CG vs. LMT
CG (The Carlyle Group Inc.) and LMT (Lockheed Martin Corporation) are both stocks. CG operates in Asset Management (Financial Services), while LMT operates in Aerospace & Defense (Industrials). Over the past 10 years, CG returned 16.61%/yr vs 11.37%/yr for LMT. At a 0.20 correlation, their price movements are largely independent.
Performance
CG vs. LMT - Performance Comparison
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Returns By Period
In the year-to-date period, CG achieves a -21.53% return, which is significantly lower than LMT's 13.04% return. Over the past 10 years, CG has outperformed LMT with an annualized return of 16.61%, while LMT has yielded a comparatively lower 11.37% annualized return.
CG
- 1D
- 2.69%
- 1M
- -6.25%
- YTD
- -21.53%
- 6M
- -20.51%
- 1Y
- -1.61%
- 3Y*
- 18.18%
- 5Y*
- 3.96%
- 10Y*
- 16.61%
LMT
- 1D
- -1.52%
- 1M
- 4.60%
- YTD
- 13.04%
- 6M
- 13.84%
- 1Y
- 18.25%
- 3Y*
- 8.98%
- 5Y*
- 9.78%
- 10Y*
- 11.37%
CG vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -21.53% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
LMT Lockheed Martin Corporation | 13.04% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
Correlation
The correlation between CG and LMT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.20 |
The correlation between CG and LMT shifts across timeframes, from 0.07 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CG:
$16.43B
LMT:
$124.87B
CG:
$1.48
LMT:
$20.61
CG:
30.90
LMT:
26.21
CG:
4.23
LMT:
1.67
CG:
2.23
LMT:
16.67
CG:
$3.99B
LMT:
$75.12B
CG:
$2.92B
LMT:
$7.37B
CG:
$1.01B
LMT:
$8.09B
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Return for Risk
CG vs. LMT — Risk / Return Rank
CG
LMT
CG vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) 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.
| CG | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.73 | -0.77 |
| Martin ratioReturn relative to average drawdown | -0.08 | 1.69 | -1.77 |
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Drawdowns
CG vs. LMT - Drawdown Comparison
The maximum CG drawdown since its inception was -62.69%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for CG and LMT.
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Drawdown Indicators
| CG | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -79.29% | +16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -37.83% | -25.15% | -12.68% |
Max Drawdown (3Y)Largest decline over 3 years | -38.53% | -31.79% | -6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -31.79% | -24.96% |
Max Drawdown (10Y)Largest decline over 10 years | -56.75% | -36.67% | -20.08% |
Current DrawdownCurrent decline from peak | -32.67% | -19.63% | -13.04% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -26.83% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.76% | 10.81% | +8.95% |
Volatility
CG vs. LMT - Volatility Comparison
The Carlyle Group Inc. (CG) has a higher volatility of 10.06% compared to Lockheed Martin Corporation (LMT) at 7.02%. This indicates that CG'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
| CG | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 7.02% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 20.04% | +7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.18% | 26.71% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 22.99% | +16.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.38% | 23.76% | +13.62% |
Dividends
CG vs. LMT - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.06%, more than LMT's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.06% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
LMT Lockheed Martin Corporation | 2.53% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
Financials
CG vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between The Carlyle Group 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
Frequently Asked Questions
CG and LMT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (10.06%) compared to LMT (7.02%). In terms of maximum drawdown, CG dropped -62.69% vs LMT's -79.29%.
LMT currently has the higher Sharpe Ratio (0.69 vs -0.04), 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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