CTA vs. LMT
CTA (Simplify Managed Futures Strategy ETF) is Systematic Trend fund actively managed by Simplify, while LMT (Lockheed Martin Corporation) is a stock. Over the past 3 years, CTA returned 9.57%/yr vs 11.61%/yr for LMT. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
CTA vs. LMT - Performance Comparison
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Returns By Period
In the year-to-date period, CTA achieves a 6.14% return, which is significantly lower than LMT's 21.88% return.
CTA
- 1D
- -1.88%
- 1M
- 7.04%
- 6M
- 2.60%
- YTD
- 6.14%
- 1Y
- 4.94%
- 3Y*
- 9.57%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.28%
LMT
- 1D
- 2.46%
- 1M
- 15.36%
- 6M
- -0.22%
- YTD
- 21.88%
- 1Y
- 42.06%
- 3Y*
- 11.61%
- 5Y*
- 11.85%
- 10Y*
- 11.54%
- ALL TIME*
- 12.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.73M | $13.32M | $14.98M | |
| $682.65M | $676.87M | $688.00M |
CTA vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 6.14% | 0.88% | 24.15% | -2.23% | 9.01% |
LMT Lockheed Martin Corporation | 21.88% | 2.47% | 10.02% | -4.31% | 6.37% |
Correlation
The correlation between CTA and LMT is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | -0.03 |
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Return for Risk
CTA vs. LMT — Risk / Return Rank
CTA
LMT
CTA vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) 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.
| CTA | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.58 | -1.38 |
| Martin ratioReturn relative to average drawdown | 0.57 | 3.38 | -2.81 |
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Drawdowns
CTA vs. LMT - Drawdown Comparison
The maximum CTA drawdown since its inception was -20.44%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for CTA and LMT.
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Drawdown Indicators
| CTA | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.44% | -79.29% | +58.85% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -26.87% | +6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -20.44% | -31.79% | +11.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.79% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.67% | — |
Current DrawdownCurrent decline from peak | -12.91% | -13.34% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -26.82% | +20.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.33% | 12.54% | -5.21% |
Volatility
CTA vs. LMT - Volatility Comparison
The current volatility for Simplify Managed Futures Strategy ETF (CTA) is 5.80%, while Lockheed Martin Corporation (LMT) has a volatility of 12.24%. This indicates that CTA 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
| CTA | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 12.24% | -6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 18.29% | 22.08% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 27.06% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 23.79% | -7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 24.18% | -7.47% |
Dividends
CTA vs. LMT - Dividend Comparison
CTA's dividend yield for the trailing twelve months is around 4.73%, more than LMT's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.73% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT Lockheed Martin Corporation | 2.34% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
Frequently Asked Questions
CTA and LMT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMT has higher volatility (12.24%) compared to CTA (5.80%). In terms of maximum drawdown, CTA dropped -20.44% vs LMT's -79.29%.
LMT currently has the higher Sharpe Ratio (1.57 vs 0.20), 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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