TTEK vs. LDOS
Compare and contrast key facts about Tetra Tech, Inc. (TTEK) and Leidos Holdings, Inc. (LDOS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTEK or LDOS.
Performance
TTEK vs. LDOS - Performance Comparison
Returns By Period
In the year-to-date period, TTEK achieves a 22.67% return, which is significantly lower than LDOS's 53.39% return. Over the past 10 years, TTEK has outperformed LDOS with an annualized return of 25.23%, while LDOS has yielded a comparatively lower 21.12% annualized return.
TTEK
22.67%
-16.38%
-5.51%
24.64%
20.85%
25.23%
LDOS
53.39%
-1.71%
10.53%
56.70%
14.88%
21.12%
Fundamentals
| TTEK | LDOS | |
|---|---|---|
| Market Cap | $10.77B | $21.64B |
| EPS | $1.23 | $8.79 |
| PE Ratio | 32.70 | 18.45 |
| PEG Ratio | 2.23 | 2.34 |
| Total Revenue (TTM) | $5.20B | $16.28B |
| Gross Profit (TTM) | $866.44M | $2.70B |
| EBITDA (TTM) | $557.96M | $2.06B |
Key characteristics
| TTEK | LDOS | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.32 |
| Sortino Ratio | 1.25 | 2.77 |
| Omega Ratio | 1.20 | 1.55 |
| Calmar Ratio | 1.22 | 2.69 |
| Martin Ratio | 5.47 | 14.74 |
| Ulcer Index | 4.53% | 3.91% |
| Daily Std Dev | 28.70% | 24.87% |
| Max Drawdown | -77.89% | -51.28% |
| Current Drawdown | -19.26% | -18.22% |
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Correlation
The correlation between TTEK and LDOS is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TTEK vs. LDOS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) 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.
Dividends
TTEK vs. LDOS - Dividend Comparison
TTEK's dividend yield for the trailing twelve months is around 0.54%, less than LDOS's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTEK Tetra Tech, Inc. | 0.54% | 1.23% | 1.25% | 1.80% | 1.68% | 2.61% | 2.74% | 2.39% | 1.65% | 3.50% | 2.88% | 0.00% |
LDOS Leidos Holdings, Inc. | 0.92% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
Drawdowns
TTEK vs. LDOS - Drawdown Comparison
The maximum TTEK drawdown since its inception was -77.89%, which is greater than LDOS's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for TTEK and LDOS. For additional features, visit the drawdowns tool.
Volatility
TTEK vs. LDOS - Volatility Comparison
The current volatility for Tetra Tech, Inc. (TTEK) is 17.76%, while Leidos Holdings, Inc. (LDOS) has a volatility of 19.53%. This indicates that TTEK 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.
Financials
TTEK vs. LDOS - Financials Comparison
This section allows you to compare key financial metrics between Tetra Tech, 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.
Total Revenue: Total amount of money received from sales and other business activities