PortfoliosLab logoPortfoliosLab logo
PWR vs. DRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. DRS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PWR achieves a 67.76% return, which is significantly higher than DRS's 42.93% return.


PWR

1D
3.58%
1M
-8.53%
YTD
67.76%
6M
61.62%
1Y
97.52%
3Y*
56.60%
5Y*
50.60%
10Y*
41.17%

DRS

1D
-2.33%
1M
14.43%
YTD
42.93%
6M
41.39%
1Y
8.10%
3Y*
42.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWR vs. DRS - Yearly Performance Comparison


2026 (YTD)2025202420232022
PWR
Quanta Services, Inc.
67.76%33.70%46.60%51.70%-0.68%
DRS
Leonardo DRS Inc. Common Stock
42.93%6.56%61.23%56.81%10.65%

Correlation

The correlation between PWR and DRS 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

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2022

0.37

Fundamentals

EPS

PWR:

$7.29

DRS:

$1.44

PE Ratio

PWR:

97.08

DRS:

33.74

PEG Ratio

PWR:

4.81

DRS:

2.00

PS Ratio

PWR:

3.58

DRS:

2.65

Total Revenue (TTM)

PWR:

$29.99B

DRS:

$3.70B

Gross Profit (TTM)

PWR:

$4.08B

DRS:

$894.00M

EBITDA (TTM)

PWR:

$2.40B

DRS:

$433.00M

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

PWR vs. DRS — Risk / Return Rank

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

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWR Omega Ratio Rank: 9292
Omega Ratio Rank
PWR Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank

DRS
DRS Risk / Return Rank: 4848
Overall Rank
DRS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DRS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DRS Omega Ratio Rank: 4545
Omega Ratio Rank
DRS Calmar Ratio Rank: 4949
Calmar Ratio Rank
DRS Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PWR vs. DRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) 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.

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.


PWRDRSDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.44

1.07

+0.37

Calmar ratioReturn relative to maximum drawdown

5.73

0.25

+5.48

Martin ratioReturn relative to average drawdown

18.09

0.51

+17.58

PWR vs. DRS - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.64, which is higher than the DRS Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PWR and DRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PWR vs. DRS - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than DRS's maximum drawdown of -32.48%. Use the drawdown chart below to compare losses from any high point for PWR and DRS.


Loading charts...

Drawdown Indicators


PWRDRSDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-32.48%

-64.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

-32.48%

+15.37%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-32.48%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

Current Drawdown

Current decline from peak

-9.87%

-2.33%

-7.54%

Average Drawdown

Average peak-to-trough decline

-46.84%

-7.25%

-39.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

16.05%

-10.64%

Volatility

PWR vs. DRS - Volatility Comparison

Quanta Services, Inc. (PWR) and Leonardo DRS Inc. Common Stock (DRS) have volatilities of 13.07% and 13.57%, 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.


Loading charts...

Volatility by Period


PWRDRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.07%

13.57%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

31.84%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

37.12%

40.60%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

38.73%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.78%

38.73%

-4.95%

Dividends

PWR vs. DRS - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less than DRS's 0.74% yield.


PositionTTM20252024202320222021202020192018
DRS
Leonardo DRS Inc. Common Stock
0.74%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

Financials

PWR vs. DRS - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.87B
846.00M
(PWR) Total Revenue
(DRS) Total Revenue
Values in USD except per share items

PWR vs. DRS - Profitability Comparison

The chart below illustrates the profitability comparison between Quanta Services, Inc. and Leonardo DRS Inc. Common Stock over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%20222023202420252026
14.1%
25.1%
Portfolio components
PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.

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%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.

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%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.

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%.


Frequently Asked Questions


PWR and DRS 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 (13.57%) compared to PWR (13.07%). In terms of maximum drawdown, PWR dropped -97.07% vs DRS's -32.48%.

PWR currently has the higher Sharpe Ratio (2.64 vs 0.20), 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.

Portfolio Optimizer

Find the right allocation for PWR and DRS

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