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SLV vs. LDOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SLV vs. LDOS

Last updated Jun 13, 2026

SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price, while LDOS (Leidos Holdings, Inc.) is a stock. Over the past 10 years, SLV returned 13.99%/yr vs 14.97%/yr for LDOS. At a 0.10 correlation, their price movements are largely independent.

Performance

SLV vs. LDOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) 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, SLV achieves a -4.86% return, which is significantly higher than LDOS's -32.12% return. Over the past 10 years, SLV has underperformed LDOS with an annualized return of 13.99%, while LDOS has yielded a comparatively higher 14.97% annualized return.

SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%

LDOS

1D
0.07%
1M
-1.62%
YTD
-32.12%
6M
-35.31%
1Y
-16.67%
3Y*
14.74%
5Y*
4.03%
10Y*
14.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. LDOS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust		-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
LDOS
Leidos Holdings, Inc.		-32.12%26.50%34.52%4.50%20.04%-14.20%8.95%88.82%-16.72%29.14%

Correlation

The correlation between SLV and LDOS is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

0.04

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2006

0.10

The correlation between SLV and LDOS shifts across timeframes, from -0.03 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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iShares Silver Trust

Leidos Holdings, Inc.

Often compared with SLV:
SLV vs. GLDSLV vs. SIVRSLV vs. PSLVSLV vs. SILSLV vs. SILJSLV vs. SLVPSLV vs. AGQ
Often compared with LDOS:
LDOS vs. RTXLDOS vs. SPYLDOS vs. HEILDOS vs. TRAKLDOS vs. CAE.TOLDOS vs. TTEKLDOS vs. VOO

Return for Risk

SLV vs. LDOS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank
LDOS
LDOS Risk / Return Rank: 2020
Overall Rank
LDOS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LDOS Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDOS Omega Ratio Rank: 1818
Omega Ratio Rank
LDOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
LDOS Martin Ratio Rank: 2020
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.

SLV vs. LDOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) 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.

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.

SLVLDOSDifference
Sharpe ratioReturn per unit of total volatility
1.44
-0.57

+2.01

Sortino ratioReturn per unit of downside risk
1.76
-0.62

+2.38

Omega ratioGain probability vs. loss probability

1.29

0.91

+0.38

Calmar ratioReturn relative to maximum drawdown

1.89

-0.43

+2.32

Martin ratioReturn relative to average drawdown

4.10

-1.09

+5.19

SLV vs. LDOS - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.44, which is higher than the LDOS Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of SLV 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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Drawdowns

SLV vs. LDOS - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than LDOS's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for SLV and LDOS.

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Drawdown Indicators

SLVLDOSDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-54.72%

-21.56%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-38.73%

-6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-38.73%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-38.73%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-42.29%

-3.11%

Current Drawdown

Current decline from peak

-41.96%

-38.49%

-3.47%

Average Drawdown

Average peak-to-trough decline

-44.66%

-19.68%

-24.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

15.33%

+5.55%

Volatility

SLV vs. LDOS - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.34% compared to Leidos Holdings, Inc. (LDOS) at 6.30%. This indicates that SLV'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.

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Volatility by Period

SLVLDOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

6.30%

+10.04%

Volatility (6M)

Calculated over the trailing 6-month period

59.10%

25.00%

+34.10%

Volatility (1Y)

Calculated over the trailing 1-year period

59.82%

29.28%

+30.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.46%

26.73%

+9.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

27.48%

+4.52%

Dividends

SLV vs. LDOS - Dividend Comparison

SLV has not paid dividends to shareholders, while LDOS's dividend yield for the trailing twelve months is around 1.36%.

PositionTTM20252024202320222021202020192018201720162015
LDOS
Leidos Holdings, Inc.		1.36%0.90%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%
SLV
iShares Silver Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SLV and LDOS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to LDOS (6.30%). In terms of maximum drawdown, SLV dropped -76.28% vs LDOS's -54.72%.

SLV currently has the higher Sharpe Ratio (1.44 vs -0.57), 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.

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