PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LNW vs. PSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNW and PSN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LNW vs. PSN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Light & Wonder Inc (LNW) and Parsons Corporation (PSN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-16.48%
14.95%
LNW
PSN

Key characteristics

Sharpe Ratio

LNW:

0.06

PSN:

1.55

Sortino Ratio

LNW:

0.30

PSN:

2.60

Omega Ratio

LNW:

1.05

PSN:

1.37

Calmar Ratio

LNW:

0.08

PSN:

2.73

Martin Ratio

LNW:

0.19

PSN:

7.22

Ulcer Index

LNW:

10.62%

PSN:

6.64%

Daily Std Dev

LNW:

35.47%

PSN:

30.90%

Max Drawdown

LNW:

-96.51%

PSN:

-43.79%

Current Drawdown

LNW:

-23.57%

PSN:

-17.54%

Fundamentals

Market Cap

LNW:

$8.05B

PSN:

$10.23B

EPS

LNW:

$3.21

PSN:

$0.70

PE Ratio

LNW:

28.40

PSN:

137.61

Total Revenue (TTM)

LNW:

$3.16B

PSN:

$6.51B

Gross Profit (TTM)

LNW:

$2.06B

PSN:

$1.40B

EBITDA (TTM)

LNW:

$1.02B

PSN:

$308.99M

Returns By Period

In the year-to-date period, LNW achieves a 4.88% return, which is significantly lower than PSN's 48.99% return.


LNW

YTD

4.88%

1M

-10.68%

6M

-16.49%

1Y

2.01%

5Y*

26.06%

10Y*

20.67%

PSN

YTD

48.99%

1M

-5.67%

6M

14.95%

1Y

47.88%

5Y*

17.57%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LNW vs. PSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Light & Wonder Inc (LNW) and Parsons Corporation (PSN). 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.


Sharpe ratio
The chart of Sharpe ratio for LNW, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.061.55
The chart of Sortino ratio for LNW, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.302.60
The chart of Omega ratio for LNW, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.37
The chart of Calmar ratio for LNW, currently valued at 0.08, compared to the broader market0.002.004.006.000.082.73
The chart of Martin ratio for LNW, currently valued at 0.19, compared to the broader market0.0010.0020.000.197.22
LNW
PSN

The current LNW Sharpe Ratio is 0.06, which is lower than the PSN Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LNW and PSN, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
1.55
LNW
PSN

Dividends

LNW vs. PSN - Dividend Comparison

Neither LNW nor PSN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LNW vs. PSN - Drawdown Comparison

The maximum LNW drawdown since its inception was -96.51%, which is greater than PSN's maximum drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for LNW and PSN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.57%
-17.54%
LNW
PSN

Volatility

LNW vs. PSN - Volatility Comparison

Light & Wonder Inc (LNW) has a higher volatility of 7.84% compared to Parsons Corporation (PSN) at 6.85%. This indicates that LNW's price experiences larger fluctuations and is considered to be riskier than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
6.85%
LNW
PSN

Financials

LNW vs. PSN - Financials Comparison

This section allows you to compare key financial metrics between Light & Wonder Inc and Parsons Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab