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DRS vs. DFEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRS vs. DFEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leonardo DRS Inc. Common Stock (DRS) and VanEck Defense UCITS ETF A (DFEN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRS is traded in USD, while DFEN.DE is traded in EUR. To make them comparable, the DFEN.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 DFEN.DE's 1.46% return.


DRS

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

DFEN.DE

1D
0.49%
1M
1.00%
YTD
1.46%
6M
2.92%
1Y
13.94%
3Y*
40.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRS vs. DFEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DRS
Leonardo DRS Inc. Common Stock
42.93%6.56%61.23%50.22%
DFEN.DE
VanEck Defense UCITS ETF A
1.46%70.20%43.28%24.17%

Correlation

The correlation between DRS and DFEN.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.46

The correlation between DRS and DFEN.DE shifts across timeframes, from 0.46 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DRS vs. DFEN.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

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
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. DFEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and VanEck Defense UCITS ETF A (DFEN.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.


DRSDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratioReturn relative to maximum drawdown

0.25

0.71

-0.46

Martin ratioReturn relative to average drawdown

0.51

1.73

-1.23

DRS vs. DFEN.DE - Sharpe Ratio Comparison

The current DRS Sharpe Ratio is 0.20, which is lower than the DFEN.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of DRS and DFEN.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.


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Drawdowns

DRS vs. DFEN.DE - Drawdown Comparison

The maximum DRS drawdown since its inception was -32.48%, which is greater than DFEN.DE's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for DRS and DFEN.DE.


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Drawdown Indicators


DRSDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.48%

-19.59%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-32.48%

-19.59%

-12.89%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-19.59%

-12.89%

Current Drawdown

Current decline from peak

-2.33%

-16.58%

+14.25%

Average Drawdown

Average peak-to-trough decline

-7.25%

-3.51%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.05%

8.02%

+8.03%

Volatility

DRS vs. DFEN.DE - Volatility Comparison

Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 13.57% compared to VanEck Defense UCITS ETF A (DFEN.DE) at 7.93%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRSDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.57%

7.93%

+5.64%

Volatility (6M)

Calculated over the trailing 6-month period

31.84%

19.89%

+11.95%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

25.41%

+15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.73%

21.76%

+16.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

21.76%

+16.97%

Dividends

DRS vs. DFEN.DE - Dividend Comparison

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


PositionTTM2025
DFEN.DE
VanEck Defense UCITS ETF A
0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock
0.74%1.06%

Frequently Asked Questions


DRS and DFEN.DE have a correlation of 0.59, 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 DFEN.DE

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