PortfoliosLab logoPortfoliosLab logo
GEOS vs. LDOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GEOS vs. LDOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Geospace Technologies Corporation (GEOS) and Leidos Holdings, Inc. (LDOS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GEOS achieves a -48.97% return, which is significantly lower than LDOS's -30.90% return. Over the past 10 years, GEOS has underperformed LDOS with an annualized return of -6.95%, while LDOS has yielded a comparatively higher 14.93% annualized return.


GEOS

1D
1.17%
1M
-5.79%
YTD
-48.97%
6M
-38.97%
1Y
29.00%
3Y*
2.39%
5Y*
-1.01%
10Y*
-6.95%

LDOS

1D
-1.95%
1M
-16.44%
YTD
-30.90%
6M
-33.70%
1Y
-13.11%
3Y*
16.47%
5Y*
4.92%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEOS vs. LDOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEOS
Geospace Technologies Corporation
-48.97%68.76%-22.69%207.11%-36.92%-21.85%-48.96%62.66%-20.51%-36.30%
LDOS
Leidos Holdings, Inc.
-30.90%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%

Correlation

The correlation between GEOS and LDOS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2006

0.23

Fundamentals

Market Cap

GEOS:

$111.17M

LDOS:

$15.92B

EPS

GEOS:

-$2.27

LDOS:

$10.92

PS Ratio

GEOS:

1.10

LDOS:

0.93

PB Ratio

GEOS:

1.06

LDOS:

3.18

Total Revenue (TTM)

GEOS:

$100.89M

LDOS:

$17.33B

Gross Profit (TTM)

GEOS:

$14.39M

LDOS:

$3.04B

EBITDA (TTM)

GEOS:

-$23.75M

LDOS:

$2.34B

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

GEOS vs. LDOS — Risk / Return Rank

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

GEOS
GEOS Risk / Return Rank: 5454
Overall Rank
GEOS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GEOS Sortino Ratio Rank: 6161
Sortino Ratio Rank
GEOS Omega Ratio Rank: 6363
Omega Ratio Rank
GEOS Calmar Ratio Rank: 5050
Calmar Ratio Rank
GEOS Martin Ratio Rank: 4848
Martin Ratio Rank

LDOS
LDOS Risk / Return Rank: 2222
Overall Rank
LDOS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 2121
Sortino Ratio Rank
LDOS Omega Ratio Rank: 2020
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
LDOS Martin Ratio Rank: 2222
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.

GEOS vs. LDOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Geospace Technologies Corporation (GEOS) 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.


GEOSLDOSDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.18

0.94

+0.24

Calmar ratioReturn relative to maximum drawdown

0.40

-0.35

+0.74

Martin ratioReturn relative to average drawdown

0.67

-0.94

+1.61

GEOS vs. LDOS - Sharpe Ratio Comparison

The current GEOS Sharpe Ratio is 0.23, which is higher than the LDOS Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of GEOS and LDOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GEOSLDOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.45

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.19

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.54

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.23

-0.22

Drawdowns

GEOS vs. LDOS - Drawdown Comparison

The maximum GEOS drawdown since its inception was -96.49%, which is greater than LDOS's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for GEOS and LDOS.


Loading charts...

Drawdown Indicators


GEOSLDOSDifference

Max Drawdown

Largest peak-to-trough decline

-96.49%

-54.72%

-41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-73.53%

-38.05%

-35.48%

Max Drawdown (3Y)

Largest decline over 3 years

-73.53%

-38.05%

-35.48%

Max Drawdown (5Y)

Largest decline over 5 years

-73.53%

-38.05%

-35.48%

Max Drawdown (10Y)

Largest decline over 10 years

-83.72%

-42.29%

-41.43%

Current Drawdown

Current decline from peak

-92.22%

-37.39%

-54.83%

Average Drawdown

Average peak-to-trough decline

-60.70%

-19.66%

-41.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.28%

13.96%

+29.32%

Volatility

GEOS vs. LDOS - Volatility Comparison

Geospace Technologies Corporation (GEOS) has a higher volatility of 22.05% compared to Leidos Holdings, Inc. (LDOS) at 10.77%. This indicates that GEOS's price experiences larger fluctuations and is considered to be riskier than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GEOSLDOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.05%

10.77%

+11.28%

Volatility (6M)

Calculated over the trailing 6-month period

80.95%

25.30%

+55.65%

Volatility (1Y)

Calculated over the trailing 1-year period

127.87%

29.38%

+98.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.00%

26.74%

+49.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.03%

27.49%

+41.54%

Dividends

GEOS vs. LDOS - Dividend Comparison

GEOS has not paid dividends to shareholders, while LDOS's dividend yield for the trailing twelve months is around 1.33%.


PositionTTM20252024202320222021202020192018201720162015
GEOS
Geospace Technologies Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDOS
Leidos Holdings, Inc.
1.33%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%

Financials

GEOS vs. LDOS - Financials Comparison

This section allows you to compare key financial metrics between Geospace Technologies Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
19.74M
4.40B
(GEOS) Total Revenue
(LDOS) Total Revenue
Values in USD except per share items

GEOS vs. LDOS - Profitability Comparison

The chart below illustrates the profitability comparison between Geospace Technologies Corporation and Leidos Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
3.5%
17.3%
Portfolio components
GEOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Geospace Technologies Corporation reported a gross profit of 694.00K and revenue of 19.74M. Therefore, the gross margin over that period was 3.5%.

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%.

GEOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Geospace Technologies Corporation reported an operating income of -11.42M and revenue of 19.74M, resulting in an operating margin of -57.8%.

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%.

GEOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Geospace Technologies Corporation reported a net income of -11.05M and revenue of 19.74M, resulting in a net margin of -56.0%.

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


GEOS and LDOS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEOS has higher volatility (22.05%) compared to LDOS (10.77%). In terms of maximum drawdown, GEOS dropped -96.49% vs LDOS's -54.72%.

GEOS currently has the higher Sharpe Ratio (0.23 vs -0.45), 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 GEOS and LDOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer