LDOS vs. TRAK

In the year-to-date period, LDOS achieves a 47.94% return, which is significantly lower than TRAK's 120.65% return. Over the past 10 years, LDOS has outperformed TRAK with an annualized return of 20.76%, while TRAK has yielded a comparatively lower 9.61% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Park City Group Inc (TRAK). 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 current LDOS Sharpe Ratio is 2.16, which is lower than the TRAK Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of LDOS and TRAK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LDOS's dividend yield for the trailing twelve months is around 0.96%, more than TRAK's 0.30% yield.

The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum TRAK drawdown of -93.53%. Use the drawdown chart below to compare losses from any high point for LDOS and TRAK. For additional features, visit the drawdowns tool.

Leidos Holdings, Inc. (LDOS) has a higher volatility of 19.31% compared to Park City Group Inc (TRAK) at 9.36%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than TRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Park City Group Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.