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LNW vs. PSN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period


LNW

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.14%
3Y*
11.21%
5Y*
3.22%
10Y*
24.15%

PSN

1D
-1.46%
1M
19.85%
YTD
-2.99%
6M
-27.68%
1Y
-11.50%
3Y*
9.25%
5Y*
8.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNW vs. PSN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LNW
Light & Wonder Inc
0.00%-0.19%5.20%40.12%-12.31%61.07%54.93%19.18%
PSN
Parsons Corporation
-2.99%-33.01%47.11%35.59%37.44%-7.58%-11.80%37.28%

Correlation

The correlation between LNW and PSN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.31

The correlation between LNW and PSN shifts across timeframes, from 0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LNW:

$5.06

PSN:

$2.78

PE Ratio

LNW:

17.04

PSN:

21.54

PEG Ratio

LNW:

0.07

PSN:

0.53

PS Ratio

LNW:

2.17

PSN:

0.78

Total Revenue (TTM)

LNW:

$3.33B

PSN:

$6.30B

Gross Profit (TTM)

LNW:

$2.37B

PSN:

$1.08B

EBITDA (TTM)

LNW:

$1.01B

PSN:

$507.45M

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Return for Risk

LNW vs. PSN — Risk / Return Rank

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

LNW
LNW Risk / Return Rank: 3333
Overall Rank
LNW Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LNW Sortino Ratio Rank: 3636
Sortino Ratio Rank
LNW Omega Ratio Rank: 4040
Omega Ratio Rank
LNW Calmar Ratio Rank: 2323
Calmar Ratio Rank
LNW Martin Ratio Rank: 2323
Martin Ratio Rank

PSN
PSN Risk / Return Rank: 3030
Overall Rank
PSN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PSN Sortino Ratio Rank: 2929
Sortino Ratio Rank
PSN Omega Ratio Rank: 2828
Omega Ratio Rank
PSN Calmar Ratio Rank: 3232
Calmar Ratio Rank
PSN Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LNW vs. PSN - Risk-Adjusted Trends 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.


LNWPSNDifference

Sharpe ratio

Return per unit of total volatility

0.04

-0.27

+0.31

Sortino ratio

Return per unit of downside risk

0.31

-0.08

+0.39

Omega ratio

Gain probability vs. loss probability

1.06

0.99

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.25

-0.26

Martin ratio

Return relative to average drawdown

-0.87

-0.49

-0.39

LNW vs. PSN - Sharpe Ratio Comparison

The current LNW Sharpe Ratio is 0.04, which is higher than the PSN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of LNW and PSN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LNWPSNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

-0.27

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.24

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.29

-0.15

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 -56.99%. Use the drawdown chart below to compare losses from any high point for LNW and PSN.


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Drawdown Indicators


LNWPSNDifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-56.99%

-39.52%

Max Drawdown (1Y)

Largest decline over 1 year

-29.37%

-45.41%

+16.04%

Max Drawdown (3Y)

Largest decline over 3 years

-36.63%

-56.99%

+20.36%

Max Drawdown (5Y)

Largest decline over 5 years

-53.82%

-56.99%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-93.41%

Current Drawdown

Current decline from peak

-23.48%

-47.09%

+23.61%

Average Drawdown

Average peak-to-trough decline

-53.15%

-16.62%

-36.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.57%

23.63%

-4.06%

Volatility

LNW vs. PSN - Volatility Comparison

The current volatility for Light & Wonder Inc (LNW) is 0.00%, while Parsons Corporation (PSN) has a volatility of 13.31%. This indicates that LNW experiences smaller price fluctuations and is considered to be less risky than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNWPSNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.31%

-13.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.78%

39.31%

-22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

35.31%

43.41%

-8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.49%

33.38%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.47%

34.97%

+26.50%

Dividends

LNW vs. PSN - Dividend Comparison

Neither LNW nor PSN has paid dividends to shareholders.


Tickers have no history of dividend payments

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


500.00M1.00B1.50B2.00B20222023202420252026
790.00M
1.49B
(LNW) Total Revenue
(PSN) Total Revenue
Values in USD except per share items

LNW vs. PSN - Profitability Comparison

The chart below illustrates the profitability comparison between Light & Wonder Inc and Parsons Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
LNW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported a gross profit of 0.00 and revenue of 790.00M. Therefore, the gross margin over that period was 0.0%.

PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. Therefore, the gross margin over that period was 0.0%.

LNW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported an operating income of 130.00M and revenue of 790.00M, resulting in an operating margin of 16.5%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.

LNW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Light & Wonder Inc reported a net income of 52.00M and revenue of 790.00M, resulting in a net margin of 6.6%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.


Frequently Asked Questions


LNW and PSN have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSN has higher volatility (13.31%) compared to LNW (0.00%). In terms of maximum drawdown, LNW dropped -96.51% vs PSN's -56.99%.

LNW currently has the higher Sharpe Ratio (0.04 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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