QTWO vs. LDOS

In the year-to-date period, QTWO achieves a -7.24% return, which is significantly lower than LDOS's 7.66% return. Over the past 10 years, QTWO has underperformed LDOS with an annualized return of 17.58%, while LDOS has yielded a comparatively higher 19.62% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Q2 Holdings, Inc. (QTWO) and Leidos Holdings, Inc. (LDOS). 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 current QTWO Sharpe Ratio is 2.94, which is higher than the LDOS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of QTWO and LDOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QTWO has not paid dividends to shareholders, while LDOS's dividend yield for the trailing twelve months is around 0.99%.

The maximum QTWO drawdown since its inception was -85.77%, which is greater than LDOS's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for QTWO and LDOS. For additional features, visit the drawdowns tool.

Q2 Holdings, Inc. (QTWO) has a higher volatility of 13.71% compared to Leidos Holdings, Inc. (LDOS) at 6.48%. This indicates that QTWO's price experiences larger fluctuations and is considered to be riskier than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Q2 Holdings, Inc. and Leidos Holdings, 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.