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

Performance

LDOS vs. FFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leidos Holdings, Inc. (LDOS) and Fairfax Financial Holdings Limited (FFH.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LDOS is traded in USD, while FFH.TO is traded in CAD. To make them comparable, the FFH.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDOS achieves a -31.76% return, which is significantly lower than FFH.TO's -14.73% return. Over the past 10 years, LDOS has outperformed FFH.TO with an annualized return of 15.01%, while FFH.TO has yielded a comparatively lower 14.02% annualized return.


LDOS

1D
-1.31%
1M
-5.62%
YTD
-31.76%
6M
-33.53%
1Y
-16.31%
3Y*
15.32%
5Y*
4.53%
10Y*
15.01%

FFH.TO

1D
1.16%
1M
-1.80%
YTD
-14.73%
6M
-7.32%
1Y
-2.45%
3Y*
31.71%
5Y*
30.16%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDOS vs. FFH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDOS
Leidos Holdings, Inc.
-31.76%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%
FFH.TO
Fairfax Financial Holdings Limited
-14.73%38.55%53.28%58.73%23.67%47.33%-25.54%8.10%-15.60%13.09%

Correlation

The correlation between LDOS and FFH.TO is 0.04, 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

0.04

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

0.18

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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2006

0.12

The correlation between LDOS and FFH.TO shifts across timeframes, from 0.04 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LDOS:

$15.72B

FFH.TO:

CA$50.38B

EPS

LDOS:

$10.92

FFH.TO:

CA$205.21

PE Ratio

LDOS:

11.25

FFH.TO:

10.98

PEG Ratio

LDOS:

0.09

FFH.TO:

0.18

PS Ratio

LDOS:

0.92

FFH.TO:

1.69

PB Ratio

LDOS:

3.14

FFH.TO:

1.95

Total Revenue (TTM)

LDOS:

$17.33B

FFH.TO:

CA$29.34B

Gross Profit (TTM)

LDOS:

$3.04B

FFH.TO:

CA$6.18B

EBITDA (TTM)

LDOS:

$2.34B

FFH.TO:

CA$7.83B

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

LDOS vs. FFH.TO — Risk / Return Rank

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

LDOS
LDOS Risk / Return Rank: 2020
Overall Rank
LDOS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDOS Omega Ratio Rank: 1818
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2828
Calmar Ratio Rank
LDOS Martin Ratio Rank: 1818
Martin Ratio Rank

FFH.TO
FFH.TO Risk / Return Rank: 3838
Overall Rank
FFH.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FFH.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3434
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 4141
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.

LDOS vs. FFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Fairfax Financial Holdings Limited (FFH.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.


LDOSFFH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

0.92

1.00

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.13

-0.30

Martin ratioReturn relative to average drawdown

-1.12

-0.28

-0.84

LDOS vs. FFH.TO - Sharpe Ratio Comparison

The current LDOS Sharpe Ratio is -0.56, which is lower than the FFH.TO Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of LDOS and FFH.TO, 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


LDOSFFH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.11

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

1.23

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.61

-0.38

Drawdowns

LDOS vs. FFH.TO - Drawdown Comparison

The maximum LDOS drawdown since its inception was -54.72%, smaller than the maximum FFH.TO drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for LDOS and FFH.TO.


Loading charts...

Drawdown Indicators


LDOSFFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-59.23%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-38.17%

-19.52%

-18.65%

Max Drawdown (3Y)

Largest decline over 3 years

-38.17%

-19.52%

-18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-38.17%

-20.30%

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.29%

-59.23%

+16.94%

Current Drawdown

Current decline from peak

-38.17%

-15.06%

-23.11%

Average Drawdown

Average peak-to-trough decline

-19.67%

-11.25%

-8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.55%

8.77%

+5.78%

Volatility

LDOS vs. FFH.TO - Volatility Comparison

Leidos Holdings, Inc. (LDOS) has a higher volatility of 7.17% compared to Fairfax Financial Holdings Limited (FFH.TO) at 6.09%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LDOSFFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

6.09%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

25.18%

18.55%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

22.86%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

24.69%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.50%

26.47%

+1.03%

Dividends

LDOS vs. FFH.TO - Dividend Comparison

LDOS's dividend yield for the trailing twelve months is around 1.35%, more than FFH.TO's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited
0.92%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
LDOS
Leidos Holdings, Inc.
1.35%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%

Financials

LDOS vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Fairfax Financial Holdings Limited. 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


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
4.40B
6.41B
(LDOS) Total Revenue
(FFH.TO) Total Revenue
Please note, different currencies. LDOS values in USD, FFH.TO values in CAD

LDOS vs. FFH.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%20222023202420252026
17.3%
15.4%
Portfolio components
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%.

FFH.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.

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%.

FFH.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.

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%.

FFH.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.


Frequently Asked Questions


LDOS and FFH.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LDOS and FFH.TO

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