Aerospace Comparison
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BA.L BAE Systems plc | Industrials | 16.67% |
GD General Dynamics Corporation | 16.67% | |
LHX L3Harris Technologies, Inc. | Industrials | 16.67% |
LMT Lockheed Martin Corporation | Industrials | 16.67% |
RTX Raytheon Technologies Corporation | Industrials | 16.67% |
TDG TransDigm Group Incorporated | Industrials | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aerospace Comparison, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 15, 2006, corresponding to the inception date of TDG
Returns By Period
As of Sep 6, 2024, the Aerospace Comparison returned 26.15% Year-To-Date and 15.73% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| Aerospace Comparison | 25.64% | 4.63% | 17.35% | 43.07% | 14.74% | 15.69% |
| Portfolio components: | ||||||
BA.L BAE Systems plc | 21.84% | 3.48% | 6.48% | 35.64% | 23.83% | 13.09% |
RTX Raytheon Technologies Corporation | 44.76% | 5.37% | 33.15% | 45.50% | 9.76% | 8.17% |
LHX L3Harris Technologies, Inc. | 11.57% | 2.51% | 8.91% | 40.23% | 3.47% | 14.71% |
GD General Dynamics Corporation | 14.48% | 1.95% | 8.59% | 36.75% | 11.14% | 11.01% |
LMT Lockheed Martin Corporation | 27.93% | 4.24% | 32.97% | 37.10% | 10.70% | 15.26% |
TDG TransDigm Group Incorporated | 31.40% | 10.59% | 14.10% | 55.33% | 22.38% | 25.36% |
Monthly Returns
The table below presents the monthly returns of Aerospace Comparison, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.03% | 2.89% | 5.51% | 1.66% | 5.15% | -3.45% | 6.47% | 4.72% | 25.64% | ||||
| 2023 | 1.29% | 0.70% | 0.76% | 1.11% | -5.94% | 7.60% | -1.62% | 0.48% | -6.52% | 7.79% | 4.45% | 5.29% | 15.21% |
| 2022 | 2.66% | 15.09% | -0.83% | -3.69% | 1.02% | -0.94% | 0.61% | -1.51% | -8.14% | 16.02% | 2.13% | -0.41% | 21.31% |
| 2021 | -6.98% | 6.78% | 7.98% | 4.52% | 4.24% | -1.72% | 3.29% | -1.14% | -1.71% | 1.53% | -5.72% | 6.21% | 17.18% |
| 2020 | 8.04% | -10.84% | -20.41% | 7.53% | 4.73% | -3.48% | -0.24% | 7.97% | -5.92% | -6.54% | 20.47% | 0.38% | -4.55% |
| 2019 | 12.37% | 4.19% | 0.49% | 7.47% | -4.56% | 7.18% | 3.52% | 4.29% | 0.41% | 1.22% | 2.66% | 0.31% | 46.14% |
| 2018 | 10.87% | -3.12% | 0.12% | -1.85% | 0.92% | -2.14% | 8.28% | -3.86% | 5.92% | -13.64% | 1.40% | -9.86% | -9.27% |
| 2017 | -1.10% | 7.40% | -1.48% | 4.37% | 4.63% | -1.53% | 1.35% | 2.71% | 2.35% | 1.77% | 1.67% | 0.31% | 24.43% |
| 2016 | -2.56% | -0.57% | 1.44% | 3.46% | 2.58% | 1.87% | 3.90% | 1.59% | -1.19% | 0.10% | 8.63% | -1.76% | 18.39% |
| 2015 | -0.47% | 7.67% | -1.25% | -1.24% | 2.31% | -3.12% | 3.59% | -4.61% | -2.80% | 6.46% | 3.90% | -1.65% | 8.23% |
| 2014 | 1.56% | 5.15% | 0.67% | 0.06% | 3.96% | 0.06% | -2.71% | 5.50% | 0.30% | 3.36% | 3.46% | -0.56% | 22.50% |
| 2013 | -1.89% | 3.08% | 5.38% | 0.36% | 5.24% | 0.23% | 12.18% | -1.76% | 5.56% | 2.18% | 4.44% | 4.36% | 46.20% |
Expense Ratio
Aerospace Comparison has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Aerospace Comparison is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BA.L BAE Systems plc | 1.72 | 2.30 | 1.29 | 3.37 | 8.46 |
RTX Raytheon Technologies Corporation | 3.30 | 5.63 | 1.71 | 1.90 | 22.86 |
LHX L3Harris Technologies, Inc. | 1.81 | 2.80 | 1.36 | 0.99 | 13.07 |
GD General Dynamics Corporation | 2.00 | 3.24 | 1.41 | 2.65 | 17.56 |
LMT Lockheed Martin Corporation | 2.22 | 3.79 | 1.49 | 1.89 | 11.12 |
TDG TransDigm Group Incorporated | 2.56 | 3.48 | 1.44 | 4.90 | 15.44 |
Dividends
Dividend yield
Aerospace Comparison granted a 2.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Aerospace Comparison | 2.18% | 2.60% | 2.43% | 2.31% | 2.95% | 3.86% | 2.46% | 3.23% | 3.67% | 2.39% | 4.36% | 4.56% |
| Portfolio components: | ||||||||||||
BA.L BAE Systems plc | 2.32% | 2.53% | 2.99% | 4.40% | 7.57% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% | 4.30% | 4.53% |
RTX Raytheon Technologies Corporation | 2.04% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
LHX L3Harris Technologies, Inc. | 1.99% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
GD General Dynamics Corporation | 1.87% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
LMT Lockheed Martin Corporation | 2.22% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
TDG TransDigm Group Incorporated | 2.63% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Aerospace Comparison. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Aerospace Comparison was 48.64%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.
The current Aerospace Comparison drawdown is 1.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.64% | Nov 7, 2007 | 343 | Mar 9, 2009 | 485 | Jan 25, 2011 | 828 |
| -43.19% | Feb 14, 2020 | 27 | Mar 23, 2020 | 303 | May 27, 2021 | 330 |
| -25.22% | Oct 1, 2018 | 61 | Dec 24, 2018 | 89 | May 1, 2019 | 150 |
| -21.38% | May 4, 2011 | 70 | Aug 10, 2011 | 125 | Feb 3, 2012 | 195 |
| -15.23% | Mar 28, 2022 | 134 | Sep 30, 2022 | 29 | Nov 10, 2022 | 163 |
Volatility
Volatility Chart
The current Aerospace Comparison volatility is 2.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BA.L | TDG | LHX | LMT | RTX | GD | |
|---|---|---|---|---|---|---|
| BA.L | 1.00 | 0.26 | 0.30 | 0.25 | 0.32 | 0.30 |
| TDG | 0.26 | 1.00 | 0.42 | 0.41 | 0.52 | 0.47 |
| LHX | 0.30 | 0.42 | 1.00 | 0.53 | 0.54 | 0.56 |
| LMT | 0.25 | 0.41 | 0.53 | 1.00 | 0.56 | 0.64 |
| RTX | 0.32 | 0.52 | 0.54 | 0.56 | 1.00 | 0.64 |
| GD | 0.30 | 0.47 | 0.56 | 0.64 | 0.64 | 1.00 |