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LDOS vs. TVE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LDOS vs. TVE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leidos Holdings, Inc. (LDOS) and Tamarack Valley Energy Ltd. (TVE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDOS is traded in USD, while TVE.TO is traded in CAD. To make them comparable, the TVE.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDOS achieves a -31.76% return, which is significantly lower than TVE.TO's 70.95% return. Over the past 10 years, LDOS has outperformed TVE.TO with an annualized return of 15.01%, while TVE.TO has yielded a comparatively lower 13.99% annualized return.


LDOS

1D
-1.31%
1M
-5.62%
YTD
-31.76%
6M
-33.53%
1Y
-16.31%
3Y*
15.32%
5Y*
4.53%
10Y*
15.01%

TVE.TO

1D
3.77%
1M
12.15%
YTD
70.95%
6M
72.98%
1Y
203.01%
3Y*
62.62%
5Y*
39.02%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDOS vs. TVE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDOS
Leidos Holdings, Inc.
-31.76%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%
TVE.TO
Tamarack Valley Energy Ltd.
70.95%79.86%49.62%-26.57%11.76%203.30%-34.96%-11.61%-23.88%-11.34%

Correlation

The correlation between LDOS and TVE.TO 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

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2008

0.16

Fundamentals

Market Cap

LDOS:

$15.72B

TVE.TO:

CA$6.78B

EPS

LDOS:

$10.92

TVE.TO:

-CA$0.19

PS Ratio

LDOS:

0.92

TVE.TO:

4.78

PB Ratio

LDOS:

3.14

TVE.TO:

3.84

Total Revenue (TTM)

LDOS:

$17.33B

TVE.TO:

CA$1.44B

Gross Profit (TTM)

LDOS:

$3.04B

TVE.TO:

CA$560.03M

EBITDA (TTM)

LDOS:

$2.34B

TVE.TO:

CA$596.84M

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Return for Risk

LDOS vs. TVE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LDOS
LDOS Risk / Return Rank: 2020
Overall Rank
LDOS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDOS Omega Ratio Rank: 1818
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2828
Calmar Ratio Rank
LDOS Martin Ratio Rank: 1818
Martin Ratio Rank

TVE.TO
TVE.TO Risk / Return Rank: 9999
Overall Rank
TVE.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TVE.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TVE.TO Omega Ratio Rank: 9898
Omega Ratio Rank
TVE.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
TVE.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LDOS vs. TVE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Tamarack Valley Energy Ltd. (TVE.TO). 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.


LDOSTVE.TODifference
Sharpe ratioReturn per unit of total volatility

-6.33

Sortino ratioReturn per unit of downside risk

-5.82

Omega ratioGain probability vs. loss probability

0.92

1.71

-0.80

Calmar ratioReturn relative to maximum drawdown

-0.43

19.58

-20.01

Martin ratioReturn relative to average drawdown

-1.12

66.19

-67.31

LDOS vs. TVE.TO - Sharpe Ratio Comparison

The current LDOS Sharpe Ratio is -0.56, which is lower than the TVE.TO Sharpe Ratio of 5.78. The chart below compares the historical Sharpe Ratios of LDOS and TVE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LDOSTVE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

5.78

-6.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.89

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.26

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.06

+0.16

Drawdowns

LDOS vs. TVE.TO - Drawdown Comparison

The maximum LDOS drawdown since its inception was -54.72%, smaller than the maximum TVE.TO drawdown of -95.93%. Use the drawdown chart below to compare losses from any high point for LDOS and TVE.TO.


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Drawdown Indicators


LDOSTVE.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-95.93%

+41.21%

Max Drawdown (1Y)

Largest decline over 1 year

-38.17%

-10.44%

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-38.17%

-33.66%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.17%

-57.27%

+19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.29%

-92.40%

+50.11%

Current Drawdown

Current decline from peak

-38.17%

-1.08%

-37.09%

Average Drawdown

Average peak-to-trough decline

-19.67%

-58.47%

+38.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.55%

3.08%

+11.47%

Volatility

LDOS vs. TVE.TO - Volatility Comparison

The current volatility for Leidos Holdings, Inc. (LDOS) is 7.17%, while Tamarack Valley Energy Ltd. (TVE.TO) has a volatility of 13.98%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than TVE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDOSTVE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

13.98%

-6.81%

Volatility (6M)

Calculated over the trailing 6-month period

25.18%

28.82%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

35.45%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

44.37%

-17.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.50%

53.75%

-26.25%

Dividends

LDOS vs. TVE.TO - Dividend Comparison

LDOS's dividend yield for the trailing twelve months is around 1.35%, more than TVE.TO's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
LDOS
Leidos Holdings, Inc.
1.35%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%
TVE.TO
Tamarack Valley Energy Ltd.
0.94%1.93%3.15%4.90%2.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LDOS vs. TVE.TO - Financials Comparison

This section allows you to compare key financial metrics between Leidos Holdings, Inc. and Tamarack Valley Energy Ltd.. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.40B
375.55M
(LDOS) Total Revenue
(TVE.TO) Total Revenue
Please note, different currencies. LDOS values in USD, TVE.TO values in CAD

LDOS vs. TVE.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Leidos Holdings, Inc. and Tamarack Valley Energy Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
17.3%
48.7%
Portfolio components
LDOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

TVE.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported a gross profit of 182.80M and revenue of 375.55M. Therefore, the gross margin over that period was 48.7%.

LDOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported an operating income of 508.00M and revenue of 4.40B, resulting in an operating margin of 11.6%.

TVE.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported an operating income of 163.31M and revenue of 375.55M, resulting in an operating margin of 43.5%.

LDOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported a net income of 328.00M and revenue of 4.40B, resulting in a net margin of 7.5%.

TVE.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported a net income of 5.65M and revenue of 375.55M, resulting in a net margin of 1.5%.


Frequently Asked Questions


LDOS and TVE.TO 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.

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