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DRS vs. AVAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DRS and AVAV is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

DRS vs. AVAV - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.29%
-16.95%
DRS
AVAV

Key characteristics

Sharpe Ratio

DRS:

1.98

AVAV:

0.48

Sortino Ratio

DRS:

2.63

AVAV:

1.10

Omega Ratio

DRS:

1.35

AVAV:

1.15

Calmar Ratio

DRS:

5.18

AVAV:

0.74

Martin Ratio

DRS:

12.95

AVAV:

1.75

Ulcer Index

DRS:

5.51%

AVAV:

14.56%

Daily Std Dev

DRS:

36.12%

AVAV:

53.25%

Max Drawdown

DRS:

-14.64%

AVAV:

-61.02%

Current Drawdown

DRS:

-10.88%

AVAV:

-31.91%

Fundamentals

Market Cap

DRS:

$9.17B

AVAV:

$4.63B

EPS

DRS:

$0.74

AVAV:

$1.70

PE Ratio

DRS:

46.88

AVAV:

96.49

Total Revenue (TTM)

DRS:

$3.18B

AVAV:

$761.50M

Gross Profit (TTM)

DRS:

$694.00M

AVAV:

$293.79M

EBITDA (TTM)

DRS:

$364.00M

AVAV:

$77.21M

Returns By Period

In the year-to-date period, DRS achieves a 64.77% return, which is significantly higher than AVAV's 27.04% return.


DRS

YTD

64.77%

1M

-8.91%

6M

30.00%

1Y

71.35%

5Y*

N/A

10Y*

N/A

AVAV

YTD

27.04%

1M

-18.27%

6M

-16.91%

1Y

25.52%

5Y*

20.39%

10Y*

19.17%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DRS vs. AVAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and AeroVironment, Inc. (AVAV). 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.


Sharpe ratio
The chart of Sharpe ratio for DRS, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.980.48
The chart of Sortino ratio for DRS, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.002.631.10
The chart of Omega ratio for DRS, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.15
The chart of Calmar ratio for DRS, currently valued at 5.18, compared to the broader market0.002.004.006.005.180.74
The chart of Martin ratio for DRS, currently valued at 12.95, compared to the broader market0.0010.0020.0012.951.75
DRS
AVAV

The current DRS Sharpe Ratio is 1.98, which is higher than the AVAV Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DRS and AVAV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.98
0.48
DRS
AVAV

Dividends

DRS vs. AVAV - Dividend Comparison

Neither DRS nor AVAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DRS vs. AVAV - Drawdown Comparison

The maximum DRS drawdown since its inception was -14.64%, smaller than the maximum AVAV drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for DRS and AVAV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.88%
-31.91%
DRS
AVAV

Volatility

DRS vs. AVAV - Volatility Comparison

The current volatility for Leonardo DRS Inc. Common Stock (DRS) is 14.85%, while AeroVironment, Inc. (AVAV) has a volatility of 22.47%. This indicates that DRS experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.85%
22.47%
DRS
AVAV

Financials

DRS vs. AVAV - Financials Comparison

This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and AeroVironment, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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