LDOS vs. JNJ
LDOS (Leidos Holdings, Inc.) and JNJ (Johnson & Johnson) are both stocks. LDOS operates in Information Technology Services (Technology), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, LDOS returned 13.14%/yr vs 10.71%/yr for JNJ. At a 0.32 correlation, their price movements are largely independent.
Performance
LDOS vs. JNJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LDOS achieves a -37.46% return, which is significantly lower than JNJ's 28.69% return. Over the past 10 years, LDOS has outperformed JNJ with an annualized return of 13.14%, while JNJ has yielded a comparatively lower 10.71% annualized return.
LDOS
- 1D
- 1.64%
- 1M
- 7.50%
- 6M
- -41.01%
- YTD
- -37.46%
- 1Y
- -30.59%
- 3Y*
- 7.96%
- 5Y*
- 2.36%
- 10Y*
- 13.14%
- ALL TIME*
- 6.20%
JNJ
- 1D
- 1.59%
- 1M
- 9.29%
- 6M
- 20.98%
- YTD
- 28.69%
- 1Y
- 59.22%
- 3Y*
- 18.59%
- 5Y*
- 12.03%
- 10Y*
- 10.71%
- ALL TIME*
- 12.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.16B | $2.18B | $1.96B | |
| $148.99M | $168.63M | $186.82M |
LDOS vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDOS Leidos Holdings, Inc. | -37.46% | 26.50% | 34.52% | 4.50% | 20.04% | -14.20% | 8.95% | 88.82% | -16.72% | 29.14% |
JNJ Johnson & Johnson | 28.69% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between LDOS and JNJ is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2006 | 0.32 |
Over the past year, the correlation between LDOS and JNJ has dropped to 0.10 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
LDOS:
$14.11B
JNJ:
$634.06B
LDOS:
$10.92
JNJ:
$8.63
LDOS:
10.27
JNJ:
30.53
LDOS:
0.08
JNJ:
1.02
LDOS:
0.84
JNJ:
6.56
LDOS:
2.86
JNJ:
7.56
LDOS:
$17.33B
JNJ:
$97.93B
LDOS:
$3.04B
JNJ:
$68.99B
LDOS:
$2.34B
JNJ:
$31.92B
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. JNJ — Risk / Return Rank
LDOS
JNJ
LDOS vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Johnson & Johnson (JNJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LDOS | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.27 | ||
| Sortino ratioReturn per unit of downside risk | -5.81 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.56 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 5.43 | -6.05 |
| Martin ratioReturn relative to average drawdown | -1.41 | 15.17 | -16.58 |
Loading charts...
Drawdowns
LDOS vs. JNJ - Drawdown Comparison
The maximum LDOS drawdown since its inception was -54.72%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for LDOS and JNJ.
Loading charts...
Drawdown Indicators
| LDOS | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -50.67% | -4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -49.47% | -10.96% | -38.51% |
Max Drawdown (3Y)Largest decline over 3 years | -49.47% | -15.95% | -33.52% |
Max Drawdown (5Y)Largest decline over 5 years | -49.47% | -18.41% | -31.06% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | -27.37% | -22.10% |
Current DrawdownCurrent decline from peak | -43.34% | -1.44% | -41.90% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -11.88% | -7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.69% | 3.92% | +17.77% |
Volatility
LDOS vs. JNJ - Volatility Comparison
Leidos Holdings, Inc. (LDOS) has a higher volatility of 9.34% compared to Johnson & Johnson (JNJ) at 8.75%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LDOS | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.34% | 8.75% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 26.26% | 14.62% | +11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.22% | 18.12% | +13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 17.37% | +9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.57% | 18.71% | +8.86% |
Dividends
LDOS vs. JNJ - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 1.51%, less than JNJ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 1.99% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
LDOS Leidos Holdings, Inc. | 1.51% | 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. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Johnson & Johnson. 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
LDOS vs. JNJ - Profitability Comparison
LDOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
LDOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Leidos Holdings, Inc. reported an operating income of 508.00M and revenue of 4.40B, resulting in an operating margin of 11.6%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
LDOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Leidos Holdings, Inc. reported a net income of 328.00M and revenue of 4.40B, resulting in a net margin of 7.5%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
Frequently Asked Questions
LDOS and JNJ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDOS has higher volatility (9.34%) compared to JNJ (8.75%). In terms of maximum drawdown, LDOS dropped -54.72% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.28 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for LDOS and JNJ
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