LHX vs RTX: returns, Sharpe ratio and drawdown

Over the past year, RTX returned +13.65% against -20.55% for LHX. Over five years, RTX averaged +15.23% a year, compared with -0.18% for LHX. RTX had the higher Sharpe ratio over the past year (0.45 vs -0.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.06% for RTX and -38.27% for LHX.