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

Correlation

The correlation between DRS and FIP is 0.28, 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.


-0.50.00.51.00.3

Performance

DRS vs. FIP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.13%
-12.95%
DRS
FIP

Key characteristics

Sharpe Ratio

DRS:

2.13

FIP:

1.51

Sortino Ratio

DRS:

2.77

FIP:

2.09

Omega Ratio

DRS:

1.37

FIP:

1.26

Calmar Ratio

DRS:

5.60

FIP:

2.54

Martin Ratio

DRS:

14.21

FIP:

7.27

Ulcer Index

DRS:

5.42%

FIP:

10.31%

Daily Std Dev

DRS:

36.17%

FIP:

49.79%

Max Drawdown

DRS:

-14.64%

FIP:

-34.91%

Current Drawdown

DRS:

-10.99%

FIP:

-29.50%

Fundamentals

Market Cap

DRS:

$9.17B

FIP:

$909.96M

EPS

DRS:

$0.74

FIP:

-$1.98

Total Revenue (TTM)

DRS:

$3.18B

FIP:

$332.17M

Gross Profit (TTM)

DRS:

$694.00M

FIP:

$76.49M

EBITDA (TTM)

DRS:

$364.00M

FIP:

$19.38M

Returns By Period

In the year-to-date period, DRS achieves a 64.57% return, which is significantly lower than FIP's 88.45% return.


DRS

YTD

64.57%

1M

-5.66%

6M

26.85%

1Y

74.41%

5Y*

N/A

10Y*

N/A

FIP

YTD

88.45%

1M

-15.16%

6M

-7.29%

1Y

74.54%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

DRS vs. FIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and FTAI Infrastructure Inc. (FIP). 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.


Sharpe ratio
The chart of Sharpe ratio for DRS, currently valued at 2.13, compared to the broader market-4.00-2.000.002.002.131.51
The chart of Sortino ratio for DRS, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.772.09
The chart of Omega ratio for DRS, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.26
The chart of Calmar ratio for DRS, currently valued at 5.60, compared to the broader market0.002.004.006.005.602.54
The chart of Martin ratio for DRS, currently valued at 14.21, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.217.27
DRS
FIP

The current DRS Sharpe Ratio is 2.13, which is higher than the FIP Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of DRS and FIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.13
1.51
DRS
FIP

Dividends

DRS vs. FIP - Dividend Comparison

DRS has not paid dividends to shareholders, while FIP's dividend yield for the trailing twelve months is around 1.66%.


TTM20232022
DRS
Leonardo DRS Inc. Common Stock
0.00%0.00%0.00%
FIP
FTAI Infrastructure Inc.
1.66%3.08%1.02%

Drawdowns

DRS vs. FIP - Drawdown Comparison

The maximum DRS drawdown since its inception was -14.64%, smaller than the maximum FIP drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for DRS and FIP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.99%
-29.50%
DRS
FIP

Volatility

DRS vs. FIP - Volatility Comparison

Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 15.16% compared to FTAI Infrastructure Inc. (FIP) at 13.24%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than FIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
15.16%
13.24%
DRS
FIP

Financials

DRS vs. FIP - Financials Comparison

This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and FTAI Infrastructure Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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