C vs. LMT
C (Citigroup Inc.) and LMT (Lockheed Martin Corporation) are both stocks. C operates in Banks - Diversified (Financial Services), while LMT operates in Aerospace & Defense (Industrials). Over the past 10 years, C returned 14.65%/yr vs 11.04%/yr for LMT. At a 0.23 correlation, their price movements are largely independent.
Performance
C vs. LMT - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 14.65% return, which is significantly higher than LMT's 9.57% return. Over the past 10 years, C has outperformed LMT with an annualized return of 14.65%, while LMT has yielded a comparatively lower 11.04% annualized return.
C
- 1D
- -1.98%
- 1M
- 5.51%
- YTD
- 14.65%
- 6M
- 22.88%
- 1Y
- 73.11%
- 3Y*
- 45.73%
- 5Y*
- 14.66%
- 10Y*
- 14.65%
LMT
- 1D
- 0.91%
- 1M
- 4.08%
- YTD
- 9.57%
- 6M
- 17.20%
- 1Y
- 11.67%
- 3Y*
- 7.37%
- 5Y*
- 8.75%
- 10Y*
- 11.04%
C vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 14.65% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
LMT Lockheed Martin Corporation | 9.57% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
Correlation
The correlation between C and LMT is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1977 | 0.23 |
The correlation between C and LMT shifts across timeframes, from -0.00 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
C:
$235.27B
LMT:
$121.04B
C:
$8.65
LMT:
$20.61
C:
15.32
LMT:
25.41
C:
1.43
LMT:
1.62
C:
1.23
LMT:
16.16
C:
$171.19B
LMT:
$75.12B
C:
$77.85B
LMT:
$7.37B
C:
$24.12B
LMT:
$8.09B
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Return for Risk
C vs. LMT — Risk / Return Rank
C
LMT
C vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Lockheed Martin Corporation (LMT). 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.
| C | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.26 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.11 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 0.50 | +4.72 |
| Martin ratioReturn relative to average drawdown | 15.04 | 1.21 | +13.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C | LMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 0.47 | +2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.38 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.47 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.38 | -0.22 |
Drawdowns
C vs. LMT - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than LMT's maximum drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for C and LMT.
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Drawdown Indicators
| C | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -79.29% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -25.15% | +10.39% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -31.79% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -46.65% | -31.79% | -14.86% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -36.67% | -19.84% |
Current DrawdownCurrent decline from peak | -64.64% | -22.09% | -42.55% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -26.84% | -16.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 10.41% | -5.30% |
Volatility
C vs. LMT - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.48% compared to Lockheed Martin Corporation (LMT) at 5.27%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 5.27% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 19.58% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 26.59% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 22.87% | +6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.22% | 23.71% | +9.51% |
Dividends
C vs. LMT - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.81%, less than LMT's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.81% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
LMT Lockheed Martin Corporation | 2.61% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
Financials
C vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and Lockheed Martin 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.
Total Revenue: Total amount of money received from sales and other business activities
C vs. LMT - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.
LMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a gross profit of 2.08B and revenue of 18.02B. Therefore, the gross margin over that period was 11.5%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.
LMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported an operating income of 2.06B and revenue of 18.02B, resulting in an operating margin of 11.5%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.
LMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a net income of 1.49B and revenue of 18.02B, resulting in a net margin of 8.3%.
Frequently Asked Questions
C and LMT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.48%) compared to LMT (5.27%). In terms of maximum drawdown, C dropped -98.00% vs LMT's -79.29%.
C currently has the higher Sharpe Ratio (2.74 vs 0.47), 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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