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LDOS vs. HEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LDOS and HEI is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LDOS vs. HEI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LDOS:

0.28

HEI:

1.07

Sortino Ratio

LDOS:

0.61

HEI:

1.75

Omega Ratio

LDOS:

1.10

HEI:

1.24

Calmar Ratio

LDOS:

0.26

HEI:

1.54

Martin Ratio

LDOS:

0.48

HEI:

3.90

Ulcer Index

LDOS:

19.91%

HEI:

8.41%

Daily Std Dev

LDOS:

30.05%

HEI:

28.69%

Max Drawdown

LDOS:

-51.28%

HEI:

-73.01%

Current Drawdown

LDOS:

-20.34%

HEI:

0.00%

Fundamentals

Market Cap

LDOS:

$20.47B

HEI:

$33.84B

EPS

LDOS:

$9.92

HEI:

$4.04

PE Ratio

LDOS:

16.03

HEI:

69.00

PEG Ratio

LDOS:

2.34

HEI:

3.97

PS Ratio

LDOS:

1.21

HEI:

8.48

PB Ratio

LDOS:

4.81

HEI:

10.34

Total Revenue (TTM)

LDOS:

$16.93B

HEI:

$3.04B

Gross Profit (TTM)

LDOS:

$2.92B

HEI:

$1.19B

EBITDA (TTM)

LDOS:

$2.23B

HEI:

$754.01M

Returns By Period

In the year-to-date period, LDOS achieves a 11.07% return, which is significantly lower than HEI's 18.31% return. Over the past 10 years, LDOS has underperformed HEI with an annualized return of 19.91%, while HEI has yielded a comparatively higher 24.93% annualized return.


LDOS

YTD

11.07%

1M

14.42%

6M

1.00%

1Y

8.46%

3Y*

18.18%

5Y*

11.55%

10Y*

19.91%

HEI

YTD

18.31%

1M

14.87%

6M

4.30%

1Y

30.56%

3Y*

28.72%

5Y*

25.45%

10Y*

24.93%

*Annualized

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Leidos Holdings, Inc.

HEICO Corporation

Risk-Adjusted Performance

LDOS vs. HEI — Risk-Adjusted Performance Rank

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

LDOS
The Risk-Adjusted Performance Rank of LDOS is 5959
Overall Rank
The Sharpe Ratio Rank of LDOS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LDOS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of LDOS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of LDOS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of LDOS is 5757
Martin Ratio Rank

HEI
The Risk-Adjusted Performance Rank of HEI is 8484
Overall Rank
The Sharpe Ratio Rank of HEI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HEI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of HEI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of HEI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HEI is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LDOS vs. HEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and HEICO Corporation (HEI). 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.


The current LDOS Sharpe Ratio is 0.28, which is lower than the HEI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LDOS and HEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LDOS vs. HEI - Dividend Comparison

LDOS's dividend yield for the trailing twelve months is around 0.98%, more than HEI's 0.08% yield.


TTM20242023202220212020201920182017201620152014
LDOS
Leidos Holdings, Inc.
0.98%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
HEI
HEICO Corporation
0.08%0.09%0.11%0.12%0.12%0.12%0.12%0.14%0.08%0.22%0.28%1.02%

Drawdowns

LDOS vs. HEI - Drawdown Comparison

The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum HEI drawdown of -73.01%. Use the drawdown chart below to compare losses from any high point for LDOS and HEI. For additional features, visit the drawdowns tool.


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Volatility

LDOS vs. HEI - Volatility Comparison

Leidos Holdings, Inc. (LDOS) has a higher volatility of 6.36% compared to HEICO Corporation (HEI) at 6.02%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LDOS vs. HEI - Financials Comparison

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


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B20212022202320242025
4.25B
1.03B
(LDOS) Total Revenue
(HEI) Total Revenue
Values in USD except per share items

LDOS vs. HEI - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
17.8%
39.4%
(LDOS) Gross Margin
(HEI) Gross Margin
LDOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Leidos Holdings, Inc. reported a gross profit of 757.00M and revenue of 4.25B. Therefore, the gross margin over that period was 17.8%.

HEI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, HEICO Corporation reported a gross profit of 405.66M and revenue of 1.03B. Therefore, the gross margin over that period was 39.4%.

LDOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Leidos Holdings, Inc. reported an operating income of 530.00M and revenue of 4.25B, resulting in an operating margin of 12.5%.

HEI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, HEICO Corporation reported an operating income of 226.81M and revenue of 1.03B, resulting in an operating margin of 22.0%.

LDOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Leidos Holdings, Inc. reported a net income of 363.00M and revenue of 4.25B, resulting in a net margin of 8.6%.

HEI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, HEICO Corporation reported a net income of 167.96M and revenue of 1.03B, resulting in a net margin of 16.3%.