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BA vs. RTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BARTX
YTD Return-26.36%16.58%
1Y Return-6.35%3.43%
3Y Return (Ann)-7.81%10.31%
5Y Return (Ann)-12.45%6.36%
10Y Return (Ann)6.03%5.57%
Sharpe Ratio-0.150.14
Daily Std Dev29.52%22.99%
Max Drawdown-77.92%-52.67%
Current Drawdown-55.39%-4.34%

Fundamentals


BARTX
Market Cap$115.22B$127.03B
EPS-$3.66$2.23
PE Ratio58.3742.84
PEG Ratio6.530.82
Revenue (TTM)$77.79B$68.92B
Gross Profit (TTM)$5.77B$13.67B
EBITDA (TTM)$3.15B$9.61B

Correlation

0.43
-1.001.00

The correlation between BA and RTX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BA vs. RTX - Performance Comparison

In the year-to-date period, BA achieves a -26.36% return, which is significantly lower than RTX's 16.58% return. Over the past 10 years, BA has outperformed RTX with an annualized return of 6.03%, while RTX has yielded a comparatively lower 5.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50,000.00%60,000.00%70,000.00%80,000.00%90,000.00%OctoberNovemberDecember2024FebruaryMarch
66,804.84%
65,258.82%
BA
RTX

Compare stocks, funds, or ETFs


The Boeing Company

Raytheon Technologies Corporation

Risk-Adjusted Performance

BA vs. RTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and Raytheon Technologies Corporation (RTX). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BA
The Boeing Company
-0.15
RTX
Raytheon Technologies Corporation
0.14

BA vs. RTX - Sharpe Ratio Comparison

The current BA Sharpe Ratio is -0.15, which is lower than the RTX Sharpe Ratio of 0.14. The chart below compares the 12-month rolling Sharpe Ratio of BA and RTX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-0.15
0.14
BA
RTX

Dividends

BA vs. RTX - Dividend Comparison

BA has not paid dividends to shareholders, while RTX's dividend yield for the trailing twelve months is around 2.42%.


TTM20232022202120202019201820172016201520142013
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%
RTX
Raytheon Technologies Corporation
2.42%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%

Drawdowns

BA vs. RTX - Drawdown Comparison

The maximum BA drawdown since its inception was -77.92%, which is greater than RTX's maximum drawdown of -52.67%. The drawdown chart below compares losses from any high point along the way for BA and RTX


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-55.39%
-4.34%
BA
RTX

Volatility

BA vs. RTX - Volatility Comparison

The Boeing Company (BA) has a higher volatility of 8.99% compared to Raytheon Technologies Corporation (RTX) at 3.51%. This indicates that BA's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
8.99%
3.51%
BA
RTX