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SLM vs. LESL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLM vs. LESL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SLM Corporation (SLM) and Leslie's, Inc. (LESL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLM achieves a -14.52% return, which is significantly lower than LESL's 460.00% return.


SLM

1D
-0.83%
1M
3.74%
YTD
-14.52%
6M
-15.98%
1Y
-26.12%
3Y*
15.32%
5Y*
5.43%
10Y*
16.06%

LESL

1D
0.76%
1M
167.83%
YTD
460.00%
6M
428.00%
1Y
-6.17%
3Y*
-63.36%
5Y*
-55.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLM vs. LESL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SLM
SLM Corporation
-14.52%-0.20%47.25%18.70%-13.47%60.54%34.01%
LESL
Leslie's, Inc.
460.00%-96.30%-67.73%-43.41%-48.39%-14.74%34.71%

Correlation

The correlation between SLM and LESL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.28

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

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.30

Fundamentals

Market Cap

SLM:

$4.52B

LESL:

$86.18M

EPS

SLM:

$3.63

LESL:

-$29.76

PS Ratio

SLM:

2.09

LESL:

0.07

Total Revenue (TTM)

SLM:

$2.25B

LESL:

$1.22B

Gross Profit (TTM)

SLM:

$1.09B

LESL:

$428.40M

EBITDA (TTM)

SLM:

$599.19M

LESL:

-$176.53M

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Return for Risk

SLM vs. LESL — Risk / Return Rank

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

SLM
SLM Risk / Return Rank: 1717
Overall Rank
SLM Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SLM Sortino Ratio Rank: 1616
Sortino Ratio Rank
SLM Omega Ratio Rank: 1515
Omega Ratio Rank
SLM Calmar Ratio Rank: 2121
Calmar Ratio Rank
SLM Martin Ratio Rank: 2020
Martin Ratio Rank

LESL
LESL Risk / Return Rank: 5151
Overall Rank
LESL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LESL Sortino Ratio Rank: 6969
Sortino Ratio Rank
LESL Omega Ratio Rank: 6666
Omega Ratio Rank
LESL Calmar Ratio Rank: 4040
Calmar Ratio Rank
LESL Martin Ratio Rank: 4040
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.

SLM vs. LESL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SLM Corporation (SLM) and Leslie's, Inc. (LESL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLMLESLDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

0.89

1.19

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.07

-0.52

Martin ratioReturn relative to average drawdown

-1.03

-0.09

-0.95

SLM vs. LESL - Sharpe Ratio Comparison

The current SLM Sharpe Ratio is -0.68, which is lower than the LESL Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SLM and LESL, 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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Drawdowns

SLM vs. LESL - Drawdown Comparison

The maximum SLM drawdown since its inception was -94.50%, smaller than the maximum LESL drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for SLM and LESL.


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Drawdown Indicators


SLMLESLDifference

Max Drawdown

Largest peak-to-trough decline

-94.50%

-99.85%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-45.06%

-92.84%

+47.78%

Max Drawdown (3Y)

Largest decline over 3 years

-45.06%

-99.55%

+54.49%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

-99.83%

+54.77%

Max Drawdown (10Y)

Largest decline over 10 years

-51.79%

Current Drawdown

Current decline from peak

-32.18%

-98.53%

+66.35%

Average Drawdown

Average peak-to-trough decline

-29.89%

-65.63%

+35.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.35%

71.76%

-46.41%

Volatility

SLM vs. LESL - Volatility Comparison

The current volatility for SLM Corporation (SLM) is 11.32%, while Leslie's, Inc. (LESL) has a volatility of 61.54%. This indicates that SLM experiences smaller price fluctuations and is considered to be less risky than LESL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLMLESLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.32%

61.54%

-50.22%

Volatility (6M)

Calculated over the trailing 6-month period

29.34%

135.18%

-105.84%

Volatility (1Y)

Calculated over the trailing 1-year period

38.35%

201.58%

-163.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.92%

110.86%

-74.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.90%

105.96%

-69.06%

Dividends

SLM vs. LESL - Dividend Comparison

SLM's dividend yield for the trailing twelve months is around 2.28%, while LESL has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
LESL
Leslie's, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLM
SLM Corporation
2.28%1.92%1.67%2.30%2.65%1.02%0.97%1.35%

Financials

SLM vs. LESL - Financials Comparison

This section allows you to compare key financial metrics between SLM Corporation and Leslie's, 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


0.00200.00M400.00M600.00M800.00M202220232024202520260
184.74M
(SLM) Total Revenue
(LESL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SLM and LESL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LESL has higher volatility (61.54%) compared to SLM (11.32%). In terms of maximum drawdown, SLM dropped -94.50% vs LESL's -99.85%.

LESL currently has the higher Sharpe Ratio (-0.03 vs -0.68), 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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