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CNQ vs. LMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CNQ and LMT is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CNQ vs. LMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Natural Resources Limited (CNQ) and Lockheed Martin Corporation (LMT). The values are adjusted to include any dividend payments, if applicable.

3,000.00%3,200.00%3,400.00%3,600.00%3,800.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,154.84%
3,133.00%
CNQ
LMT

Key characteristics

Sharpe Ratio

CNQ:

-0.11

LMT:

0.79

Sortino Ratio

CNQ:

0.03

LMT:

1.18

Omega Ratio

CNQ:

1.00

LMT:

1.17

Calmar Ratio

CNQ:

-0.11

LMT:

0.62

Martin Ratio

CNQ:

-0.25

LMT:

2.07

Ulcer Index

CNQ:

11.89%

LMT:

6.47%

Daily Std Dev

CNQ:

26.43%

LMT:

16.98%

Max Drawdown

CNQ:

-81.11%

LMT:

-70.23%

Current Drawdown

CNQ:

-25.54%

LMT:

-19.94%

Fundamentals

Market Cap

CNQ:

$64.77B

LMT:

$116.29B

EPS

CNQ:

$2.47

LMT:

$27.63

PE Ratio

CNQ:

12.39

LMT:

17.76

PEG Ratio

CNQ:

12.75

LMT:

4.02

Total Revenue (TTM)

CNQ:

$37.25B

LMT:

$71.30B

Gross Profit (TTM)

CNQ:

$10.84B

LMT:

$8.62B

EBITDA (TTM)

CNQ:

$17.12B

LMT:

$10.39B

Returns By Period

In the year-to-date period, CNQ achieves a -5.45% return, which is significantly lower than LMT's 10.72% return. Over the past 10 years, CNQ has underperformed LMT with an annualized return of 11.56%, while LMT has yielded a comparatively higher 12.59% annualized return.


CNQ

YTD

-5.45%

1M

-11.35%

6M

-12.11%

1Y

-4.53%

5Y*

19.97%

10Y*

11.56%

LMT

YTD

10.72%

1M

-7.97%

6M

5.82%

1Y

12.01%

5Y*

7.68%

10Y*

12.59%

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Risk-Adjusted Performance

CNQ vs. LMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ) 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.


Sharpe ratio
The chart of Sharpe ratio for CNQ, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.110.79
The chart of Sortino ratio for CNQ, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.031.18
The chart of Omega ratio for CNQ, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.17
The chart of Calmar ratio for CNQ, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.110.62
The chart of Martin ratio for CNQ, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.252.07
CNQ
LMT

The current CNQ Sharpe Ratio is -0.11, which is lower than the LMT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CNQ and LMT, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.79
CNQ
LMT

Dividends

CNQ vs. LMT - Dividend Comparison

CNQ's dividend yield for the trailing twelve months is around 5.22%, more than LMT's 2.61% yield.


TTM20232022202120202019201820172016201520142013
CNQ
Canadian Natural Resources Limited
5.22%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%1.62%
LMT
Lockheed Martin Corporation
2.61%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%

Drawdowns

CNQ vs. LMT - Drawdown Comparison

The maximum CNQ drawdown since its inception was -81.11%, which is greater than LMT's maximum drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for CNQ and LMT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.54%
-19.94%
CNQ
LMT

Volatility

CNQ vs. LMT - Volatility Comparison

Canadian Natural Resources Limited (CNQ) has a higher volatility of 7.94% compared to Lockheed Martin Corporation (LMT) at 5.60%. This indicates that CNQ'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
5.60%
CNQ
LMT

Financials

CNQ vs. LMT - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited 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


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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