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HII vs. NOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HII vs. NOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntington Ingalls Industries, Inc (HII) and Northrop Grumman Corporation (NOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HII achieves a -13.42% return, which is significantly lower than NOC's -4.43% return. Over the past 10 years, HII has underperformed NOC with an annualized return of 8.04%, while NOC has yielded a comparatively higher 11.31% annualized return.


HII

1D
-0.27%
1M
-7.20%
YTD
-13.42%
6M
-6.79%
1Y
31.22%
3Y*
13.06%
5Y*
8.07%
10Y*
8.04%

NOC

1D
-0.66%
1M
-1.15%
YTD
-4.43%
6M
-1.56%
1Y
12.23%
3Y*
7.76%
5Y*
9.49%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HII vs. NOC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HII
Huntington Ingalls Industries, Inc
-13.42%84.17%-25.67%15.16%26.33%12.11%-30.46%34.00%-18.21%29.48%
NOC
Northrop Grumman Corporation
-4.43%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%

Correlation

The correlation between HII and NOC is 0.60, 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

0.60

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

0.53

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

0.58

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

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2011

0.56

The correlation between HII and NOC has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

Fundamentals

Market Cap

HII:

$11.49B

NOC:

$77.07B

EPS

HII:

$15.37

NOC:

$31.95

PE Ratio

HII:

19.02

NOC:

16.93

PEG Ratio

HII:

4.42

NOC:

2.50

PS Ratio

HII:

0.90

NOC:

1.83

PB Ratio

HII:

2.23

NOC:

4.50

Total Revenue (TTM)

HII:

$12.85B

NOC:

$42.37B

Gross Profit (TTM)

HII:

$3.34B

NOC:

$8.69B

EBITDA (TTM)

HII:

$1.07B

NOC:

$7.50B

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Return for Risk

HII vs. NOC — Risk / Return Rank

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

HII
HII Risk / Return Rank: 6565
Overall Rank
HII Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HII Sortino Ratio Rank: 6565
Sortino Ratio Rank
HII Omega Ratio Rank: 6565
Omega Ratio Rank
HII Calmar Ratio Rank: 6161
Calmar Ratio Rank
HII Martin Ratio Rank: 6666
Martin Ratio Rank

NOC
NOC Risk / Return Rank: 5353
Overall Rank
NOC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 5252
Sortino Ratio Rank
NOC Omega Ratio Rank: 5151
Omega Ratio Rank
NOC Calmar Ratio Rank: 5151
Calmar Ratio Rank
NOC Martin Ratio Rank: 5353
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.

HII vs. NOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc (HII) and Northrop Grumman Corporation (NOC). 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.


HIINOCDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

0.86

0.39

+0.47

Martin ratioReturn relative to average drawdown

2.78

1.05

+1.73

HII vs. NOC - Sharpe Ratio Comparison

The current HII Sharpe Ratio is 0.90, which is higher than the NOC Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of HII and NOC, 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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Sharpe Ratios by Period


HIINOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.47

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.38

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.45

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.46

+0.11

Drawdowns

HII vs. NOC - Drawdown Comparison

The maximum HII drawdown since its inception was -49.70%, smaller than the maximum NOC drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for HII and NOC.


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Drawdown Indicators


HIINOCDifference

Max Drawdown

Largest peak-to-trough decline

-49.70%

-71.12%

+21.42%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-31.20%

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-45.21%

-31.20%

-14.01%

Max Drawdown (5Y)

Largest decline over 5 years

-45.21%

-31.20%

-14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-49.70%

-36.38%

-13.32%

Current Drawdown

Current decline from peak

-35.31%

-29.27%

-6.04%

Average Drawdown

Average peak-to-trough decline

-13.66%

-18.40%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.27%

11.72%

-0.45%

Volatility

HII vs. NOC - Volatility Comparison

Huntington Ingalls Industries, Inc (HII) has a higher volatility of 9.24% compared to Northrop Grumman Corporation (NOC) at 7.22%. This indicates that HII's price experiences larger fluctuations and is considered to be riskier than NOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIINOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

7.22%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

29.41%

21.13%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

34.76%

26.48%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.13%

25.27%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.59%

25.42%

+5.17%

Dividends

HII vs. NOC - Dividend Comparison

HII's dividend yield for the trailing twelve months is around 1.88%, more than NOC's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
HII
Huntington Ingalls Industries, Inc
1.88%1.60%2.78%1.93%2.07%2.46%2.48%1.44%1.59%1.07%1.14%1.34%
NOC
Northrop Grumman Corporation
1.74%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%

Financials

HII vs. NOC - Financials Comparison

This section allows you to compare key financial metrics between Huntington Ingalls Industries, Inc and Northrop Grumman 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.10B
9.88B
(HII) Total Revenue
(NOC) Total Revenue
Values in USD except per share items

HII vs. NOC - Profitability Comparison

The chart below illustrates the profitability comparison between Huntington Ingalls Industries, Inc and Northrop Grumman 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%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
69.3%
19.8%
Portfolio components
HII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a gross profit of 2.15B and revenue of 3.10B. Therefore, the gross margin over that period was 69.3%.

NOC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a gross profit of 1.96B and revenue of 9.88B. Therefore, the gross margin over that period was 19.8%.

HII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported an operating income of 155.00M and revenue of 3.10B, resulting in an operating margin of 5.0%.

NOC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported an operating income of 989.00M and revenue of 9.88B, resulting in an operating margin of 10.0%.

HII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a net income of 149.00M and revenue of 3.10B, resulting in a net margin of 4.8%.

NOC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a net income of 875.00M and revenue of 9.88B, resulting in a net margin of 8.9%.


Frequently Asked Questions


HII and NOC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HII has higher volatility (9.24%) compared to NOC (7.22%). In terms of maximum drawdown, HII dropped -49.70% vs NOC's -71.12%.

HII currently has the higher Sharpe Ratio (0.90 vs 0.47), 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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