DRS vs. QTUM
DRS (Leonardo DRS Inc. Common Stock) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 3 years, DRS returned 40.13%/yr vs 50.12%/yr for QTUM. At a 0.38 correlation, their price movements are largely independent.
Performance
DRS vs. QTUM - Performance Comparison
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Returns By Period
In the year-to-date period, DRS achieves a 31.62% return, which is significantly lower than QTUM's 46.10% return.
DRS
- 1D
- -2.30%
- 1M
- -0.51%
- YTD
- 31.62%
- 6M
- 29.98%
- 1Y
- 4.56%
- 3Y*
- 40.13%
- 5Y*
- —
- 10Y*
- —
QTUM
- 1D
- -2.11%
- 1M
- 4.20%
- YTD
- 46.10%
- 6M
- 43.67%
- 1Y
- 79.32%
- 3Y*
- 50.12%
- 5Y*
- 27.79%
- 10Y*
- —
DRS vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 31.62% | 6.56% | 61.23% | 56.81% | 10.65% |
QTUM Defiance Quantum ETF | 46.10% | 36.65% | 50.54% | 39.86% | -3.27% |
Correlation
The correlation between DRS and QTUM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.38 |
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Return for Risk
DRS vs. QTUM — Risk / Return Rank
DRS
QTUM
DRS vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Defiance Quantum ETF (QTUM). 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.
| DRS | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.43 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 5.23 | -5.08 |
| Martin ratioReturn relative to average drawdown | 0.28 | 18.77 | -18.49 |
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Drawdowns
DRS vs. QTUM - Drawdown Comparison
The maximum DRS drawdown since its inception was -32.48%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for DRS and QTUM.
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Drawdown Indicators
| DRS | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -38.45% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -32.48% | -15.26% | -17.22% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -25.39% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -10.06% | -5.26% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -8.22% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.09% | 4.24% | +11.85% |
Volatility
DRS vs. QTUM - Volatility Comparison
The current volatility for Leonardo DRS Inc. Common Stock (DRS) is 13.99%, while Defiance Quantum ETF (QTUM) has a volatility of 14.90%. This indicates that DRS experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRS | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 14.90% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 32.19% | 23.76% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.42% | 29.19% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.73% | 27.18% | +11.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.73% | 27.48% | +11.25% |
Dividends
DRS vs. QTUM - Dividend Comparison
DRS's dividend yield for the trailing twelve months is around 0.81%, more than QTUM's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.81% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.73% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
DRS and QTUM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (14.90%) compared to DRS (13.99%). In terms of maximum drawdown, DRS dropped -32.48% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.74 vs 0.11), 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.
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