DRS vs. ETN
Compare and contrast key facts about Leonardo DRS Inc. Common Stock (DRS) and Eaton Corporation plc (ETN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRS or ETN.
Key characteristics
| DRS | ETN | |
|---|---|---|
| YTD Return | 80.29% | 55.40% |
| 1Y Return | 73.20% | 64.06% |
| Sharpe Ratio | 2.20 | 2.49 |
| Sortino Ratio | 2.80 | 3.03 |
| Omega Ratio | 1.39 | 1.44 |
| Calmar Ratio | 5.87 | 3.44 |
| Martin Ratio | 12.70 | 11.12 |
| Ulcer Index | 6.25% | 6.13% |
| Daily Std Dev | 36.00% | 27.42% |
| Max Drawdown | -14.64% | -68.95% |
| Current Drawdown | -2.14% | -0.62% |
Fundamentals
| DRS | ETN | |
|---|---|---|
| Market Cap | $9.55B | $145.82B |
| EPS | $0.74 | $9.41 |
| PE Ratio | 48.82 | 39.21 |
| Total Revenue (TTM) | $3.18B | $24.61B |
| Gross Profit (TTM) | $694.00M | $9.52B |
| EBITDA (TTM) | $373.00M | $4.99B |
Correlation
The correlation between DRS and ETN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DRS vs. ETN - Performance Comparison
In the year-to-date period, DRS achieves a 80.29% return, which is significantly higher than ETN's 55.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DRS vs. ETN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Eaton Corporation plc (ETN). 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.
Dividends
DRS vs. ETN - Dividend Comparison
DRS has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETN Eaton Corporation plc | 1.02% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
Drawdowns
DRS vs. ETN - Drawdown Comparison
The maximum DRS drawdown since its inception was -14.64%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for DRS and ETN. For additional features, visit the drawdowns tool.
Volatility
DRS vs. ETN - Volatility Comparison
Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 15.25% compared to Eaton Corporation plc (ETN) at 8.23%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DRS vs. ETN - Financials Comparison
This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and Eaton Corporation plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities