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BWXT vs. NOC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BWXT and NOC is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BWXT vs. NOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BWX Technologies, Inc. (BWXT) and Northrop Grumman Corporation (NOC). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
614.87%
1,192.72%
BWXT
NOC

Key characteristics

Sharpe Ratio

BWXT:

0.03

NOC:

0.52

Sortino Ratio

BWXT:

0.25

NOC:

0.89

Omega Ratio

BWXT:

1.04

NOC:

1.11

Calmar Ratio

BWXT:

0.04

NOC:

0.51

Martin Ratio

BWXT:

0.08

NOC:

1.23

Ulcer Index

BWXT:

11.83%

NOC:

8.54%

Daily Std Dev

BWXT:

31.87%

NOC:

20.35%

Max Drawdown

BWXT:

-47.88%

NOC:

-69.38%

Current Drawdown

BWXT:

-23.35%

NOC:

-5.01%

Fundamentals

Market Cap

BWXT:

$9.31B

NOC:

$74.14B

EPS

BWXT:

$3.07

NOC:

$28.32

PE Ratio

BWXT:

33.19

NOC:

18.09

PEG Ratio

BWXT:

2.31

NOC:

3.20

Total Revenue (TTM)

BWXT:

$2.10B

NOC:

$30.90B

Gross Profit (TTM)

BWXT:

$506.66M

NOC:

$6.23B

EBITDA (TTM)

BWXT:

$343.11M

NOC:

$4.63B

Returns By Period

In the year-to-date period, BWXT achieves a -8.28% return, which is significantly lower than NOC's 9.63% return. Over the past 10 years, BWXT has outperformed NOC with an annualized return of 17.67%, while NOC has yielded a comparatively lower 14.09% annualized return.


BWXT

YTD

-8.28%

1M

0.65%

6M

-9.64%

1Y

1.30%

5Y*

16.64%

10Y*

17.67%

NOC

YTD

9.63%

1M

8.19%

6M

-4.12%

1Y

11.71%

5Y*

12.20%

10Y*

14.09%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BWXT vs. NOC — Risk-Adjusted Performance Rank

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

BWXT
The Risk-Adjusted Performance Rank of BWXT is 5050
Overall Rank
The Sharpe Ratio Rank of BWXT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BWXT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BWXT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BWXT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BWXT is 5353
Martin Ratio Rank

NOC
The Risk-Adjusted Performance Rank of NOC is 6767
Overall Rank
The Sharpe Ratio Rank of NOC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NOC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of NOC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NOC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NOC is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BWXT vs. NOC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BWX Technologies, Inc. (BWXT) and Northrop Grumman Corporation (NOC). 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 BWXT, currently valued at 0.03, compared to the broader market-2.00-1.000.001.002.003.00
BWXT: 0.03
NOC: 0.52
The chart of Sortino ratio for BWXT, currently valued at 0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
BWXT: 0.25
NOC: 0.89
The chart of Omega ratio for BWXT, currently valued at 1.04, compared to the broader market0.501.001.502.00
BWXT: 1.04
NOC: 1.11
The chart of Calmar ratio for BWXT, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.00
BWXT: 0.04
NOC: 0.51
The chart of Martin ratio for BWXT, currently valued at 0.08, compared to the broader market-5.000.005.0010.0015.0020.00
BWXT: 0.08
NOC: 1.23

The current BWXT Sharpe Ratio is 0.03, which is lower than the NOC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BWXT and NOC, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.03
0.52
BWXT
NOC

Dividends

BWXT vs. NOC - Dividend Comparison

BWXT's dividend yield for the trailing twelve months is around 0.95%, less than NOC's 1.61% yield.


TTM20242023202220212020201920182017201620152014
BWXT
BWX Technologies, Inc.
0.95%0.86%1.20%1.52%1.75%1.26%1.10%1.67%0.69%0.91%0.83%1.32%
NOC
Northrop Grumman Corporation
1.61%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%

Drawdowns

BWXT vs. NOC - Drawdown Comparison

The maximum BWXT drawdown since its inception was -47.88%, smaller than the maximum NOC drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BWXT and NOC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.35%
-5.01%
BWXT
NOC

Volatility

BWXT vs. NOC - Volatility Comparison

BWX Technologies, Inc. (BWXT) has a higher volatility of 9.97% compared to Northrop Grumman Corporation (NOC) at 6.95%. This indicates that BWXT's price experiences larger fluctuations and is considered to be riskier than NOC 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
9.97%
6.95%
BWXT
NOC

Financials

BWXT vs. NOC - Financials Comparison

This section allows you to compare key financial metrics between BWX Technologies, Inc. and Northrop Grumman 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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