DRS vs. SCHG

In the year-to-date period, DRS achieves a 6.34% return, which is significantly higher than SCHG's -10.75% return.

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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.

The current DRS Sharpe Ratio is 1.53, which is higher than the SCHG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DRS and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DRS's dividend yield for the trailing twelve months is around 0.26%, less than SCHG's 0.46% yield.

The maximum DRS drawdown since its inception was -22.90%, 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. For additional features, visit the drawdowns tool.

Leonardo DRS Inc. Common Stock (DRS) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 16.16% and 16.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.