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KOPN vs. LHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KOPN vs. LHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kopin Corporation (KOPN) and L3Harris Technologies, Inc. (LHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KOPN achieves a 111.11% return, which is significantly higher than LHX's 5.64% return. Over the past 10 years, KOPN has underperformed LHX with an annualized return of 8.67%, while LHX has yielded a comparatively higher 16.45% annualized return.


KOPN

1D
-3.70%
1M
-2.18%
YTD
111.11%
6M
94.49%
1Y
216.67%
3Y*
32.37%
5Y*
-10.16%
10Y*
8.67%

LHX

1D
-1.40%
1M
1.86%
YTD
5.64%
6M
8.07%
1Y
21.71%
3Y*
19.98%
5Y*
8.77%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOPN vs. LHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOPN
Kopin Corporation
111.11%72.06%-33.00%63.71%-69.68%68.31%505.83%-59.85%-68.78%12.68%
LHX
L3Harris Technologies, Inc.
5.64%42.28%1.88%3.67%-0.48%14.98%-2.76%49.21%-3.38%40.80%

Correlation

The correlation between KOPN and LHX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.16

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

0.11

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 15, 1992

0.25

The correlation between KOPN and LHX shifts across timeframes, from 0.10 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

KOPN:

-$0.04

LHX:

$12.29

PS Ratio

KOPN:

18.19

LHX:

1.93

Total Revenue (TTM)

KOPN:

$45.60M

LHX:

$22.48B

Gross Profit (TTM)

KOPN:

$11.88M

LHX:

$5.50B

EBITDA (TTM)

KOPN:

-$5.14M

LHX:

$3.32B

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Return for Risk

KOPN vs. LHX — Risk / Return Rank

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

KOPN
KOPN Risk / Return Rank: 8787
Overall Rank
KOPN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
KOPN Sortino Ratio Rank: 8787
Sortino Ratio Rank
KOPN Omega Ratio Rank: 8383
Omega Ratio Rank
KOPN Calmar Ratio Rank: 8888
Calmar Ratio Rank
KOPN Martin Ratio Rank: 8484
Martin Ratio Rank

LHX
LHX Risk / Return Rank: 6969
Overall Rank
LHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
LHX Omega Ratio Rank: 6666
Omega Ratio Rank
LHX Calmar Ratio Rank: 6767
Calmar Ratio Rank
LHX Martin Ratio Rank: 6969
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.

KOPN vs. LHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kopin Corporation (KOPN) and L3Harris Technologies, Inc. (LHX). 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.


KOPNLHXDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

3.77

1.22

+2.55

Martin ratioReturn relative to average drawdown

7.53

3.16

+4.37

KOPN vs. LHX - Sharpe Ratio Comparison

The current KOPN Sharpe Ratio is 2.18, which is higher than the LHX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KOPN and LHX, 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

KOPN vs. LHX - Drawdown Comparison

The maximum KOPN drawdown since its inception was -99.57%, which is greater than LHX's maximum drawdown of -69.82%. Use the drawdown chart below to compare losses from any high point for KOPN and LHX.


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Drawdown Indicators


KOPNLHXDifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-69.82%

-29.75%

Max Drawdown (1Y)

Largest decline over 1 year

-55.73%

-20.55%

-35.18%

Max Drawdown (3Y)

Largest decline over 3 years

-78.27%

-25.98%

-52.29%

Max Drawdown (5Y)

Largest decline over 5 years

-93.77%

-38.16%

-55.61%

Max Drawdown (10Y)

Largest decline over 10 years

-95.58%

-38.16%

-57.42%

Current Drawdown

Current decline from peak

-89.94%

-18.06%

-71.88%

Average Drawdown

Average peak-to-trough decline

-78.02%

-21.33%

-56.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.84%

7.89%

+19.95%

Volatility

KOPN vs. LHX - Volatility Comparison

Kopin Corporation (KOPN) has a higher volatility of 35.59% compared to L3Harris Technologies, Inc. (LHX) at 7.33%. This indicates that KOPN's price experiences larger fluctuations and is considered to be riskier than LHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOPNLHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.59%

7.33%

+28.26%

Volatility (6M)

Calculated over the trailing 6-month period

70.07%

19.85%

+50.22%

Volatility (1Y)

Calculated over the trailing 1-year period

96.40%

24.63%

+71.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.34%

23.95%

+65.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.80%

25.44%

+62.36%

Dividends

KOPN vs. LHX - Dividend Comparison

KOPN has not paid dividends to shareholders, while LHX's dividend yield for the trailing twelve months is around 1.59%.


PositionTTM20252024202320222021202020192018201720162015
KOPN
Kopin Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LHX
L3Harris Technologies, Inc.
1.59%1.64%2.21%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%

Financials

KOPN vs. LHX - Financials Comparison

This section allows you to compare key financial metrics between Kopin Corporation and L3Harris Technologies, Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
11.96M
5.74B
(KOPN) Total Revenue
(LHX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


KOPN and LHX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOPN has higher volatility (35.59%) compared to LHX (7.33%). In terms of maximum drawdown, KOPN dropped -99.57% vs LHX's -69.82%.

KOPN currently has the higher Sharpe Ratio (2.18 vs 1.02), 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 KOPN and LHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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