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RTX vs. LDOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RTX vs. LDOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raytheon Technologies Corporation (RTX) and Leidos Holdings, Inc. (LDOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RTX achieves a -5.21% return, which is significantly higher than LDOS's -30.90% return. Both investments have delivered pretty close results over the past 10 years, with RTX having a 15.06% annualized return and LDOS not far behind at 14.93%.


RTX

1D
-0.98%
1M
0.21%
YTD
-5.21%
6M
3.20%
1Y
27.49%
3Y*
24.15%
5Y*
16.69%
10Y*
15.06%

LDOS

1D
-1.95%
1M
-16.44%
YTD
-30.90%
6M
-33.70%
1Y
-13.11%
3Y*
16.47%
5Y*
4.92%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTX vs. LDOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTX
Raytheon Technologies Corporation
-5.21%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%
LDOS
Leidos Holdings, Inc.
-30.90%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%

Correlation

The correlation between RTX and LDOS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.32

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2006

0.45

The correlation between RTX and LDOS shifts across timeframes, from 0.28 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RTX:

$235.46B

LDOS:

$15.92B

EPS

RTX:

$5.34

LDOS:

$10.92

PE Ratio

RTX:

32.33

LDOS:

11.39

PEG Ratio

RTX:

1.29

LDOS:

0.09

PS Ratio

RTX:

2.60

LDOS:

0.93

PB Ratio

RTX:

3.55

LDOS:

3.18

Total Revenue (TTM)

RTX:

$90.37B

LDOS:

$17.33B

Gross Profit (TTM)

RTX:

$18.27B

LDOS:

$3.04B

EBITDA (TTM)

RTX:

$13.81B

LDOS:

$2.34B

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Return for Risk

RTX vs. LDOS — Risk / Return Rank

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

RTX
RTX Risk / Return Rank: 7070
Overall Rank
RTX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
RTX Omega Ratio Rank: 6868
Omega Ratio Rank
RTX Calmar Ratio Rank: 6767
Calmar Ratio Rank
RTX Martin Ratio Rank: 7171
Martin Ratio Rank

LDOS
LDOS Risk / Return Rank: 2222
Overall Rank
LDOS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 2121
Sortino Ratio Rank
LDOS Omega Ratio Rank: 2020
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
LDOS Martin Ratio Rank: 2222
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.

RTX vs. LDOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) 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.


RTXLDOSDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.22

0.94

+0.28

Calmar ratioReturn relative to maximum drawdown

1.43

-0.35

+1.78

Martin ratioReturn relative to average drawdown

4.12

-0.94

+5.07

RTX vs. LDOS - Sharpe Ratio Comparison

The current RTX Sharpe Ratio is 1.17, which is higher than the LDOS Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of RTX and LDOS, 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


RTXLDOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

-0.45

+1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.19

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.23

+0.20

Drawdowns

RTX vs. LDOS - Drawdown Comparison

The maximum RTX drawdown since its inception was -55.14%, roughly equal to the maximum LDOS drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for RTX and LDOS.


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Drawdown Indicators


RTXLDOSDifference

Max Drawdown

Largest peak-to-trough decline

-55.14%

-54.72%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-38.05%

+18.73%

Max Drawdown (3Y)

Largest decline over 3 years

-29.92%

-38.05%

+8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-38.05%

+5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-51.98%

-42.29%

-9.69%

Current Drawdown

Current decline from peak

-18.33%

-37.39%

+19.06%

Average Drawdown

Average peak-to-trough decline

-13.03%

-19.66%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

13.96%

-7.28%

Volatility

RTX vs. LDOS - Volatility Comparison

The current volatility for Raytheon Technologies Corporation (RTX) is 6.51%, while Leidos Holdings, Inc. (LDOS) has a volatility of 10.77%. This indicates that RTX experiences smaller price fluctuations and is considered to be less risky than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTXLDOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

10.77%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

25.30%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

29.38%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

26.74%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.71%

27.49%

+0.22%

Dividends

RTX vs. LDOS - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 1.61%, more than LDOS's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
LDOS
Leidos Holdings, Inc.
1.33%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%
RTX
Raytheon Technologies Corporation
1.61%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Financials

RTX vs. LDOS - Financials Comparison

This section allows you to compare key financial metrics between Raytheon Technologies Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B25.00B20222023202420252026
22.08B
4.40B
(RTX) Total Revenue
(LDOS) Total Revenue
Values in USD except per share items

RTX vs. LDOS - Profitability Comparison

The chart below illustrates the profitability comparison between Raytheon Technologies Corporation and Leidos Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%20222023202420252026
20.8%
17.3%
Portfolio components
RTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Raytheon Technologies Corporation reported a gross profit of 4.59B and revenue of 22.08B. Therefore, the gross margin over that period was 20.8%.

LDOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported a gross profit of 761.00M and revenue of 4.40B. Therefore, the gross margin over that period was 17.3%.

RTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Raytheon Technologies Corporation reported an operating income of 2.56B and revenue of 22.08B, resulting in an operating margin of 11.6%.

LDOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported an operating income of 508.00M and revenue of 4.40B, resulting in an operating margin of 11.6%.

RTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Raytheon Technologies Corporation reported a net income of 2.06B and revenue of 22.08B, resulting in a net margin of 9.3%.

LDOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leidos Holdings, Inc. reported a net income of 328.00M and revenue of 4.40B, resulting in a net margin of 7.5%.


Frequently Asked Questions


RTX and LDOS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDOS has higher volatility (10.77%) compared to RTX (6.51%). In terms of maximum drawdown, RTX dropped -55.14% vs LDOS's -54.72%.

RTX currently has the higher Sharpe Ratio (1.17 vs -0.45), 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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