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LDOS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LDOS and VOO is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

LDOS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leidos Holdings, Inc. (LDOS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
580.25%
557.08%
LDOS
VOO

Key characteristics

Sharpe Ratio

LDOS:

0.48

VOO:

0.54

Sortino Ratio

LDOS:

0.81

VOO:

0.88

Omega Ratio

LDOS:

1.13

VOO:

1.13

Calmar Ratio

LDOS:

0.39

VOO:

0.55

Martin Ratio

LDOS:

0.76

VOO:

2.27

Ulcer Index

LDOS:

18.98%

VOO:

4.55%

Daily Std Dev

LDOS:

30.26%

VOO:

19.19%

Max Drawdown

LDOS:

-51.28%

VOO:

-33.99%

Current Drawdown

LDOS:

-27.24%

VOO:

-9.90%

Returns By Period

In the year-to-date period, LDOS achieves a 1.45% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, LDOS has outperformed VOO with an annualized return of 18.77%, while VOO has yielded a comparatively lower 12.07% annualized return.


LDOS

YTD

1.45%

1M

6.87%

6M

-13.15%

1Y

13.40%

5Y*

8.91%

10Y*

18.77%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

LDOS vs. VOO — Risk-Adjusted Performance Rank

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

LDOS
The Risk-Adjusted Performance Rank of LDOS is 6666
Overall Rank
The Sharpe Ratio Rank of LDOS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LDOS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of LDOS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of LDOS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LDOS is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LDOS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for LDOS, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.00
LDOS: 0.48
VOO: 0.54
The chart of Sortino ratio for LDOS, currently valued at 0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
LDOS: 0.81
VOO: 0.88
The chart of Omega ratio for LDOS, currently valued at 1.13, compared to the broader market0.501.001.502.00
LDOS: 1.13
VOO: 1.13
The chart of Calmar ratio for LDOS, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
LDOS: 0.39
VOO: 0.55
The chart of Martin ratio for LDOS, currently valued at 0.76, compared to the broader market-5.000.005.0010.0015.0020.00
LDOS: 0.76
VOO: 2.27

The current LDOS Sharpe Ratio is 0.48, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LDOS and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.48
0.54
LDOS
VOO

Dividends

LDOS vs. VOO - Dividend Comparison

LDOS's dividend yield for the trailing twelve months is around 1.07%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
LDOS
Leidos Holdings, Inc.
1.07%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LDOS vs. VOO - Drawdown Comparison

The maximum LDOS drawdown since its inception was -51.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LDOS and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.24%
-9.90%
LDOS
VOO

Volatility

LDOS vs. VOO - Volatility Comparison

The current volatility for Leidos Holdings, Inc. (LDOS) is 10.25%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that LDOS experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.25%
13.96%
LDOS
VOO