Leidos (LDOS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Leidos, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $112.47 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +7.60% |
| Total return over period | +24.42% |
| Annualized volatility | 27.87% |
| Sharpe ratio | 0.14 |
| Sortino ratio | 0.19 |
| Max drawdown | -49.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.32% |
| Correlation with the S&P 500 | 0.24 |
| Period range | $87.75 – $197.91 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Leidos (LDOS) has posted an annualized return of +7.60% with annual volatility of 27.87%, a Sharpe ratio of 0.14. Its worst stretch (max drawdown from a peak) was -49.47%. Its correlation with the S&P 500 is 0.24, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LDOS would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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