DRS vs. VOO
DRS (Leonardo DRS Inc. Common Stock) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, DRS returned 36.38%/yr vs 20.11%/yr for VOO. At a 0.42 correlation, their price movements are largely independent.
Performance
DRS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, DRS achieves a 26.94% return, which is significantly higher than VOO's 10.72% return.
DRS
- 1D
- -1.64%
- 1M
- -5.46%
- 6M
- 2.40%
- YTD
- 26.94%
- 1Y
- -9.43%
- 3Y*
- 36.38%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.53%
- 1M
- 0.35%
- 6M
- 9.07%
- YTD
- 10.72%
- 1Y
- 21.71%
- 3Y*
- 20.11%
- 5Y*
- 13.31%
- 10Y*
- 15.15%
DRS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 26.94% | 6.56% | 61.23% | 56.81% | 10.65% |
VOO Vanguard S&P 500 ETF | 10.72% | 17.82% | 24.98% | 26.32% | -3.00% |
Correlation
The correlation between DRS and VOO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.42 |
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Return for Risk
DRS vs. VOO — Risk / Return Rank
DRS
VOO
DRS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leonardo DRS Inc. Common Stock (DRS) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.45 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.58 | 10.68 | -11.26 |
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Drawdowns
DRS vs. VOO - Drawdown Comparison
The maximum DRS drawdown since its inception was -32.48%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DRS and VOO.
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Drawdown Indicators
| DRS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -33.99% | +1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -32.48% | -8.90% | -23.58% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -18.69% | -13.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -13.26% | -0.88% | -12.38% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -3.67% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.36% | 2.04% | +14.32% |
Volatility
DRS vs. VOO - Volatility Comparison
Leonardo DRS Inc. Common Stock (DRS) has a higher volatility of 10.68% compared to Vanguard S&P 500 ETF (VOO) at 3.48%. This indicates that DRS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 3.48% | +7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 31.98% | 9.98% | +22.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.68% | 12.52% | +28.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.73% | 16.92% | +21.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.73% | 17.99% | +20.74% |
Dividends
DRS vs. VOO - Dividend Comparison
DRS's dividend yield for the trailing twelve months is around 0.84%, less than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRS Leonardo DRS Inc. Common Stock | 0.84% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
DRS and VOO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRS has higher volatility (10.68%) compared to VOO (3.48%). In terms of maximum drawdown, DRS dropped -32.48% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.74 vs -0.23), 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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