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ERJ vs. DRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ERJ and DRS is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

ERJ vs. DRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Embraer S.A. (ERJ) and Leonardo DRS Inc. Common Stock (DRS). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
347.12%
209.45%
ERJ
DRS

Key characteristics

Sharpe Ratio

ERJ:

1.75

DRS:

1.50

Sortino Ratio

ERJ:

2.60

DRS:

2.00

Omega Ratio

ERJ:

1.32

DRS:

1.28

Calmar Ratio

ERJ:

1.85

DRS:

2.53

Martin Ratio

ERJ:

11.36

DRS:

7.62

Ulcer Index

ERJ:

6.93%

DRS:

7.62%

Daily Std Dev

ERJ:

44.97%

DRS:

38.77%

Max Drawdown

ERJ:

-90.09%

DRS:

-22.90%

Current Drawdown

ERJ:

-18.74%

DRS:

-9.12%

Fundamentals

Market Cap

ERJ:

$8.42B

DRS:

$8.72B

EPS

ERJ:

$1.92

DRS:

$0.80

PE Ratio

ERJ:

23.87

DRS:

41.09

Total Revenue (TTM)

ERJ:

$30.67B

DRS:

$2.55B

Gross Profit (TTM)

ERJ:

$5.64B

DRS:

$577.00M

EBITDA (TTM)

ERJ:

$4.36B

DRS:

$312.00M

Returns By Period

In the year-to-date period, ERJ achieves a 24.95% return, which is significantly higher than DRS's 5.26% return.


ERJ

YTD

24.95%

1M

-8.25%

6M

33.97%

1Y

77.16%

5Y*

48.53%

10Y*

4.25%

DRS

YTD

5.26%

1M

13.21%

6M

14.51%

1Y

63.97%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ERJ vs. DRS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ERJ
The Risk-Adjusted Performance Rank of ERJ is 9292
Overall Rank
The Sharpe Ratio Rank of ERJ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ERJ is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ERJ is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ERJ is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ERJ is 9595
Martin Ratio Rank

DRS
The Risk-Adjusted Performance Rank of DRS is 9090
Overall Rank
The Sharpe Ratio Rank of DRS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DRS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DRS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DRS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DRS is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ERJ vs. DRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Embraer S.A. (ERJ) and Leonardo DRS Inc. Common Stock (DRS). 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.


Sharpe ratio
The chart of Sharpe ratio for ERJ, currently valued at 1.75, compared to the broader market-2.00-1.000.001.002.003.00
ERJ: 1.75
DRS: 1.50
The chart of Sortino ratio for ERJ, currently valued at 2.60, compared to the broader market-6.00-4.00-2.000.002.004.00
ERJ: 2.60
DRS: 2.00
The chart of Omega ratio for ERJ, currently valued at 1.32, compared to the broader market0.501.001.502.00
ERJ: 1.32
DRS: 1.28
The chart of Calmar ratio for ERJ, currently valued at 4.20, compared to the broader market0.001.002.003.004.005.00
ERJ: 4.20
DRS: 2.53
The chart of Martin ratio for ERJ, currently valued at 11.36, compared to the broader market-5.000.005.0010.0015.0020.00
ERJ: 11.36
DRS: 7.62

The current ERJ Sharpe Ratio is 1.75, which is comparable to the DRS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ERJ and DRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
1.75
1.50
ERJ
DRS

Dividends

ERJ vs. DRS - Dividend Comparison

ERJ has not paid dividends to shareholders, while DRS's dividend yield for the trailing twelve months is around 0.27%.


TTM20242023202220212020201920182017201620152014
ERJ
Embraer S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.68%1.63%0.59%0.76%1.54%
DRS
Leonardo DRS Inc. Common Stock
0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ERJ vs. DRS - Drawdown Comparison

The maximum ERJ drawdown since its inception was -90.09%, which is greater than DRS's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for ERJ and DRS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.74%
-9.12%
ERJ
DRS

Volatility

ERJ vs. DRS - Volatility Comparison

Embraer S.A. (ERJ) has a higher volatility of 13.52% compared to Leonardo DRS Inc. Common Stock (DRS) at 11.47%. This indicates that ERJ's price experiences larger fluctuations and is considered to be riskier than DRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
13.52%
11.47%
ERJ
DRS

Financials

ERJ vs. DRS - Financials Comparison

This section allows you to compare key financial metrics between Embraer S.A. and Leonardo DRS Inc. Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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