PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARW vs. LHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ARWLHX
YTD Return4.36%-0.85%
1Y Return14.58%6.79%
3Y Return (Ann)2.49%1.58%
5Y Return (Ann)8.49%6.59%
10Y Return (Ann)8.51%13.54%
Sharpe Ratio0.550.24
Daily Std Dev23.39%21.65%
Max Drawdown-81.26%-65.67%
Current Drawdown-12.65%-19.43%

Fundamentals


ARWLHX
Market Cap$6.57B$39.05B
EPS$15.83$6.43
PE Ratio7.6931.95
PEG Ratio0.880.90
Revenue (TTM)$33.11B$19.42B
Gross Profit (TTM)$4.84B$4.93B
EBITDA (TTM)$1.77B$3.48B

Correlation

-0.50.00.51.00.3

The correlation between ARW and LHX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ARW vs. LHX - Performance Comparison

In the year-to-date period, ARW achieves a 4.36% return, which is significantly higher than LHX's -0.85% return. Over the past 10 years, ARW has underperformed LHX with an annualized return of 8.51%, while LHX has yielded a comparatively higher 13.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.13%
19.56%
ARW
LHX

Compare stocks, funds, or ETFs

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


Arrow Electronics, Inc.

L3Harris Technologies, Inc.

Risk-Adjusted Performance

ARW vs. LHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Electronics, Inc. (ARW) and L3Harris Technologies, Inc. (LHX). 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.


ARW
Sharpe ratio
The chart of Sharpe ratio for ARW, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.000.55
Sortino ratio
The chart of Sortino ratio for ARW, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for ARW, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for ARW, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.006.000.51
Martin ratio
The chart of Martin ratio for ARW, currently valued at 0.87, compared to the broader market0.0010.0020.0030.000.87
LHX
Sharpe ratio
The chart of Sharpe ratio for LHX, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.000.24
Sortino ratio
The chart of Sortino ratio for LHX, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.006.000.53
Omega ratio
The chart of Omega ratio for LHX, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for LHX, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.006.000.14
Martin ratio
The chart of Martin ratio for LHX, currently valued at 0.70, compared to the broader market0.0010.0020.0030.000.70

ARW vs. LHX - Sharpe Ratio Comparison

The current ARW Sharpe Ratio is 0.55, which is higher than the LHX Sharpe Ratio of 0.24. The chart below compares the 12-month rolling Sharpe Ratio of ARW and LHX.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
0.55
0.24
ARW
LHX

Dividends

ARW vs. LHX - Dividend Comparison

ARW has not paid dividends to shareholders, while LHX's dividend yield for the trailing twelve months is around 2.20%.


TTM20232022202120202019201820172016201520142013
ARW
Arrow Electronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LHX
L3Harris Technologies, Inc.
2.20%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%2.26%

Drawdowns

ARW vs. LHX - Drawdown Comparison

The maximum ARW drawdown since its inception was -81.26%, which is greater than LHX's maximum drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for ARW and LHX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-12.65%
-19.43%
ARW
LHX

Volatility

ARW vs. LHX - Volatility Comparison

Arrow Electronics, Inc. (ARW) has a higher volatility of 6.64% compared to L3Harris Technologies, Inc. (LHX) at 5.16%. This indicates that ARW's price experiences larger fluctuations and is considered to be riskier than LHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.64%
5.16%
ARW
LHX

Financials

ARW vs. LHX - Financials Comparison

This section allows you to compare key financial metrics between Arrow Electronics, Inc. and L3Harris Technologies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items