LDOS vs. COST
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or COST.
Key characteristics
| LDOS | COST | |
|---|---|---|
| YTD Return | 56.19% | 36.14% |
| 1Y Return | 77.81% | 60.91% |
| 3Y Return (Ann) | 20.46% | 27.44% |
| 5Y Return (Ann) | 17.17% | 26.46% |
| 10Y Return (Ann) | 23.15% | 24.46% |
| Sharpe Ratio | 4.18 | 3.16 |
| Sortino Ratio | 6.06 | 3.76 |
| Omega Ratio | 1.85 | 1.56 |
| Calmar Ratio | 3.52 | 6.08 |
| Martin Ratio | 30.64 | 15.70 |
| Ulcer Index | 2.57% | 3.98% |
| Daily Std Dev | 18.85% | 19.75% |
| Max Drawdown | -51.28% | -70.95% |
| Current Drawdown | -0.55% | -2.45% |
Fundamentals
| LDOS | COST | |
|---|---|---|
| Market Cap | $22.59B | $396.38B |
| EPS | $3.19 | $16.56 |
| PE Ratio | 52.57 | 54.02 |
| PEG Ratio | 2.34 | 6.29 |
| Total Revenue (TTM) | $12.09B | $254.45B |
| Gross Profit (TTM) | $1.94B | $32.10B |
| EBITDA (TTM) | $1.49B | $10.63B |
Correlation
The correlation between LDOS and COST is 0.33, 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. COST - Performance Comparison
In the year-to-date period, LDOS achieves a 56.19% return, which is significantly higher than COST's 36.14% return. Over the past 10 years, LDOS has underperformed COST with an annualized return of 23.15%, while COST has yielded a comparatively higher 24.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
LDOS vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Costco Wholesale Corporation (COST). 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. COST - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.91%, less than COST's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDOS Leidos Holdings, Inc. | 0.91% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
COST Costco Wholesale Corporation | 2.16% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
LDOS vs. COST - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum COST drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for LDOS and COST. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. COST - Volatility Comparison
The current volatility for Leidos Holdings, Inc. (LDOS) is 4.30%, while Costco Wholesale Corporation (COST) has a volatility of 5.21%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LDOS vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Costco Wholesale Corporation. 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