ALIZY vs. LDOS
ALIZY (Allianz SE ADR) and LDOS (Leidos Holdings, Inc.) are both stocks. ALIZY operates in Insurance - Diversified (Financial Services), while LDOS operates in Information Technology Services (Technology). Over the past 5 years, ALIZY returned 16.69%/yr vs 4.03%/yr for LDOS. At a 0.25 correlation, their price movements are largely independent.
Performance
ALIZY vs. LDOS - Performance Comparison
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Returns By Period
In the year-to-date period, ALIZY achieves a 1.59% return, which is significantly higher than LDOS's -32.12% return.
ALIZY
- 1D
- 0.01%
- 1M
- 2.36%
- YTD
- 1.59%
- 6M
- 4.55%
- 1Y
- 17.68%
- 3Y*
- 31.68%
- 5Y*
- 16.69%
- 10Y*
- —
LDOS
- 1D
- 0.07%
- 1M
- -1.62%
- YTD
- -32.12%
- 6M
- -35.31%
- 1Y
- -16.67%
- 3Y*
- 14.74%
- 5Y*
- 4.03%
- 10Y*
- 14.97%
ALIZY vs. LDOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 1.59% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
LDOS Leidos Holdings, Inc. | -32.12% | 26.50% | 34.52% | 4.50% | 20.04% | -14.20% | 7.21% |
Correlation
The correlation between ALIZY and LDOS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.25 |
The correlation between ALIZY and LDOS shifts across timeframes, from 0.12 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ALIZY:
$170.87B
LDOS:
$15.64B
ALIZY:
€3.16
LDOS:
$10.92
ALIZY:
12.25
LDOS:
11.19
ALIZY:
0.85
LDOS:
0.09
ALIZY:
1.04
LDOS:
0.92
ALIZY:
2.24
LDOS:
3.12
ALIZY:
€141.95B
LDOS:
$17.33B
ALIZY:
€116.91B
LDOS:
$3.04B
ALIZY:
€1.56B
LDOS:
$2.34B
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Return for Risk
ALIZY vs. LDOS — Risk / Return Rank
ALIZY
LDOS
ALIZY vs. LDOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and Leidos Holdings, Inc. (LDOS). 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.
| ALIZY | LDOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.91 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.43 | +1.74 |
| Martin ratioReturn relative to average drawdown | 3.39 | -1.09 | +4.48 |
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Drawdowns
ALIZY vs. LDOS - Drawdown Comparison
The maximum ALIZY drawdown since its inception was -49.10%, smaller than the maximum LDOS drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for ALIZY and LDOS.
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Drawdown Indicators
| ALIZY | LDOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.10% | -54.72% | +5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -38.73% | +25.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -38.73% | +25.18% |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | -38.73% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.29% | — |
Current DrawdownCurrent decline from peak | -1.35% | -38.49% | +37.14% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -19.68% | +11.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 15.33% | -10.10% |
Volatility
ALIZY vs. LDOS - Volatility Comparison
Allianz SE ADR (ALIZY) and Leidos Holdings, Inc. (LDOS) have volatilities of 6.09% and 6.30%, 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.
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Volatility by Period
| ALIZY | LDOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 6.30% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 25.00% | -9.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 29.28% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 26.73% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 27.48% | +0.16% |
Dividends
ALIZY vs. LDOS - Dividend Comparison
ALIZY's dividend yield for the trailing twelve months is around 4.37%, more than LDOS's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.37% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDOS Leidos Holdings, Inc. | 1.36% | 0.90% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% |
Financials
ALIZY vs. LDOS - Financials Comparison
This section allows you to compare key financial metrics between Allianz SE ADR and Leidos Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ALIZY vs. LDOS - Profitability Comparison
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.
LDOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported a gross profit of 761.00M and revenue of 4.40B. Therefore, the gross margin over that period was 17.3%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
LDOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported an operating income of 508.00M and revenue of 4.40B, resulting in an operating margin of 11.6%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.
LDOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported a net income of 328.00M and revenue of 4.40B, resulting in a net margin of 7.5%.
Frequently Asked Questions
ALIZY and LDOS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDOS has higher volatility (6.30%) compared to ALIZY (6.09%). In terms of maximum drawdown, ALIZY dropped -49.10% vs LDOS's -54.72%.
ALIZY currently has the higher Sharpe Ratio (0.89 vs -0.57), 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.
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