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PSN vs. LNW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSN and LNW 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

PSN vs. LNW - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
218.19%
280.15%
PSN
LNW

Key characteristics

Sharpe Ratio

PSN:

1.74

LNW:

0.04

Sortino Ratio

PSN:

2.86

LNW:

0.29

Omega Ratio

PSN:

1.42

LNW:

1.04

Calmar Ratio

PSN:

3.22

LNW:

0.07

Martin Ratio

PSN:

8.34

LNW:

0.15

Ulcer Index

PSN:

6.45%

LNW:

10.45%

Daily Std Dev

PSN:

30.84%

LNW:

35.47%

Max Drawdown

PSN:

-43.79%

LNW:

-96.51%

Current Drawdown

PSN:

-15.56%

LNW:

-24.19%

Fundamentals

Market Cap

PSN:

$10.23B

LNW:

$8.05B

EPS

PSN:

$0.70

LNW:

$3.21

PE Ratio

PSN:

137.61

LNW:

28.40

Total Revenue (TTM)

PSN:

$6.51B

LNW:

$3.16B

Gross Profit (TTM)

PSN:

$1.40B

LNW:

$2.06B

EBITDA (TTM)

PSN:

$308.99M

LNW:

$1.02B

Returns By Period

In the year-to-date period, PSN achieves a 52.58% return, which is significantly higher than LNW's 4.03% return.


PSN

YTD

52.58%

1M

0.40%

6M

22.53%

1Y

52.14%

5Y*

18.57%

10Y*

N/A

LNW

YTD

4.03%

1M

-7.63%

6M

-16.30%

1Y

1.28%

5Y*

25.77%

10Y*

20.61%

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Risk-Adjusted Performance

PSN vs. LNW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) and Light & Wonder Inc (LNW). 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 PSN, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.740.04
The chart of Sortino ratio for PSN, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.860.29
The chart of Omega ratio for PSN, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.04
The chart of Calmar ratio for PSN, currently valued at 3.22, compared to the broader market0.002.004.006.003.220.07
The chart of Martin ratio for PSN, currently valued at 8.34, compared to the broader market-5.000.005.0010.0015.0020.0025.008.340.15
PSN
LNW

The current PSN Sharpe Ratio is 1.74, which is higher than the LNW Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PSN and LNW, 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
1.74
0.04
PSN
LNW

Dividends

PSN vs. LNW - Dividend Comparison

Neither PSN nor LNW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSN vs. LNW - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.56%
-24.19%
PSN
LNW

Volatility

PSN vs. LNW - Volatility Comparison

The current volatility for Parsons Corporation (PSN) is 7.94%, while Light & Wonder Inc (LNW) has a volatility of 8.58%. This indicates that PSN experiences smaller price fluctuations and is considered to be less risky than LNW 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
7.94%
8.58%
PSN
LNW

Financials

PSN vs. LNW - Financials Comparison

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

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