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ESLT vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESLT vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elbit Systems Ltd (ESLT) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESLT achieves a 48.00% return, which is significantly higher than SHLD's -1.50% return.


ESLT

1D
-6.48%
1M
9.58%
YTD
48.00%
6M
66.16%
1Y
98.98%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%

SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESLT vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%7.45%
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%

Correlation

The correlation between ESLT and SHLD is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.47

The correlation between ESLT and SHLD shifts across timeframes, from 0.47 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ESLT vs. SHLD — Risk / Return Rank

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

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
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.

ESLT vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elbit Systems Ltd (ESLT) and Global X Defense Tech ETF (SHLD). 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.


ESLTSHLDDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.38

1.09

+0.29

Calmar ratioReturn relative to maximum drawdown

3.83

0.52

+3.31

Martin ratioReturn relative to average drawdown

10.61

1.28

+9.33

ESLT vs. SHLD - Sharpe Ratio Comparison

The current ESLT Sharpe Ratio is 2.26, which is higher than the SHLD Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ESLT and SHLD, 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

ESLT vs. SHLD - Drawdown Comparison

The maximum ESLT drawdown since its inception was -53.79%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for ESLT and SHLD.


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Drawdown Indicators


ESLTSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.79%

-20.10%

-33.69%

Max Drawdown (1Y)

Largest decline over 1 year

-25.98%

-20.10%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-25.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

Current Drawdown

Current decline from peak

-15.71%

-18.20%

+2.49%

Average Drawdown

Average peak-to-trough decline

-13.91%

-3.34%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.36%

8.12%

+1.24%

Volatility

ESLT vs. SHLD - Volatility Comparison

Elbit Systems Ltd (ESLT) has a higher volatility of 19.89% compared to Global X Defense Tech ETF (SHLD) at 9.05%. This indicates that ESLT's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESLTSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.89%

9.05%

+10.84%

Volatility (6M)

Calculated over the trailing 6-month period

35.93%

19.94%

+15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

44.11%

24.55%

+19.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

21.29%

+12.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.42%

21.29%

+8.13%

Dividends

ESLT vs. SHLD - Dividend Comparison

ESLT's dividend yield for the trailing twelve months is around 0.36%, less than SHLD's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESLT and SHLD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to SHLD (9.05%). In terms of maximum drawdown, ESLT dropped -53.79% vs SHLD's -20.10%.

ESLT currently has the higher Sharpe Ratio (2.26 vs 0.43), 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 ESLT and SHLD

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