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Northrop Grumman Corporation (NOC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US6668071029

CUSIP

666807102

Sector

Industrials

IPO Date

Dec 31, 1981

Highlights

Market Cap

$69.98B

EPS (TTM)

$16.23

PE Ratio

29.59

PEG Ratio

0.84

Total Revenue (TTM)

$40.99B

Gross Profit (TTM)

$6.92B

EBITDA (TTM)

$4.57B

Year Range

$415.20 - $553.23

Target Price

$561.45

Short %

1.12%

Short Ratio

2.14

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NOC vs. LMT NOC vs. RTX NOC vs. RGR NOC vs. BWXT NOC vs. VOO NOC vs. VTI NOC vs. PEP NOC vs. JEPI NOC vs. CAT NOC vs. XLU
Popular comparisons:
NOC vs. LMT NOC vs. RTX NOC vs. RGR NOC vs. BWXT NOC vs. VOO NOC vs. VTI NOC vs. PEP NOC vs. JEPI NOC vs. CAT NOC vs. XLU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Northrop Grumman Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
19,410.51%
4,739.53%
NOC (Northrop Grumman Corporation)
Benchmark (^GSPC)

Returns By Period

Northrop Grumman Corporation had a return of 1.99% year-to-date (YTD) and 3.97% in the last 12 months. Over the past 10 years, Northrop Grumman Corporation had an annualized return of 13.85%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


NOC

YTD

1.99%

1M

-4.16%

6M

9.56%

1Y

3.97%

5Y*

8.07%

10Y*

13.85%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of NOC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.57%3.62%3.83%1.33%-6.65%-3.29%11.10%8.03%1.33%-3.61%-3.81%1.99%
2023-17.88%3.96%-0.51%-0.10%-5.18%4.66%-2.37%-2.25%1.64%7.10%1.19%-1.48%-12.79%
2022-4.44%20.01%1.15%-1.75%6.90%2.27%0.07%0.16%-1.60%16.73%-2.54%2.31%43.02%
2021-5.94%2.25%10.96%9.52%3.66%-0.67%-0.11%1.72%-2.05%-0.81%-1.93%10.97%29.29%
20208.90%-11.89%-7.99%9.29%1.80%-8.28%5.71%5.86%-7.92%-8.14%4.78%0.81%-9.92%
201912.52%5.67%-7.02%7.53%5.05%6.55%6.95%6.45%2.25%-5.95%0.17%-2.22%42.69%
201810.95%2.79%0.06%-7.76%1.62%-5.63%-2.34%-0.26%6.33%-17.46%-0.33%-5.76%-18.95%
2017-1.50%7.86%-3.39%3.41%5.39%-0.58%2.50%3.83%5.70%2.71%4.02%0.17%33.88%
2016-1.99%4.31%2.95%4.22%3.11%4.96%-2.54%-1.69%0.89%7.03%9.02%-6.50%25.20%
20156.49%6.02%-2.87%-4.30%3.86%-0.35%9.07%-4.90%1.35%13.14%-0.32%1.31%30.47%
20140.82%5.28%1.94%-1.52%0.62%-1.58%3.04%3.77%3.57%4.71%2.66%4.58%31.39%
2013-3.76%1.83%6.81%7.97%9.61%0.50%11.18%0.89%3.24%12.86%5.38%1.71%74.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NOC is 54, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NOC is 5454
Overall Rank
The Sharpe Ratio Rank of NOC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of NOC is 4848
Sortino Ratio Rank
The Omega Ratio Rank of NOC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of NOC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of NOC is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NOC, currently valued at 0.25, compared to the broader market-4.00-2.000.002.000.252.10
The chart of Sortino ratio for NOC, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.472.80
The chart of Omega ratio for NOC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.39
The chart of Calmar ratio for NOC, currently valued at 0.21, compared to the broader market0.002.004.006.000.213.09
The chart of Martin ratio for NOC, currently valued at 0.71, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7113.49
NOC
^GSPC

The current Northrop Grumman Corporation Sharpe ratio is 0.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Northrop Grumman Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.25
2.10
NOC (Northrop Grumman Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Northrop Grumman Corporation provided a 1.71% dividend yield over the last twelve months, with an annual payout of $8.05 per share. The company has been increasing its dividends for 26 consecutive years, earning it the status of a dividend aristocrat.


1.20%1.40%1.60%1.80%2.00%$0.00$2.00$4.00$6.00$8.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$8.05$7.34$6.76$6.16$5.67$5.16$4.70$3.90$3.50$3.10$2.71$2.38

Dividend yield

1.71%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for Northrop Grumman Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$1.87$0.00$0.00$2.06$0.00$0.00$0.00$2.06$0.00$0.00$2.06$8.05
2023$0.00$1.73$0.00$0.00$1.87$0.00$0.00$1.87$0.00$0.00$1.87$0.00$7.34
2022$0.00$1.57$0.00$0.00$1.73$0.00$0.00$1.73$0.00$0.00$1.73$0.00$6.76
2021$0.00$1.45$0.00$0.00$1.57$0.00$0.00$1.57$0.00$0.00$1.57$0.00$6.16
2020$0.00$1.32$0.00$0.00$1.45$0.00$0.00$1.45$0.00$0.00$1.45$0.00$5.67
2019$0.00$1.20$0.00$0.00$1.32$0.00$0.00$0.00$1.32$0.00$1.32$0.00$5.16
2018$0.00$0.00$1.10$0.00$0.00$1.20$0.00$1.20$0.00$0.00$1.20$0.00$4.70
2017$0.00$0.00$0.90$0.00$0.00$1.00$0.00$1.00$0.00$0.00$0.00$1.00$3.90
2016$0.00$0.80$0.00$0.00$0.00$0.90$0.00$0.90$0.00$0.00$0.00$0.90$3.50
2015$0.00$0.70$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00$3.10
2014$0.00$0.61$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$2.71
2013$0.55$0.00$0.00$0.61$0.00$0.00$0.61$0.00$0.00$0.61$0.00$2.38

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.7%
Northrop Grumman Corporation has a dividend yield of 1.71%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%31.0%
Northrop Grumman Corporation has a payout ratio of 31.02%, which is quite average when compared to the overall market. This suggests that Northrop Grumman Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
-2.62%
NOC (Northrop Grumman Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Northrop Grumman Corporation. 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 Northrop Grumman Corporation was 69.38%, occurring on Jul 27, 1990. Recovery took 721 trading sessions.

The current Northrop Grumman Corporation drawdown is 13.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.38%Jul 17, 19851272Jul 27, 1990721Jun 3, 19931993
-67.02%Mar 2, 1998507Mar 2, 2000574Jun 18, 20021081
-58.68%Nov 7, 2007263Nov 20, 2008655Jun 29, 2011918
-39.66%Jun 20, 2002182Mar 11, 2003726Jan 26, 2006908
-36.38%Apr 6, 2018182Dec 24, 2018146Jul 25, 2019328

Volatility

Volatility Chart

The current Northrop Grumman Corporation volatility is 4.80%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
3.79%
NOC (Northrop Grumman Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Northrop Grumman Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Northrop Grumman Corporation compared to its peers in the Aerospace & Defense industry.


PE Ratio
50.0100.0150.0200.0250.029.6
The chart displays the price to earnings (P/E) ratio for NOC in comparison to other companies of the Aerospace & Defense industry. Currently, NOC has a PE value of 29.6. This PE ratio falls in the average range for the industry.
PEG Ratio
2.04.06.08.010.012.00.8
The chart displays the price to earnings to growth (PEG) ratio for NOC in comparison to other companies of the Aerospace & Defense industry. Currently, NOC has a PEG value of 0.8. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Northrop Grumman Corporation.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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