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

Performance

DRS vs. BSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DRS achieves a 37.48% return, which is significantly higher than BSX's -50.96% return.


DRS

1D
-3.81%
1M
12.72%
YTD
37.48%
6M
39.15%
1Y
2.22%
3Y*
40.85%
5Y*
10Y*

BSX

1D
-0.32%
1M
-11.24%
YTD
-50.96%
6M
-49.28%
1Y
-53.12%
3Y*
-4.87%
5Y*
1.80%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRS vs. BSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DRS
Leonardo DRS Inc. Common Stock
37.48%6.56%61.23%56.81%10.65%
BSX
Boston Scientific Corporation
-50.96%6.75%54.51%24.94%5.66%

Correlation

The correlation between DRS and BSX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.26

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

0.23

Fundamentals

EPS

DRS:

$1.44

BSX:

$2.38

PE Ratio

DRS:

32.45

BSX:

19.67

PEG Ratio

DRS:

1.92

BSX:

0.44

PS Ratio

DRS:

2.55

BSX:

3.39

Total Revenue (TTM)

DRS:

$3.70B

BSX:

$20.62B

Gross Profit (TTM)

DRS:

$894.00M

BSX:

$14.52B

EBITDA (TTM)

DRS:

$433.00M

BSX:

$4.76B

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Return for Risk

DRS vs. BSX — Risk / Return Rank

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

DRS
DRS Risk / Return Rank: 4242
Overall Rank
DRS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DRS Sortino Ratio Rank: 4040
Sortino Ratio Rank
DRS Omega Ratio Rank: 4040
Omega Ratio Rank
DRS Calmar Ratio Rank: 4444
Calmar Ratio Rank
DRS Martin Ratio Rank: 4444
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 22
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 11
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 55
Calmar Ratio Rank
BSX Martin Ratio Rank: 11
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. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Boston Scientific Corporation (BSX). 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.


DRSBSXDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.05

0.66

+0.39

Calmar ratioReturn relative to maximum drawdown

0.07

-0.94

+1.01

Martin ratioReturn relative to average drawdown

0.14

-2.01

+2.15

DRS vs. BSX - Sharpe Ratio Comparison

The current DRS Sharpe Ratio is 0.05, which is higher than the BSX Sharpe Ratio of -1.53. The chart below compares the historical Sharpe Ratios of DRS and BSX, 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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Drawdowns

DRS vs. BSX - Drawdown Comparison

The maximum DRS drawdown since its inception was -32.48%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for DRS and BSX.


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Drawdown Indicators


DRSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-32.48%

-89.15%

+56.67%

Max Drawdown (1Y)

Largest decline over 1 year

-32.48%

-56.76%

+24.28%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-56.76%

+24.28%

Max Drawdown (5Y)

Largest decline over 5 years

-56.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

Current Drawdown

Current decline from peak

-6.06%

-56.76%

+50.70%

Average Drawdown

Average peak-to-trough decline

-7.25%

-38.76%

+31.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

26.47%

-10.41%

Volatility

DRS vs. BSX - Volatility Comparison

The current volatility for Leonardo DRS Inc. Common Stock (DRS) is 14.30%, while Boston Scientific Corporation (BSX) has a volatility of 15.76%. This indicates that DRS experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.30%

15.76%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

32.06%

32.82%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

40.81%

34.80%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.77%

25.69%

+13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.77%

27.30%

+11.47%

Dividends

DRS vs. BSX - Dividend Comparison

DRS's dividend yield for the trailing twelve months is around 0.77%, while BSX has not paid dividends to shareholders.


PositionTTM2025
BSX
Boston Scientific Corporation
0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock
0.77%1.06%

Financials

DRS vs. BSX - Financials Comparison

This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and Boston Scientific Corporation. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
846.00M
5.20B
(DRS) Total Revenue
(BSX) Total Revenue
Values in USD except per share items

DRS vs. BSX - Profitability Comparison

The chart below illustrates the profitability comparison between Leonardo DRS Inc. Common Stock and Boston Scientific Corporation 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%30.0%40.0%50.0%60.0%70.0%20222023202420252026
25.1%
69.4%
Portfolio components
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%.

BSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a gross profit of 3.61B and revenue of 5.20B. Therefore, the gross margin over that period was 69.4%.

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%.

BSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported an operating income of 1.07B and revenue of 5.20B, resulting in an operating margin of 20.6%.

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%.

BSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boston Scientific Corporation reported a net income of 1.34B and revenue of 5.20B, resulting in a net margin of 25.7%.


Frequently Asked Questions


DRS and BSX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSX has higher volatility (15.76%) compared to DRS (14.30%). In terms of maximum drawdown, DRS dropped -32.48% vs BSX's -89.15%.

DRS currently has the higher Sharpe Ratio (0.05 vs -1.53), 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.

Portfolio Optimizer

Find the right allocation for DRS and BSX

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

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