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BA vs. BAESY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BA vs. BAESY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boeing Company (BA) and BAE Systems PLC (BAESY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BA achieves a -3.01% return, which is significantly lower than BAESY's 11.04% return. Over the past 10 years, BA has underperformed BAESY with an annualized return of 6.12%, while BAESY has yielded a comparatively higher 17.94% annualized return.


BA

1D
-3.27%
1M
-4.84%
YTD
-3.01%
6M
3.97%
1Y
-1.34%
3Y*
-0.43%
5Y*
-3.37%
10Y*
6.12%

BAESY

1D
-0.69%
1M
-6.68%
YTD
11.04%
6M
16.47%
1Y
-3.25%
3Y*
31.48%
5Y*
30.87%
10Y*
17.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BA vs. BAESY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BA
The Boeing Company
-3.01%22.67%-32.10%36.84%-5.38%-5.95%-33.90%3.34%11.50%94.72%
BAESY
BAE Systems PLC
11.04%65.51%1.23%40.91%46.40%14.56%-3.43%34.69%-22.16%13.28%

Correlation

The correlation between BA and BAESY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.33

The correlation between BA and BAESY shifts across timeframes, from 0.16 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BA:

$172.29B

BAESY:

$77.37B

EPS

BA:

$2.90

BAESY:

$5.29

PE Ratio

BA:

72.57

BAESY:

19.27

PEG Ratio

BA:

11.37

BAESY:

3.55

PS Ratio

BA:

1.79

BAESY:

1.42

PB Ratio

BA:

28.81

BAESY:

6.58

Total Revenue (TTM)

BA:

$92.18B

BAESY:

$54.56B

Gross Profit (TTM)

BA:

$4.43B

BAESY:

$19.72B

EBITDA (TTM)

BA:

$7.13B

BAESY:

$7.74B

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Return for Risk

BA vs. BAESY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BA
BA Risk / Return Rank: 3636
Overall Rank
BA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BA Sortino Ratio Rank: 3333
Sortino Ratio Rank
BA Omega Ratio Rank: 3333
Omega Ratio Rank
BA Calmar Ratio Rank: 3838
Calmar Ratio Rank
BA Martin Ratio Rank: 3838
Martin Ratio Rank

BAESY
BAESY Risk / Return Rank: 3434
Overall Rank
BAESY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BAESY Sortino Ratio Rank: 3131
Sortino Ratio Rank
BAESY Omega Ratio Rank: 3131
Omega Ratio Rank
BAESY Calmar Ratio Rank: 3636
Calmar Ratio Rank
BAESY Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BA vs. BAESY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and BAE Systems PLC (BAESY). 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.


BABAESYDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.02

1.01

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.14

+0.08

Martin ratioReturn relative to average drawdown

-0.12

-0.31

+0.19

BA vs. BAESY - Sharpe Ratio Comparison

The current BA Sharpe Ratio is -0.04, which is higher than the BAESY Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of BA and BAESY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BABAESYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.10

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

1.11

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.65

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.34

-0.04

Drawdowns

BA vs. BAESY - Drawdown Comparison

The maximum BA drawdown since its inception was -89.45%, which is greater than BAESY's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for BA and BAESY.


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Drawdown Indicators


BABAESYDifference

Max Drawdown

Largest peak-to-trough decline

-89.45%

-59.20%

-30.25%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-23.59%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-23.59%

-24.72%

Max Drawdown (5Y)

Largest decline over 5 years

-54.16%

-23.59%

-30.57%

Max Drawdown (10Y)

Largest decline over 10 years

-77.92%

-42.13%

-35.79%

Current Drawdown

Current decline from peak

-51.06%

-17.08%

-33.98%

Average Drawdown

Average peak-to-trough decline

-31.01%

-19.33%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.80%

10.35%

+0.45%

Volatility

BA vs. BAESY - Volatility Comparison

The Boeing Company (BA) and BAE Systems PLC (BAESY) have volatilities of 10.97% and 11.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABAESYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

11.26%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

24.54%

25.02%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

31.69%

32.05%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.45%

28.04%

+8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.57%

27.88%

+13.69%

Dividends

BA vs. BAESY - Dividend Comparison

BA has not paid dividends to shareholders, while BAESY's dividend yield for the trailing twelve months is around 1.90%.


PositionTTM20252024202320222021202020192018201720162015
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%
BAESY
BAE Systems PLC
1.90%1.90%2.79%2.40%3.09%4.46%7.05%3.66%4.93%5.71%6.26%4.38%

Financials

BA vs. BAESY - Financials Comparison

This section allows you to compare key financial metrics between The Boeing Company and BAE Systems PLC. 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


10.00B15.00B20.00B20222023202420252026
22.22B
14.67B
(BA) Total Revenue
(BAESY) Total Revenue
Values in USD except per share items

BA vs. BAESY - Profitability Comparison

The chart below illustrates the profitability comparison between The Boeing Company and BAE Systems PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%-15.0%-10.0%-5.0%0.0%5.0%10.0%15.0%20222023202420252026
11.5%
9.2%
Portfolio components
BA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported a gross profit of 2.55B and revenue of 22.22B. Therefore, the gross margin over that period was 11.5%.

BAESY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a gross profit of 1.34B and revenue of 14.67B. Therefore, the gross margin over that period was 9.2%.

BA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported an operating income of 448.00M and revenue of 22.22B, resulting in an operating margin of 2.0%.

BAESY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported an operating income of 1.34B and revenue of 14.67B, resulting in an operating margin of 9.2%.

BA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Boeing Company reported a net income of -4.00M and revenue of 22.22B, resulting in a net margin of -0.0%.

BAESY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems PLC reported a net income of 1.09B and revenue of 14.67B, resulting in a net margin of 7.4%.


Frequently Asked Questions


BA and BAESY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAESY has higher volatility (11.26%) compared to BA (10.97%). In terms of maximum drawdown, BA dropped -89.45% vs BAESY's -59.20%.

BA currently has the higher Sharpe Ratio (-0.04 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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