Ratio Comparison

The current DRS Sharpe Ratio is 0.20, which is higher than the AG1.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DRS and AG1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DRS vs. AG1.DE - Drawdown Comparison

The maximum DRS drawdown since its inception was -32.48%, smaller than the maximum AG1.DE drawdown of -94.47%. Use the drawdown chart below to compare losses from any high point for DRS and AG1.DE.


Loading charts...

Drawdown Indicators


DRSAG1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.48%

-94.47%

+61.99%

Max Drawdown (1Y)

Largest decline over 1 year

-32.48%

-53.34%

+20.86%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-66.35%

+33.87%

Max Drawdown (5Y)

Largest decline over 5 years

-92.68%

Current Drawdown

Current decline from peak

-2.33%

-59.00%

+56.67%

Average Drawdown

Average peak-to-trough decline

-7.25%

-70.00%

+62.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.05%

25.36%

-9.31%

Volatility

DRS vs. AG1.DE - Volatility Comparison

Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 13.57% compared to AUTO1 Group SE (AG1.DE) at 12.77%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than AG1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DRSAG1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.57%

12.77%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

31.84%

49.17%

-17.33%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

56.79%

-16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.73%

60.76%

-22.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

59.85%

-21.12%

Dividends

DRS vs. AG1.DE - Dividend Comparison

DRS's dividend yield for the trailing twelve months is around 0.74%, while AG1.DE has not paid dividends to shareholders.


PositionTTM2025
AG1.DE
AUTO1 Group SE
0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock
0.74%1.06%

Financials

DRS vs. AG1.DE - Financials Comparison

This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and AUTO1 Group SE. 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. DRS values in USD, AG1.DE values in EUR

Frequently Asked Questions


DRS and AG1.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DRS and AG1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer