LDOS vs. VTSAX
Compare and contrast key facts about Leidos Holdings, Inc. (LDOS) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDOS or VTSAX.
Performance
LDOS vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, LDOS achieves a 47.94% return, which is significantly higher than VTSAX's 24.09% return. Over the past 10 years, LDOS has outperformed VTSAX with an annualized return of 20.76%, while VTSAX has yielded a comparatively lower 12.58% annualized return.
LDOS
47.94%
-6.30%
6.83%
52.65%
13.26%
20.76%
VTSAX
24.09%
0.90%
11.75%
32.49%
14.83%
12.58%
Key characteristics
| LDOS | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.62 |
| Sortino Ratio | 2.61 | 3.50 |
| Omega Ratio | 1.52 | 1.48 |
| Calmar Ratio | 2.53 | 3.84 |
| Martin Ratio | 16.38 | 16.73 |
| Ulcer Index | 3.27% | 1.96% |
| Daily Std Dev | 24.78% | 12.58% |
| Max Drawdown | -51.28% | -55.34% |
| Current Drawdown | -21.13% | -2.01% |
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Correlation
The correlation between LDOS and VTSAX is 0.52, 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.
Risk-Adjusted Performance
LDOS vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leidos Holdings, Inc. (LDOS) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
LDOS's dividend yield for the trailing twelve months is around 0.96%, less than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDOS Leidos Holdings, Inc. | 0.96% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
LDOS vs. VTSAX - Drawdown Comparison
The maximum LDOS drawdown since its inception was -51.28%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for LDOS and VTSAX. For additional features, visit the drawdowns tool.
Volatility
LDOS vs. VTSAX - Volatility Comparison
Leidos Holdings, Inc. (LDOS) has a higher volatility of 19.31% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that LDOS's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.