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RL vs. DRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RL vs. DRS - Performance Comparison

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

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Returns By Period

In the year-to-date period, RL achieves a 14.56% return, which is significantly lower than DRS's 42.93% return.


RL

1D
2.72%
1M
21.82%
YTD
14.56%
6M
9.70%
1Y
52.96%
3Y*
52.12%
5Y*
29.57%
10Y*
18.35%

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)

RL vs. DRS - Yearly Performance Comparison


2026 (YTD)2025202420232022
RL
Ralph Lauren Corporation
14.56%55.03%62.85%39.82%-1.39%
DRS
Leonardo DRS Inc. Common Stock
42.93%6.56%61.23%56.81%10.65%

Correlation

The correlation between RL and DRS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

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

0.24

Fundamentals

EPS

RL:

$15.08

DRS:

$1.44

PE Ratio

RL:

26.79

DRS:

33.74

PEG Ratio

RL:

1.49

DRS:

2.00

PS Ratio

RL:

3.11

DRS:

2.65

Total Revenue (TTM)

RL:

$8.11B

DRS:

$3.70B

Gross Profit (TTM)

RL:

$5.67B

DRS:

$894.00M

EBITDA (TTM)

RL:

$1.18B

DRS:

$433.00M

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Return for Risk

RL vs. DRS — Risk / Return Rank

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

RL
RL Risk / Return Rank: 8383
Overall Rank
RL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RL Sortino Ratio Rank: 8282
Sortino Ratio Rank
RL Omega Ratio Rank: 7878
Omega Ratio Rank
RL Calmar Ratio Rank: 8484
Calmar Ratio Rank
RL Martin Ratio Rank: 8888
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.

RL vs. DRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.


RLDRSDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratioReturn relative to maximum drawdown

3.01

0.25

+2.76

Martin ratioReturn relative to average drawdown

9.65

0.51

+9.15

RL vs. DRS - Sharpe Ratio Comparison

The current RL Sharpe Ratio is 1.54, which is higher than the DRS Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RL 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.


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Drawdowns

RL vs. DRS - Drawdown Comparison

The maximum RL drawdown since its inception was -68.62%, which is greater than DRS's maximum drawdown of -32.48%. Use the drawdown chart below to compare losses from any high point for RL and DRS.


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Drawdown Indicators


RLDRSDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

-32.48%

-36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-32.48%

+14.81%

Max Drawdown (3Y)

Largest decline over 3 years

-36.18%

-32.48%

-3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

Current Drawdown

Current decline from peak

0.00%

-2.33%

+2.33%

Average Drawdown

Average peak-to-trough decline

-24.11%

-7.25%

-16.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

16.05%

-10.55%

Volatility

RL vs. DRS - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 16.13% compared to Leonardo DRS Inc. Common Stock (DRS) at 13.57%. This indicates that RL'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.


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Volatility by Period


RLDRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.13%

13.57%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

31.84%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

34.57%

40.60%

-6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.11%

38.73%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

38.73%

0.00%

Dividends

RL vs. DRS - Dividend Comparison

RL's dividend yield for the trailing twelve months is around 0.90%, more than DRS's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
DRS
Leonardo DRS Inc. Common Stock
0.74%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RL
Ralph Lauren Corporation
0.90%1.01%1.40%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%

Financials

RL vs. DRS - Financials Comparison

This section allows you to compare key financial metrics between Ralph Lauren Corporation 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
1.98B
846.00M
(RL) Total Revenue
(DRS) Total Revenue
Values in USD except per share items

RL vs. DRS - Profitability Comparison

The chart below illustrates the profitability comparison between Ralph Lauren Corporation 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

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
69.7%
25.1%
Portfolio components
RL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.

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%.

RL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.

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%.

RL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.

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


RL and DRS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RL has higher volatility (16.13%) compared to DRS (13.57%). In terms of maximum drawdown, RL dropped -68.62% vs DRS's -32.48%.

RL currently has the higher Sharpe Ratio (1.54 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 RL and DRS

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