USD=X vs. LDOS
USD=X (USD Cash) is a currency, while LDOS (Leidos Holdings, Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 14.97%/yr for LDOS.
Performance
USD=X vs. LDOS - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
LDOS
- 1D
- 0.07%
- 1M
- -1.24%
- YTD
- -32.12%
- 6M
- -35.31%
- 1Y
- -17.31%
- 3Y*
- 14.74%
- 5Y*
- 4.03%
- 10Y*
- 14.97%
USD=X vs. LDOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDOS Leidos Holdings, Inc. | -32.12% | 26.50% | 34.52% | 4.50% | 20.04% | -14.20% | 8.95% | 88.82% | -16.72% | 29.14% |
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Return for Risk
USD=X vs. LDOS — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LDOS
USD=X vs. LDOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
| USD=X | LDOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.91 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.43 | — |
| Martin ratioReturn relative to average drawdown | — | -1.09 | — |
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Drawdowns
USD=X vs. LDOS - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum LDOS drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for USD=X and LDOS.
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Drawdown Indicators
| USD=X | LDOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -54.72% | +54.72% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -38.73% | +38.73% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -38.73% | +38.73% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -38.73% | +38.73% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -42.29% | +42.29% |
Current DrawdownCurrent decline from peak | 0.00% | -38.49% | +38.49% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -19.68% | +19.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 15.33% | -15.33% |
Volatility
USD=X vs. LDOS - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Leidos Holdings, Inc. (LDOS) has a volatility of 6.30%. This indicates that USD=X 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
| USD=X | LDOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.30% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 25.00% | -25.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 29.28% | -29.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 26.73% | -26.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 27.48% | -27.48% |
Frequently Asked Questions
LDOS has higher volatility (6.30%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs LDOS's -54.72%.
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