LDOS vs. CAE.TO
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and CAE Inc. (CAE.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or CAE.TO.
Key characteristics
| LDOS | CAE.TO | |
|---|---|---|
| YTD Return | 56.80% | -8.32% |
| 1Y Return | 80.65% | -11.12% |
| 3Y Return (Ann) | 20.82% | -11.68% |
| 5Y Return (Ann) | 17.27% | -3.96% |
| 10Y Return (Ann) | 23.28% | 7.25% |
| Sharpe Ratio | 4.16 | -0.58 |
| Sortino Ratio | 6.04 | -0.63 |
| Omega Ratio | 1.85 | 0.92 |
| Calmar Ratio | 3.50 | -0.33 |
| Martin Ratio | 31.08 | -1.13 |
| Ulcer Index | 2.52% | 13.52% |
| Daily Std Dev | 18.84% | 26.45% |
| Max Drawdown | -51.28% | -88.95% |
| Current Drawdown | -0.17% | -38.10% |
Fundamentals
| LDOS | CAE.TO | |
|---|---|---|
| Market Cap | $22.68B | CA$8.36B |
| EPS | $3.19 | -CA$1.07 |
| PEG Ratio | 2.34 | 1.77 |
| Total Revenue (TTM) | $12.09B | CA$3.29B |
| Gross Profit (TTM) | $1.94B | CA$862.80M |
| EBITDA (TTM) | $1.49B | CA$645.30M |
Correlation
The correlation between LDOS and CAE.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LDOS vs. CAE.TO - Performance Comparison
In the year-to-date period, LDOS achieves a 56.80% return, which is significantly higher than CAE.TO's -8.32% return. Over the past 10 years, LDOS has outperformed CAE.TO with an annualized return of 23.28%, while CAE.TO has yielded a comparatively lower 7.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LDOS vs. CAE.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and CAE Inc. (CAE.TO). 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.
Dividends
LDOS vs. CAE.TO - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.90%, while CAE.TO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDOS Leidos Holdings, Inc. | 0.90% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
CAE.TO CAE Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.31% | 1.22% | 1.51% | 1.46% | 1.65% | 1.89% | 1.72% | 1.55% |
Drawdowns
LDOS vs. CAE.TO - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum CAE.TO drawdown of -88.95%. Use the drawdown chart below to compare losses from any high point for LDOS and CAE.TO. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. CAE.TO - Volatility Comparison
The current volatility for Leidos Holdings, Inc. (LDOS) is 4.18%, while CAE Inc. (CAE.TO) has a volatility of 5.94%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than CAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LDOS vs. CAE.TO - Financials Comparison
This section allows you to compare key financial metrics between Leidos Holdings, Inc. and CAE 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