LDOS vs. NEM
LDOS (Leidos Holdings, Inc.) and NEM (Newmont Corporation) are both stocks. LDOS operates in Information Technology Services (Technology), while NEM operates in Gold (Basic Materials). Over the past 10 years, LDOS returned 13.14%/yr vs 11.22%/yr for NEM. At a 0.14 correlation, their price movements are largely independent.
Performance
LDOS vs. NEM - Performance Comparison
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Returns By Period
In the year-to-date period, LDOS achieves a -37.46% return, which is significantly lower than NEM's -6.26% return. Over the past 10 years, LDOS has outperformed NEM with an annualized return of 13.14%, while NEM has yielded a comparatively lower 11.22% 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%
NEM
- 1D
- -1.62%
- 1M
- -0.90%
- 6M
- -24.71%
- YTD
- -6.26%
- 1Y
- 53.11%
- 3Y*
- 31.67%
- 5Y*
- 12.38%
- 10Y*
- 11.22%
- ALL TIME*
- 4.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $148.99M | $168.63M | $186.82M | |
| $751.28M | $741.04M | $822.38M |
LDOS vs. NEM - 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% |
NEM Newmont Corporation | -6.26% | 172.82% | -7.83% | -8.76% | -20.77% | 7.40% | 40.28% | 30.52% | -6.15% | 10.91% |
Correlation
The correlation between LDOS and NEM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2006 | 0.14 |
Fundamentals
LDOS:
$14.11B
NEM:
$99.49B
LDOS:
$10.92
NEM:
$7.88
LDOS:
10.27
NEM:
11.82
LDOS:
0.08
NEM:
0.31
LDOS:
0.84
NEM:
5.31
LDOS:
2.86
NEM:
2.81
LDOS:
$17.33B
NEM:
$19.13B
LDOS:
$3.04B
NEM:
$10.94B
LDOS:
$2.34B
NEM:
$14.81B
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Return for Risk
LDOS vs. NEM — Risk / Return Rank
LDOS
NEM
LDOS vs. NEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Newmont Corporation (NEM). 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 | NEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.21 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.66 | -2.28 |
| Martin ratioReturn relative to average drawdown | -1.41 | 3.81 | -5.22 |
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Drawdowns
LDOS vs. NEM - Drawdown Comparison
The maximum LDOS drawdown since its inception was -54.72%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for LDOS and NEM.
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Drawdown Indicators
| LDOS | NEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -81.30% | +26.58% |
Max Drawdown (1Y)Largest decline over 1 year | -49.47% | -32.10% | -17.37% |
Max Drawdown (3Y)Largest decline over 3 years | -49.47% | -36.57% | -12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -49.47% | -62.40% | +12.93% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | -62.40% | +12.93% |
Current DrawdownCurrent decline from peak | -43.34% | -29.07% | -14.27% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -41.33% | +21.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.69% | 14.00% | +7.69% |
Volatility
LDOS vs. NEM - Volatility Comparison
The current volatility for Leidos Holdings, Inc. (LDOS) is 9.34%, while Newmont Corporation (NEM) has a volatility of 10.40%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDOS | NEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.34% | 10.40% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.26% | 37.49% | -11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.22% | 47.79% | -16.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 38.27% | -11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.57% | 35.73% | -8.16% |
Dividends
LDOS vs. NEM - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 1.51%, more than NEM's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEM Newmont Corporation | 1.09% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
Financials
LDOS vs. NEM - Financials Comparison
This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Newmont 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
Frequently Asked Questions
LDOS and NEM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEM has higher volatility (10.40%) compared to LDOS (9.34%). In terms of maximum drawdown, LDOS dropped -54.72% vs NEM's -81.30%.
NEM currently has the higher Sharpe Ratio (1.12 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.
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