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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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2025FebruaryMarchAprilMay
479.62%
3,755.12%
LDOS
HEI

Key characteristics

Sharpe Ratio

LDOS:

0.25

HEI:

0.93

Sortino Ratio

LDOS:

0.51

HEI:

1.48

Omega Ratio

LDOS:

1.08

HEI:

1.20

Calmar Ratio

LDOS:

0.20

HEI:

1.25

Martin Ratio

LDOS:

0.38

HEI:

3.18

Ulcer Index

LDOS:

19.35%

HEI:

8.38%

Daily Std Dev

LDOS:

29.56%

HEI:

28.70%

Max Drawdown

LDOS:

-51.28%

HEI:

-73.01%

Current Drawdown

LDOS:

-25.70%

HEI:

-5.93%

Fundamentals

Market Cap

LDOS:

$18.80B

HEI:

$31.45B

EPS

LDOS:

$9.21

HEI:

$4.06

PE Ratio

LDOS:

15.92

HEI:

63.35

PEG Ratio

LDOS:

2.34

HEI:

3.56

PS Ratio

LDOS:

1.13

HEI:

7.65

PB Ratio

LDOS:

4.28

HEI:

9.27

Total Revenue (TTM)

LDOS:

$12.69B

HEI:

$3.04B

Gross Profit (TTM)

LDOS:

$2.16B

HEI:

$1.19B

EBITDA (TTM)

LDOS:

$1.64B

HEI:

$754.01M

Returns By Period

In the year-to-date period, LDOS achieves a 3.60% return, which is significantly lower than HEI's 10.41% return. Over the past 10 years, LDOS has underperformed HEI with an annualized return of 19.34%, while HEI has yielded a comparatively higher 25.21% annualized return.


LDOS

YTD

3.60%

1M

4.09%

6M

-18.22%

1Y

5.42%

5Y*

10.26%

10Y*

19.34%

HEI

YTD

10.41%

1M

-2.87%

6M

6.76%

1Y

25.03%

5Y*

26.06%

10Y*

25.21%

*Annualized

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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 5757
Overall Rank
The Sharpe Ratio Rank of LDOS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LDOS is 5252
Sortino Ratio Rank
The Omega Ratio Rank of LDOS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of LDOS is 6161
Calmar Ratio Rank
The Martin Ratio Rank of LDOS is 5757
Martin Ratio Rank

HEI
The Risk-Adjusted Performance Rank of HEI is 8181
Overall Rank
The Sharpe Ratio Rank of HEI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of HEI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of HEI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of HEI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HEI is 8181
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 chart of Sharpe ratio for LDOS, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.00
LDOS: 0.25
HEI: 0.93
The chart of Sortino ratio for LDOS, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
LDOS: 0.51
HEI: 1.48
The chart of Omega ratio for LDOS, currently valued at 1.08, compared to the broader market0.501.001.502.00
LDOS: 1.08
HEI: 1.20
The chart of Calmar ratio for LDOS, currently valued at 0.20, compared to the broader market0.001.002.003.004.005.00
LDOS: 0.20
HEI: 1.25
The chart of Martin ratio for LDOS, currently valued at 0.38, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
LDOS: 0.38
HEI: 3.18

The current LDOS Sharpe Ratio is 0.25, which is lower than the HEI Sharpe Ratio of 0.93. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.25
0.93
LDOS
HEI

Dividends

LDOS vs. HEI - Dividend Comparison

LDOS's dividend yield for the trailing twelve months is around 1.05%, more than HEI's 0.08% yield.


TTM20242023202220212020201920182017201620152014
LDOS
Leidos Holdings, Inc.
1.05%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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-25.70%
-5.93%
LDOS
HEI

Volatility

LDOS vs. HEI - Volatility Comparison

The current volatility for Leidos Holdings, Inc. (LDOS) is 8.58%, while HEICO Corporation (HEI) has a volatility of 12.34%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
8.58%
12.34%
LDOS
HEI

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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
4.37B
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%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
15.9%
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 693.00M and revenue of 4.37B. Therefore, the gross margin over that period was 15.9%.
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 421.00M and revenue of 4.37B, resulting in an operating margin of 9.6%.
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 284.00M and revenue of 4.37B, resulting in a net margin of 6.5%.
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%.