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

Performance

LDO.MI vs. KHC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leonardo S.p.A. (LDO.MI) and The Kraft Heinz Company (KHC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LDO.MI achieves a 4.27% return, which is significantly higher than KHC's -1.72% return. Over the past 10 years, LDO.MI has outperformed KHC with an annualized return of 19.15%, while KHC has yielded a comparatively lower -8.55% annualized return.


LDO.MI

1D
0.77%
1M
-3.57%
YTD
4.27%
6M
8.60%
1Y
-1.50%
3Y*
72.08%
5Y*
49.78%
10Y*
19.15%

KHC

1D
0.00%
1M
-1.85%
YTD
-1.72%
6M
-3.66%
1Y
-10.85%
3Y*
-12.38%
5Y*
-6.61%
10Y*
-8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDO.MI vs. KHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDO.MI
Leonardo S.p.A.
4.27%91.71%75.81%87.64%29.81%6.60%-42.19%38.03%-21.39%-24.95%
KHC
The Kraft Heinz Company
-1.72%-26.24%-7.21%-7.89%25.50%16.06%4.40%-19.42%-39.54%-19.63%

Correlation

The correlation between LDO.MI and KHC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

-0.03

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

0.02

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2015

0.11

The correlation between LDO.MI and KHC shifts across timeframes, from -0.03 (3 years) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LDO.MI vs. KHC — Risk / Return Rank

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

LDO.MI
LDO.MI Risk / Return Rank: 3737
Overall Rank
LDO.MI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LDO.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
LDO.MI Omega Ratio Rank: 3535
Omega Ratio Rank
LDO.MI Calmar Ratio Rank: 3838
Calmar Ratio Rank
LDO.MI Martin Ratio Rank: 3737
Martin Ratio Rank

KHC
KHC Risk / Return Rank: 3030
Overall Rank
KHC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KHC Sortino Ratio Rank: 2727
Sortino Ratio Rank
KHC Omega Ratio Rank: 2727
Omega Ratio Rank
KHC Calmar Ratio Rank: 3333
Calmar Ratio Rank
KHC Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for Leonardo S.p.A. (LDO.MI) and The Kraft Heinz Company (KHC). 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.


LDO.MIKHCDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.02

0.95

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.47

+0.36

Martin ratioReturn relative to average drawdown

-0.21

-0.81

+0.60

LDO.MI vs. KHC - Sharpe Ratio Comparison

The current LDO.MI Sharpe Ratio is -0.06, which is higher than the KHC Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of LDO.MI and KHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LDO.MIKHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.44

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

-0.29

+1.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

-0.31

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.23

+0.41

Drawdowns

LDO.MI vs. KHC - Drawdown Comparison

The maximum LDO.MI drawdown since its inception was -90.12%, which is greater than KHC's maximum drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for LDO.MI and KHC.


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Drawdown Indicators


LDO.MIKHCDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-77.25%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-23.76%

-23.41%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

-43.66%

+19.90%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-47.72%

+14.02%

Max Drawdown (10Y)

Largest decline over 10 years

-73.16%

-77.25%

+4.09%

Current Drawdown

Current decline from peak

-20.23%

-66.39%

+46.16%

Average Drawdown

Average peak-to-trough decline

-52.87%

-44.94%

-7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.58%

13.47%

-1.89%

Volatility

LDO.MI vs. KHC - Volatility Comparison

Leonardo S.p.A. (LDO.MI) has a higher volatility of 10.58% compared to The Kraft Heinz Company (KHC) at 6.99%. This indicates that LDO.MI's price experiences larger fluctuations and is considered to be riskier than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDO.MIKHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

6.99%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

29.75%

18.42%

+11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

41.24%

24.89%

+16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.63%

22.94%

+12.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.73%

27.61%

+10.12%

Dividends

LDO.MI vs. KHC - Dividend Comparison

LDO.MI's dividend yield for the trailing twelve months is around 1.01%, less than KHC's 6.85% yield.


PositionTTM20252024202320222021202020192018201720162015
KHC
The Kraft Heinz Company
6.85%6.60%5.21%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%25.01%
LDO.MI
Leonardo S.p.A.
1.01%1.06%1.08%0.94%1.74%0.00%2.37%1.34%1.82%1.41%0.00%0.00%

Financials

LDO.MI vs. KHC - Financials Comparison

This section allows you to compare key financial metrics between Leonardo S.p.A. and The Kraft Heinz Company. 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. LDO.MI values in EUR, KHC values in USD

Frequently Asked Questions


LDO.MI and KHC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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