LDOS vs. RTX
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and Raytheon Technologies Corporation (RTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or RTX.
Key characteristics
| LDOS | RTX | |
|---|---|---|
| YTD Return | 56.54% | 52.72% |
| 1Y Return | 78.09% | 75.19% |
| 3Y Return (Ann) | 20.51% | 14.34% |
| 5Y Return (Ann) | 17.25% | 12.16% |
| 10Y Return (Ann) | 23.17% | 10.50% |
| Sharpe Ratio | 4.15 | 4.05 |
| Sortino Ratio | 6.03 | 6.79 |
| Omega Ratio | 1.85 | 1.84 |
| Calmar Ratio | 3.49 | 2.52 |
| Martin Ratio | 30.41 | 31.50 |
| Ulcer Index | 2.57% | 2.38% |
| Daily Std Dev | 18.84% | 18.53% |
| Max Drawdown | -51.28% | -52.56% |
| Current Drawdown | -0.33% | 0.00% |
Fundamentals
| LDOS | RTX | |
|---|---|---|
| Market Cap | $22.64B | $167.90B |
| EPS | $3.19 | $1.73 |
| PE Ratio | 52.69 | 72.96 |
| PEG Ratio | 2.34 | 0.85 |
| Total Revenue (TTM) | $12.09B | $58.95B |
| Gross Profit (TTM) | $1.94B | $11.15B |
| EBITDA (TTM) | $1.49B | $8.40B |
Correlation
The correlation between LDOS and RTX is 0.46, 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. RTX - Performance Comparison
In the year-to-date period, LDOS achieves a 56.54% return, which is significantly higher than RTX's 52.72% return. Over the past 10 years, LDOS has outperformed RTX with an annualized return of 23.17%, while RTX has yielded a comparatively lower 10.50% 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. RTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Raytheon Technologies Corporation (RTX). 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. RTX - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.90%, less than RTX's 1.93% 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% |
RTX Raytheon Technologies Corporation | 1.93% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.27% | 2.55% | 2.84% | 2.19% | 2.06% |
Drawdowns
LDOS vs. RTX - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, roughly equal to the maximum RTX drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for LDOS and RTX. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. RTX - Volatility Comparison
Leidos Holdings, Inc. (LDOS) and Raytheon Technologies Corporation (RTX) have volatilities of 4.25% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LDOS vs. RTX - Financials Comparison
This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Raytheon Technologies 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