LDOS vs. VONG
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or VONG.
Key characteristics
| LDOS | VONG | |
|---|---|---|
| YTD Return | 56.54% | 26.07% |
| 1Y Return | 78.09% | 39.50% |
| 3Y Return (Ann) | 20.51% | 11.00% |
| 5Y Return (Ann) | 17.25% | 19.82% |
| 10Y Return (Ann) | 23.17% | 17.13% |
| Sharpe Ratio | 4.15 | 2.33 |
| Sortino Ratio | 6.03 | 3.04 |
| Omega Ratio | 1.85 | 1.42 |
| Calmar Ratio | 3.49 | 2.50 |
| Martin Ratio | 30.41 | 11.45 |
| Ulcer Index | 2.57% | 3.42% |
| Daily Std Dev | 18.84% | 16.76% |
| Max Drawdown | -51.28% | -32.72% |
| Current Drawdown | -0.33% | -0.80% |
Correlation
The correlation between LDOS and VONG is 0.47, 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. VONG - Performance Comparison
In the year-to-date period, LDOS achieves a 56.54% return, which is significantly higher than VONG's 26.07% return. Over the past 10 years, LDOS has outperformed VONG with an annualized return of 23.17%, while VONG has yielded a comparatively lower 17.13% 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. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Vanguard Russell 1000 Growth ETF (VONG). 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. VONG - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.90%, more than VONG's 0.61% 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% |
VONG Vanguard Russell 1000 Growth ETF | 0.61% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
LDOS vs. VONG - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for LDOS and VONG. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. VONG - Volatility Comparison
Leidos Holdings, Inc. (LDOS) has a higher volatility of 4.25% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.89%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.