LDOS vs. HEI
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and HEICO Corporation (HEI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or HEI.
Key characteristics
| LDOS | HEI | |
|---|---|---|
| YTD Return | 56.54% | 48.39% |
| 1Y Return | 78.09% | 59.90% |
| 3Y Return (Ann) | 20.51% | 23.97% |
| 5Y Return (Ann) | 17.25% | 17.60% |
| 10Y Return (Ann) | 23.17% | 27.15% |
| Sharpe Ratio | 4.15 | 2.88 |
| Sortino Ratio | 6.03 | 3.57 |
| Omega Ratio | 1.85 | 1.47 |
| Calmar Ratio | 3.49 | 4.59 |
| Martin Ratio | 30.41 | 19.60 |
| Ulcer Index | 2.57% | 3.04% |
| Daily Std Dev | 18.84% | 20.73% |
| Max Drawdown | -51.28% | -81.88% |
| Current Drawdown | -0.33% | -1.05% |
Fundamentals
| LDOS | HEI | |
|---|---|---|
| Market Cap | $22.64B | $31.84B |
| EPS | $3.19 | $3.42 |
| PE Ratio | 52.69 | 77.53 |
| PEG Ratio | 2.34 | 3.82 |
| Total Revenue (TTM) | $12.09B | $3.78B |
| Gross Profit (TTM) | $1.94B | $1.53B |
| EBITDA (TTM) | $1.49B | $971.87M |
Correlation
The correlation between LDOS and HEI is 0.41, 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
In the year-to-date period, LDOS achieves a 56.54% return, which is significantly higher than HEI's 48.39% return. Over the past 10 years, LDOS has underperformed HEI with an annualized return of 23.17%, while HEI has yielded a comparatively higher 27.15% 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. 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.
Dividends
LDOS vs. HEI - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.90%, more than HEI's 0.08% yield.
| 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% |
HEI HEICO Corporation | 0.08% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% | 0.80% |
Drawdowns
LDOS vs. HEI - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum HEI drawdown of -81.88%. Use the drawdown chart below to compare losses from any high point for LDOS and HEI. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. HEI - Volatility Comparison
The current volatility for Leidos Holdings, Inc. (LDOS) is 4.25%, while HEICO Corporation (HEI) has a volatility of 5.47%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities