Drag & Drop Components in the Editor

Is it possible to drag and drop components from one object (from the inspector) to another (in the hierarchy view)?

I think it is not, but it would be very handy e.g. for copying scripts with lots of assigned variables when editing the hierarchy.

(Maybe I have to write a Copy/Paste editor script.)

Not out of the box, but you can find copy/paste editor scripts on the forums and elsewhere. Here's one from AngryAnt ...