DRS vs. BOXX
DRS (Leonardo DRS Inc. Common Stock) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, DRS returned 43.97%/yr vs 4.75%/yr for BOXX. At a 0.03 correlation, their price movements are largely independent.
Performance
DRS vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, DRS achieves a 34.33% return, which is significantly higher than BOXX's 1.58% return.
DRS
- 1D
- -3.76%
- 1M
- 14.27%
- YTD
- 34.33%
- 6M
- 35.52%
- 1Y
- 4.32%
- 3Y*
- 43.97%
- 5Y*
- —
- 10Y*
- —
BOXX
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 1.58%
- 6M
- 1.97%
- 1Y
- 4.10%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
DRS vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 34.33% | 6.56% | 61.23% | 56.81% | 1.59% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.58% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between DRS and BOXX 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 | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022 | 0.03 |
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Return for Risk
DRS vs. BOXX — Risk / Return Rank
DRS
BOXX
DRS vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
| DRS | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.73 | ||
| Sortino ratioReturn per unit of downside risk | -37.59 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 9.98 | -8.92 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 59.77 | -59.64 |
| Martin ratioReturn relative to average drawdown | 0.27 | 531.84 | -531.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRS | BOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 12.84 | -12.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 12.91 | -11.59 |
Drawdowns
DRS vs. BOXX - Drawdown Comparison
The maximum DRS drawdown since its inception was -32.48%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for DRS and BOXX.
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Drawdown Indicators
| DRS | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -0.12% | -32.36% |
Max Drawdown (1Y)Largest decline over 1 year | -32.48% | -0.07% | -32.41% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -0.12% | -32.36% |
Current DrawdownCurrent decline from peak | -6.46% | 0.00% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -0.00% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.04% | 0.01% | +16.03% |
Volatility
DRS vs. BOXX - Volatility Comparison
Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 11.92% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRS | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.92% | 0.09% | +11.83% |
Volatility (6M)Calculated over the trailing 6-month period | 30.72% | 0.25% | +30.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.78% | 0.32% | +39.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.51% | 0.37% | +38.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.51% | 0.37% | +38.14% |
Dividends
DRS vs. BOXX - Dividend Comparison
DRS's dividend yield for the trailing twelve months is around 0.79%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
DRS Leonardo DRS Inc. Common Stock | 0.79% | 1.06% | 0.00% |
Frequently Asked Questions
DRS and BOXX 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.
DRS has higher volatility (11.92%) compared to BOXX (0.09%). In terms of maximum drawdown, DRS dropped -32.48% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.84 vs 0.11), 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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