PortfoliosLab logoPortfoliosLab logo
UAVS vs. DRNZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UAVS vs. DRNZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AgEagle Aerial Systems, Inc. (UAVS) and REX Drone ETF (DRNZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UAVS vs. DRNZ - Yearly Performance Comparison


2026 (YTD)2025
UAVS
AgEagle Aerial Systems, Inc.
11.08%-55.53%
DRNZ
REX Drone ETF
9.89%-10.89%

Returns By Period

In the year-to-date period, UAVS achieves a 11.08% return, which is significantly higher than DRNZ's 9.89% return.


UAVS

1D
5.12%
1M
-3.83%
YTD
11.08%
6M
-55.02%
1Y
-29.92%
3Y*
-53.52%
5Y*
-63.84%
10Y*

DRNZ

1D
4.34%
1M
-7.48%
YTD
9.89%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

UAVS vs. DRNZ — Risk / Return Rank

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

UAVS
UAVS Risk / Return Rank: 3939
Overall Rank
UAVS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UAVS Sortino Ratio Rank: 5454
Sortino Ratio Rank
UAVS Omega Ratio Rank: 4848
Omega Ratio Rank
UAVS Calmar Ratio Rank: 2929
Calmar Ratio Rank
UAVS Martin Ratio Rank: 3131
Martin Ratio Rank

DRNZ
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.

UAVS vs. DRNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AgEagle Aerial Systems, Inc. (UAVS) and REX Drone ETF (DRNZ). 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.


UAVSDRNZDifference

Sharpe ratio

Return per unit of total volatility

-0.19

Sortino ratio

Return per unit of downside risk

0.92

Omega ratio

Gain probability vs. loss probability

1.10

Calmar ratio

Return relative to maximum drawdown

-0.41

Martin ratio

Return relative to average drawdown

-0.67

UAVS vs. DRNZ - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


UAVSDRNZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.10

+0.09

Correlation

The correlation between UAVS and DRNZ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UAVS vs. DRNZ - Dividend Comparison

Neither UAVS nor DRNZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UAVS vs. DRNZ - Drawdown Comparison

The maximum UAVS drawdown since its inception was -99.97%, which is greater than DRNZ's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for UAVS and DRNZ.


Loading graphics...

Drawdown Indicators


UAVSDRNZDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-24.52%

-75.45%

Max Drawdown (1Y)

Largest decline over 1 year

-72.69%

Max Drawdown (5Y)

Largest decline over 5 years

-99.94%

Current Drawdown

Current decline from peak

-99.71%

-17.41%

-82.30%

Average Drawdown

Average peak-to-trough decline

-87.50%

-10.89%

-76.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.36%

Volatility

UAVS vs. DRNZ - Volatility Comparison


Loading graphics...

Volatility by Period


UAVSDRNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.69%

Volatility (6M)

Calculated over the trailing 6-month period

92.41%

Volatility (1Y)

Calculated over the trailing 1-year period

156.92%

51.35%

+105.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,115.40%

51.35%

+2,064.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,965.78%

51.35%

+1,914.43%