LDOS vs. USD=X
LDOS (Leidos Holdings, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, LDOS returned 14.97%/yr vs 0.00%/yr for USD=X.
Performance
LDOS vs. USD=X - Performance Comparison
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Returns By Period
LDOS
- 1D
- 0.07%
- 1M
- -1.24%
- YTD
- -32.12%
- 6M
- -35.31%
- 1Y
- -17.31%
- 3Y*
- 14.74%
- 5Y*
- 4.03%
- 10Y*
- 14.97%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
LDOS vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDOS Leidos Holdings, Inc. | -32.12% | 26.50% | 34.52% | 4.50% | 20.04% | -14.20% | 8.95% | 88.82% | -16.72% | 29.14% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
LDOS vs. USD=X — Risk / Return Rank
LDOS
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LDOS vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | — | — |
| Martin ratioReturn relative to average drawdown | -1.09 | — | — |
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Drawdowns
LDOS vs. USD=X - Drawdown Comparison
The maximum LDOS drawdown since its inception was -54.72%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LDOS and USD=X.
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Drawdown Indicators
| LDOS | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | 0.00% | -54.72% |
Max Drawdown (1Y)Largest decline over 1 year | -38.73% | 0.00% | -38.73% |
Max Drawdown (3Y)Largest decline over 3 years | -38.73% | 0.00% | -38.73% |
Max Drawdown (5Y)Largest decline over 5 years | -38.73% | 0.00% | -38.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | 0.00% | -42.29% |
Current DrawdownCurrent decline from peak | -38.49% | 0.00% | -38.49% |
Average DrawdownAverage peak-to-trough decline | -19.68% | 0.00% | -19.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.33% | 0.00% | +15.33% |
Volatility
LDOS vs. USD=X - Volatility Comparison
Leidos Holdings, Inc. (LDOS) has a higher volatility of 6.30% compared to USD Cash (USD=X) at 0.00%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDOS | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 0.00% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 25.00% | 0.00% | +25.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.28% | 0.00% | +29.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.73% | 0.00% | +26.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.48% | 0.00% | +27.48% |
Frequently Asked Questions
LDOS has higher volatility (6.30%) compared to USD=X (0.00%). In terms of maximum drawdown, LDOS dropped -54.72% vs USD=X's 0.00%.
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