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

Correlation

The correlation between DRS and ETN is 0.46, 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.


Performance

DRS vs. ETN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DRS:

1.97

ETN:

0.03

Sortino Ratio

DRS:

2.47

ETN:

0.29

Omega Ratio

DRS:

1.35

ETN:

1.04

Calmar Ratio

DRS:

3.58

ETN:

0.03

Martin Ratio

DRS:

10.28

ETN:

0.06

Ulcer Index

DRS:

7.97%

ETN:

14.17%

Daily Std Dev

DRS:

41.86%

ETN:

38.49%

Max Drawdown

DRS:

-22.90%

ETN:

-68.95%

Current Drawdown

DRS:

-0.79%

ETN:

-12.21%

Fundamentals

Market Cap

DRS:

$10.90B

ETN:

$127.88B

EPS

DRS:

$0.88

ETN:

$9.91

PE Ratio

DRS:

46.56

ETN:

32.98

PS Ratio

DRS:

3.26

ETN:

5.05

PB Ratio

DRS:

4.24

ETN:

6.96

Total Revenue (TTM)

DRS:

$3.35B

ETN:

$25.31B

Gross Profit (TTM)

DRS:

$758.00M

ETN:

$9.73B

EBITDA (TTM)

DRS:

$394.00M

ETN:

$5.80B

Returns By Period

In the year-to-date period, DRS achieves a 29.34% return, which is significantly higher than ETN's -0.13% return.


DRS

YTD

29.34%

1M

16.04%

6M

23.93%

1Y

81.78%

5Y*

N/A

10Y*

N/A

ETN

YTD

-0.13%

1M

22.68%

6M

-7.68%

1Y

1.00%

5Y*

37.52%

10Y*

19.48%

*Annualized

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Risk-Adjusted Performance

DRS vs. ETN — Risk-Adjusted Performance Rank

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

DRS
The Risk-Adjusted Performance Rank of DRS is 9494
Overall Rank
The Sharpe Ratio Rank of DRS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DRS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DRS is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DRS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of DRS is 9595
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 4949
Overall Rank
The Sharpe Ratio Rank of ETN is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DRS Sharpe Ratio is 1.97, which is higher than the ETN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DRS and ETN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DRS vs. ETN - Dividend Comparison

DRS's dividend yield for the trailing twelve months is around 0.22%, less than ETN's 1.20% yield.


TTM20242023202220212020201920182017201620152014
DRS
Leonardo DRS Inc. Common Stock
0.22%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
1.20%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

DRS vs. ETN - Drawdown Comparison

The maximum DRS drawdown since its inception was -22.90%, 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.


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Volatility

DRS vs. ETN - Volatility Comparison

Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 12.08% compared to Eaton Corporation plc (ETN) at 8.21%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
799.00M
6.38B
(DRS) Total Revenue
(ETN) Total Revenue
Values in USD except per share items

DRS vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between Leonardo DRS Inc. Common Stock and Eaton Corporation plc 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%25.0%30.0%35.0%40.0%20212022202320242025
22.7%
38.4%
(DRS) Gross Margin
(ETN) Gross Margin
DRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Leonardo DRS Inc. Common Stock reported a gross profit of 181.00M and revenue of 799.00M. Therefore, the gross margin over that period was 22.7%.

ETN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported a gross profit of 2.45B and revenue of 6.38B. Therefore, the gross margin over that period was 38.4%.

DRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Leonardo DRS Inc. Common Stock reported an operating income of 59.00M and revenue of 799.00M, resulting in an operating margin of 7.4%.

ETN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported an operating income of 1.20B and revenue of 6.38B, resulting in an operating margin of 18.8%.

DRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Leonardo DRS Inc. Common Stock reported a net income of 50.00M and revenue of 799.00M, resulting in a net margin of 6.3%.

ETN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported a net income of 964.00M and revenue of 6.38B, resulting in a net margin of 15.1%.