TRAK vs. LDOS

In the year-to-date period, TRAK achieves a -3.44% return, which is significantly lower than LDOS's 1.45% return. Over the past 10 years, TRAK has underperformed LDOS with an annualized return of 6.52%, while LDOS has yielded a comparatively higher 18.94% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Park City Group Inc (TRAK) 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 TRAK Sharpe Ratio is 1.00, which is higher than the LDOS Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TRAK 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.

TRAK's dividend yield for the trailing twelve months is around 0.32%, less than LDOS's 1.07% yield.

The maximum TRAK drawdown since its inception was -96.87%, which is greater than LDOS's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for TRAK and LDOS. For additional features, visit the drawdowns tool.

Park City Group Inc (TRAK) has a higher volatility of 12.88% compared to Leidos Holdings, Inc. (LDOS) at 10.25%. This indicates that TRAK'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 Park City Group 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.