DRS vs. SHOO
DRS (Leonardo DRS Inc. Common Stock) and SHOO (Steven Madden, Ltd.) are both stocks. DRS operates in Aerospace & Defense (Industrials), while SHOO operates in Footwear & Accessories (Consumer Cyclical). Over the past 3 years, DRS returned 42.71%/yr vs 13.37%/yr for SHOO. At a 0.20 correlation, their price movements are largely independent.
Performance
DRS vs. SHOO - Performance Comparison
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Returns By Period
In the year-to-date period, DRS achieves a 37.10% return, which is significantly higher than SHOO's 10.00% return.
DRS
- 1D
- 0.87%
- 1M
- 12.79%
- YTD
- 37.10%
- 6M
- 37.79%
- 1Y
- 5.81%
- 3Y*
- 42.71%
- 5Y*
- —
- 10Y*
- —
SHOO
- 1D
- 3.40%
- 1M
- 12.11%
- YTD
- 10.00%
- 6M
- 6.84%
- 1Y
- 87.20%
- 3Y*
- 13.37%
- 5Y*
- 2.86%
- 10Y*
- 8.85%
DRS vs. SHOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 37.10% | 6.56% | 61.23% | 56.81% | 10.65% |
SHOO Steven Madden, Ltd. | 10.00% | 0.63% | 3.21% | 34.62% | -3.56% |
Correlation
The correlation between DRS and SHOO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.20 |
Fundamentals
DRS:
$1.44
SHOO:
$1.07
DRS:
32.36
SHOO:
42.47
DRS:
2.54
SHOO:
1.23
DRS:
$3.70B
SHOO:
$2.63B
DRS:
$894.00M
SHOO:
$1.18B
DRS:
$433.00M
SHOO:
$148.60M
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Return for Risk
DRS vs. SHOO — Risk / Return Rank
DRS
SHOO
DRS vs. SHOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Steven Madden, Ltd. (SHOO). 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.
| DRS | SHOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.33 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.76 | -2.58 |
| Martin ratioReturn relative to average drawdown | 0.36 | 7.31 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRS | SHOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.96 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.07 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 0.20 | +1.14 |
Drawdowns
DRS vs. SHOO - Drawdown Comparison
The maximum DRS drawdown since its inception was -32.48%, smaller than the maximum SHOO drawdown of -77.06%. Use the drawdown chart below to compare losses from any high point for DRS and SHOO.
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Drawdown Indicators
| DRS | SHOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -77.06% | +44.58% |
Max Drawdown (1Y)Largest decline over 1 year | -32.48% | -31.73% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -60.21% | +27.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -60.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.21% | — |
Current DrawdownCurrent decline from peak | -4.53% | -4.84% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -22.85% | +15.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.05% | 11.97% | +4.08% |
Volatility
DRS vs. SHOO - Volatility Comparison
Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 11.11% compared to Steven Madden, Ltd. (SHOO) at 9.99%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than SHOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRS | SHOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.11% | 9.99% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 30.76% | 30.33% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 44.82% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.47% | 39.12% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.47% | 40.39% | -1.92% |
Dividends
DRS vs. SHOO - Dividend Comparison
DRS's dividend yield for the trailing twelve months is around 0.77%, less than SHOO's 2.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.77% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOO Steven Madden, Ltd. | 2.32% | 2.02% | 1.98% | 2.00% | 2.63% | 1.29% | 0.42% | 1.33% | 1.78% |
Financials
DRS vs. SHOO - Financials Comparison
This section allows you to compare key financial metrics between Leonardo DRS Inc. Common Stock and Steven Madden, Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
DRS vs. SHOO - Profitability Comparison
DRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a gross profit of 212.00M and revenue of 846.00M. Therefore, the gross margin over that period was 25.1%.
SHOO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steven Madden, Ltd. reported a gross profit of 357.42M and revenue of 653.10M. Therefore, the gross margin over that period was 54.7%.
DRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported an operating income of 77.00M and revenue of 846.00M, resulting in an operating margin of 9.1%.
SHOO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steven Madden, Ltd. reported an operating income of 98.74M and revenue of 653.10M, resulting in an operating margin of 15.1%.
DRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leonardo DRS Inc. Common Stock reported a net income of 62.00M and revenue of 846.00M, resulting in a net margin of 7.3%.
SHOO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steven Madden, Ltd. reported a net income of 71.82M and revenue of 653.10M, resulting in a net margin of 11.0%.
Frequently Asked Questions
DRS and SHOO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRS has higher volatility (11.11%) compared to SHOO (9.99%). In terms of maximum drawdown, DRS dropped -32.48% vs SHOO's -77.06%.
SHOO currently has the higher Sharpe Ratio (1.96 vs 0.15), 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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