Performance

LMT+0.90%RTX+17.93%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
LMT	+0.33%	+2.52%	+0.90%	+6.89%	-27.35%	0.02
RTX	+0.90%	-0.68%	+17.93%	+15.43%	-20.06%	0.60

Summary

LMT vs RTX

Over the past year, RTX returned +17.93% against +0.90% for LMT. Over five years, RTX averaged +15.43% a year, compared with +6.89% for LMT. RTX had the higher Sharpe ratio over the past year (0.60 vs 0.02), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.06% for RTX and -27.35% for LMT.

Current Drawdown

LMT-24.69%RTX-17.53%

Rolling Volatility

LMT+1.00%RTX+0.99%

METRICS

Correlation Matrix

	LMT	RTX
LMT	1.00	0.59
RTX	0.59	1.00

Metrics

Risk Indicators

LMTRTX

Alpha

0.08%

11.13%

Beta

0.03x

0.31x

Sharpe

0.02

0.60

Sortino

0.03

0.94

Omega

1.00

1.11

Calmar

0.03

0.89

Martin

0.03

1.67

Comparisons

More LMT comparisons

LMT vs NOC
LMT vs XLI
LMT vs SPY
LMT vs LHX
LMT vs GD

More RTX comparisons

RTX vs SPY
RTX vs GE
RTX vs XLI
RTX vs NOC
RTX vs LHX

LMT vs RTX: returns, Sharpe ratio and drawdown

LMT vs RTX

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More RTX comparisons