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CDP vs. LMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CDP vs. LMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COPT Defense Properties (CDP) and Lockheed Martin Corporation (LMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDP achieves a 22.45% return, which is significantly higher than LMT's 3.26% return. Over the past 10 years, CDP has underperformed LMT with an annualized return of 6.08%, while LMT has yielded a comparatively higher 10.37% annualized return.


CDP

1D
0.51%
1M
4.86%
YTD
22.45%
6M
21.82%
1Y
23.25%
3Y*
18.93%
5Y*
8.22%
10Y*
6.08%

LMT

1D
-3.40%
1M
-6.83%
YTD
3.26%
6M
3.28%
1Y
7.73%
3Y*
5.21%
5Y*
8.40%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDP vs. LMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDP
COPT Defense Properties
22.45%-6.17%26.17%3.65%-3.26%11.61%-7.07%45.28%-24.78%-3.24%
LMT
Lockheed Martin Corporation
3.26%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%

Correlation

The correlation between CDP and LMT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1991

0.20

The correlation between CDP and LMT shifts across timeframes, from 0.12 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CDP:

$15.90M

LMT:

$114.07B

EPS

CDP:

$1.83

LMT:

$20.61

PE Ratio

CDP:

18.36

LMT:

23.95

PS Ratio

CDP:

3.69

LMT:

1.53

PB Ratio

CDP:

0.01

LMT:

15.23

Total Revenue (TTM)

CDP:

$776.70M

LMT:

$75.12B

Gross Profit (TTM)

CDP:

$326.28M

LMT:

$7.37B

EBITDA (TTM)

CDP:

$368.96M

LMT:

$8.09B

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Return for Risk

CDP vs. LMT — Risk / Return Rank

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

CDP
CDP Risk / Return Rank: 7676
Overall Rank
CDP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CDP Sortino Ratio Rank: 7676
Sortino Ratio Rank
CDP Omega Ratio Rank: 7272
Omega Ratio Rank
CDP Calmar Ratio Rank: 7777
Calmar Ratio Rank
CDP Martin Ratio Rank: 7979
Martin Ratio Rank

LMT
LMT Risk / Return Rank: 4848
Overall Rank
LMT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 4444
Sortino Ratio Rank
LMT Omega Ratio Rank: 4545
Omega Ratio Rank
LMT Calmar Ratio Rank: 4949
Calmar Ratio Rank
LMT Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDP vs. LMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COPT Defense Properties (CDP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDPLMTDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratioReturn relative to maximum drawdown

2.18

0.29

+1.89

Martin ratioReturn relative to average drawdown

5.78

0.71

+5.07

CDP vs. LMT - Sharpe Ratio Comparison

The current CDP Sharpe Ratio is 1.29, which is higher than the LMT Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of CDP and LMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDP vs. LMT - Drawdown Comparison

The maximum CDP drawdown since its inception was -59.36%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for CDP and LMT.


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Drawdown Indicators


CDPLMTDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-79.29%

+19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-26.58%

+15.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-31.79%

+8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-31.79%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

-36.67%

-12.00%

Current Drawdown

Current decline from peak

-2.46%

-26.58%

+24.12%

Average Drawdown

Average peak-to-trough decline

-19.86%

-26.83%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

10.93%

-6.90%

Volatility

CDP vs. LMT - Volatility Comparison

The current volatility for COPT Defense Properties (CDP) is 6.58%, while Lockheed Martin Corporation (LMT) has a volatility of 8.79%. This indicates that CDP experiences smaller price fluctuations and is considered to be less risky 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


CDPLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

8.79%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

20.75%

-6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

26.48%

-8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.09%

23.13%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.33%

23.84%

+2.49%

Dividends

CDP vs. LMT - Dividend Comparison

CDP's dividend yield for the trailing twelve months is around 3.67%, more than LMT's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
CDP
COPT Defense Properties
3.67%4.39%3.81%4.45%4.24%3.93%4.22%3.74%5.23%3.77%3.52%5.04%
LMT
Lockheed Martin Corporation
2.77%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%

Financials

CDP vs. LMT - Financials Comparison

This section allows you to compare key financial metrics between COPT Defense Properties 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
200.64M
18.02B
(CDP) Total Revenue
(LMT) Total Revenue
Values in USD except per share items

CDP vs. LMT - Profitability Comparison

The chart below illustrates the profitability comparison between COPT Defense Properties and Lockheed Martin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
98.5%
11.5%
Portfolio components
CDP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, COPT Defense Properties reported a gross profit of 197.64M and revenue of 200.64M. Therefore, the gross margin over that period was 98.5%.

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%.

CDP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, COPT Defense Properties reported an operating income of 119.20M and revenue of 200.64M, resulting in an operating margin of 59.4%.

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%.

CDP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, COPT Defense Properties reported a net income of 38.56M and revenue of 200.64M, resulting in a net margin of 19.2%.

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


CDP and LMT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LMT has higher volatility (8.79%) compared to CDP (6.58%). In terms of maximum drawdown, CDP dropped -59.36% vs LMT's -79.29%.

CDP currently has the higher Sharpe Ratio (1.29 vs 0.29), 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.

Portfolio Optimizer

Find the right allocation for CDP and LMT

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