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

Correlation

The correlation between BA and RTX is 0.46, 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.


-0.50.00.51.00.5

Performance

BA vs. RTX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.09%
10.09%
BA
RTX

Key characteristics

Sharpe Ratio

BA:

-0.99

RTX:

2.52

Sortino Ratio

BA:

-1.33

RTX:

3.87

Omega Ratio

BA:

0.84

RTX:

1.50

Calmar Ratio

BA:

-0.50

RTX:

2.22

Martin Ratio

BA:

-1.02

RTX:

14.30

Ulcer Index

BA:

33.02%

RTX:

3.16%

Daily Std Dev

BA:

34.13%

RTX:

17.92%

Max Drawdown

BA:

-88.95%

RTX:

-52.56%

Current Drawdown

BA:

-59.88%

RTX:

-9.55%

Fundamentals

Market Cap

BA:

$129.46B

RTX:

$156.29B

EPS

BA:

-$12.94

RTX:

$3.48

PEG Ratio

BA:

6.53

RTX:

0.88

Total Revenue (TTM)

BA:

$73.29B

RTX:

$79.04B

Gross Profit (TTM)

BA:

$2.30B

RTX:

$15.18B

EBITDA (TTM)

BA:

-$3.89B

RTX:

$11.89B

Returns By Period

In the year-to-date period, BA achieves a -33.78% return, which is significantly lower than RTX's 39.22% return. Over the past 10 years, BA has underperformed RTX with an annualized return of 4.58%, while RTX has yielded a comparatively higher 8.00% annualized return.


BA

YTD

-33.78%

1M

19.98%

6M

-1.35%

1Y

-34.49%

5Y*

-11.98%

10Y*

4.58%

RTX

YTD

39.22%

1M

-4.14%

6M

10.41%

1Y

41.78%

5Y*

8.04%

10Y*

8.00%

Compare stocks, funds, or ETFs

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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
The chart of Sharpe ratio for BA, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.992.52
The chart of Sortino ratio for BA, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.333.87
The chart of Omega ratio for BA, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.50
The chart of Calmar ratio for BA, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.502.22
The chart of Martin ratio for BA, currently valued at -1.02, compared to the broader market0.0010.0020.00-1.0214.30
BA
RTX

The current BA Sharpe Ratio is -0.99, which is lower than the RTX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BA and RTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.99
2.52
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 2.17%.


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
2.17%2.76%2.14%2.33%2.64%2.09%2.84%2.28%2.55%2.84%2.19%2.06%

Drawdowns

BA vs. RTX - Drawdown Comparison

The maximum BA drawdown since its inception was -88.95%, which is greater than RTX's maximum drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for BA and RTX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.88%
-9.55%
BA
RTX

Volatility

BA vs. RTX - Volatility Comparison

The Boeing Company (BA) has a higher volatility of 7.96% compared to Raytheon Technologies Corporation (RTX) at 5.51%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.96%
5.51%
BA
RTX

Financials

BA vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between The Boeing Company and Raytheon Technologies Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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