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BAESY vs. LDO.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BAESY vs. LDO.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BAE Systems PLC (BAESY) and Leonardo S.p.A. (LDO.MI). The values are adjusted to include any dividend payments, if applicable.

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BAESY vs. LDO.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAESY
BAE Systems PLC
25.43%65.51%1.23%40.91%46.40%14.56%-3.43%34.69%-22.16%13.28%
LDO.MI
Leonardo S.p.A.
16.31%116.42%65.76%93.57%22.66%-1.81%-36.54%35.11%-25.08%-14.34%
Different Trading Currencies

BAESY is traded in USD, while LDO.MI is traded in EUR. To make them comparable, the LDO.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAESY achieves a 25.43% return, which is significantly higher than LDO.MI's 16.31% return. Both investments have delivered pretty close results over the past 10 years, with BAESY having a 19.99% annualized return and LDO.MI not far behind at 19.58%.


BAESY

1D
3.42%
1M
0.43%
YTD
25.43%
6M
5.03%
1Y
44.31%
3Y*
36.22%
5Y*
36.34%
10Y*
19.99%

LDO.MI

1D
5.29%
1M
0.08%
YTD
16.31%
6M
5.98%
1Y
40.10%
3Y*
81.07%
5Y*
53.60%
10Y*
19.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BAESY vs. LDO.MI — Risk / Return Rank

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

BAESY
BAESY Risk / Return Rank: 7777
Overall Rank
BAESY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BAESY Sortino Ratio Rank: 7777
Sortino Ratio Rank
BAESY Omega Ratio Rank: 7474
Omega Ratio Rank
BAESY Calmar Ratio Rank: 7676
Calmar Ratio Rank
BAESY Martin Ratio Rank: 7676
Martin Ratio Rank

LDO.MI
LDO.MI Risk / Return Rank: 6666
Overall Rank
LDO.MI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LDO.MI Sortino Ratio Rank: 6161
Sortino Ratio Rank
LDO.MI Omega Ratio Rank: 6060
Omega Ratio Rank
LDO.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
LDO.MI Martin Ratio Rank: 6868
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.

BAESY vs. LDO.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) and Leonardo S.p.A. (LDO.MI). 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.


BAESYLDO.MIDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.91

+0.45

Sortino ratio

Return per unit of downside risk

1.91

1.39

+0.53

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.87

1.92

-0.05

Martin ratio

Return relative to average drawdown

4.71

4.43

+0.28

BAESY vs. LDO.MI - Sharpe Ratio Comparison

The current BAESY Sharpe Ratio is 1.36, which is higher than the LDO.MI Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BAESY and LDO.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAESYLDO.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.91

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

1.47

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.50

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.17

+0.20

Correlation

The correlation between BAESY and LDO.MI is 0.43, 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

BAESY vs. LDO.MI - Dividend Comparison

BAESY's dividend yield for the trailing twelve months is around 1.52%, more than LDO.MI's 0.90% yield.


TTM20252024202320222021202020192018201720162015
BAESY
BAE Systems PLC
1.52%1.90%2.79%2.40%3.09%4.46%7.05%3.66%4.93%5.71%6.26%4.38%
LDO.MI
Leonardo S.p.A.
0.90%1.06%1.08%0.94%1.74%0.00%2.37%1.34%1.82%1.41%0.00%0.00%

Drawdowns

BAESY vs. LDO.MI - Drawdown Comparison

The maximum BAESY drawdown since its inception was -59.20%, smaller than the maximum LDO.MI drawdown of -88.08%. Use the drawdown chart below to compare losses from any high point for BAESY and LDO.MI.


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Drawdown Indicators


BAESYLDO.MIDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-90.12%

+30.92%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-19.98%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-33.70%

+10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

-73.16%

+31.03%

Current Drawdown

Current decline from peak

-6.33%

-9.68%

+3.35%

Average Drawdown

Average peak-to-trough decline

-19.43%

-53.07%

+33.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.35%

10.10%

-0.75%

Volatility

BAESY vs. LDO.MI - Volatility Comparison

The current volatility for BAE Systems PLC (BAESY) is 11.44%, while Leonardo S.p.A. (LDO.MI) has a volatility of 15.61%. This indicates that BAESY experiences smaller price fluctuations and is considered to be less risky than LDO.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAESYLDO.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.44%

15.61%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

22.24%

28.06%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

32.77%

43.92%

-11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.48%

36.03%

-8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.56%

38.48%

-10.92%

Financials

BAESY vs. LDO.MI - Financials Comparison

This section allows you to compare key financial metrics between BAE Systems PLC and Leonardo S.p.A.. 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


Please note, different currencies. BAESY values in USD, LDO.MI values in EUR