DRS vs. SCHG
DRS (Leonardo DRS Inc. Common Stock) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 3 years, DRS returned 38.15%/yr vs 23.49%/yr for SCHG. At a 0.37 correlation, their price movements are largely independent.
Performance
DRS vs. SCHG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRS achieves a 30.03% return, which is significantly higher than SCHG's 6.46% return.
DRS
- 1D
- -1.16%
- 1M
- -9.03%
- 6M
- 8.14%
- YTD
- 30.03%
- 1Y
- -6.37%
- 3Y*
- 38.15%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.32%
- 1M
- 3.79%
- 6M
- 5.69%
- YTD
- 6.46%
- 1Y
- 18.55%
- 3Y*
- 23.49%
- 5Y*
- 13.62%
- 10Y*
- 18.56%
DRS vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 30.03% | 6.56% | 61.23% | 56.81% | 10.65% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.46% | 17.50% | 34.95% | 50.10% | -4.82% |
Correlation
The correlation between DRS and SCHG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DRS vs. SCHG — Risk / Return Rank
DRS
SCHG
DRS vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.20 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.12 | -1.23 |
| Martin ratioReturn relative to average drawdown | -0.23 | 3.58 | -3.80 |
Loading charts...
Drawdowns
DRS vs. SCHG - Drawdown Comparison
The maximum DRS drawdown since its inception was -32.48%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DRS and SCHG.
Loading charts...
Drawdown Indicators
| DRS | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -34.59% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -32.48% | -16.41% | -16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -23.39% | -9.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -11.15% | -1.74% | -9.41% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -5.20% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 5.11% | +11.18% |
Volatility
DRS vs. SCHG - Volatility Comparison
Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 13.75% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.54%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DRS | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.75% | 5.54% | +8.21% |
Volatility (6M)Calculated over the trailing 6-month period | 32.51% | 12.74% | +19.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.67% | 16.27% | +24.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.77% | 22.40% | +16.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.77% | 21.56% | +17.21% |
Dividends
DRS vs. SCHG - Dividend Comparison
DRS's dividend yield for the trailing twelve months is around 0.82%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.82% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
DRS and SCHG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRS has higher volatility (13.75%) compared to SCHG (5.54%). In terms of maximum drawdown, DRS dropped -32.48% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.12 vs -0.09), 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.
Find the right allocation for DRS and SCHG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer