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Northrop Grumman Corporation

NOC
Equity · Currency in USD
ISIN
US6668071029
CUSIP
666807102
Sector
Industrials
Industry
Aerospace & Defense

NOCPrice Chart


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S&P 500

NOCPerformance

The chart shows the growth of $10,000 invested in Northrop Grumman Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $92,209 for a total return of roughly 822.09%. All prices are adjusted for splits and dividends.


NOC (Northrop Grumman Corporation)
Benchmark (S&P 500)

NOCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.58%
YTD21.60%
6M22.24%
1Y17.61%
5Y13.16%
10Y21.17%

NOCMonthly Returns Heatmap


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NOCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Northrop Grumman Corporation Sharpe ratio is 0.83. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


NOC (Northrop Grumman Corporation)
Benchmark (S&P 500)

NOCDividends

Northrop Grumman Corporation granted a 1.61% dividend yield in the last twelve months, as of Jun 12, 2021. The annual payout for that period amounted to $5.92 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$5.92$5.67$5.16$4.70$3.90$3.50$3.10$2.71$2.38$2.15$1.92$1.66

Dividend yield

1.61%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%3.18%3.29%2.84%

NOCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


NOC (Northrop Grumman Corporation)
Benchmark (S&P 500)

NOCWorst Drawdowns

The table below shows the maximum drawdowns of the Northrop Grumman Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Northrop Grumman Corporation is 36.38%, recorded on Dec 24, 2018. It took 146 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.38%Apr 6, 2018182Dec 24, 2018146Jul 25, 2019328
-29.96%Jul 5, 201134Aug 19, 2011244Aug 8, 2012278
-29.63%Jan 31, 202036Mar 23, 2020303Jun 4, 2021339
-21.41%Apr 30, 201045Jul 2, 2010131Jan 7, 2011176
-11.59%Sep 27, 201928Nov 5, 201949Jan 16, 202077
-11.11%Oct 19, 201218Nov 15, 201290Mar 28, 2013108
-10.62%Feb 23, 201551May 5, 201559Jul 29, 2015110
-9.54%Nov 30, 201639Jan 26, 201781May 23, 2017120
-9.25%Sep 22, 201418Oct 15, 20149Oct 28, 201427
-9.07%Aug 20, 20154Aug 25, 201532Oct 9, 201536

NOCVolatility Chart

Current Northrop Grumman Corporation volatility is 10.10%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


NOC (Northrop Grumman Corporation)
Benchmark (S&P 500)

Portfolios with Northrop Grumman Corporation


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