BA vs. RTX
Compare and contrast key facts about The Boeing Company (BA) and Raytheon Technologies Corporation (RTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BA or RTX.
Key characteristics
BA | RTX | |
---|---|---|
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 | -0.15 | 0.14 |
Daily Std Dev | 29.52% | 22.99% |
Max Drawdown | -77.92% | -52.67% |
Current Drawdown | -55.39% | -4.34% |
Fundamentals
BA | RTX | |
---|---|---|
Market Cap | $115.22B | $127.03B |
EPS | -$3.66 | $2.23 |
PE Ratio | 58.37 | 42.84 |
PEG Ratio | 6.53 | 0.82 |
Revenue (TTM) | $77.79B | $68.92B |
Gross Profit (TTM) | $5.77B | $13.67B |
EBITDA (TTM) | $3.15B | $9.61B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
The Boeing Company | -0.15 | ||||
Raytheon Technologies Corporation | 0.14 |
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.