PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LHX vs. ARW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LHX vs. ARW - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.72%
-14.59%
LHX
ARW

Returns By Period

In the year-to-date period, LHX achieves a 18.01% return, which is significantly higher than ARW's -6.64% return. Over the past 10 years, LHX has outperformed ARW with an annualized return of 15.28%, while ARW has yielded a comparatively lower 7.02% annualized return.


LHX

YTD

18.01%

1M

-1.63%

6M

9.75%

1Y

33.29%

5Y (annualized)

6.26%

10Y (annualized)

15.28%

ARW

YTD

-6.64%

1M

-14.88%

6M

-14.59%

1Y

-5.35%

5Y (annualized)

7.58%

10Y (annualized)

7.02%

Fundamentals


LHXARW
Market Cap$49.64B$6.06B
EPS$6.31$8.96
PE Ratio41.4812.82
PEG Ratio1.010.88
Total Revenue (TTM)$21.14B$28.49B
Gross Profit (TTM)$5.14B$3.36B
EBITDA (TTM)$3.21B$1.32B

Key characteristics


LHXARW
Sharpe Ratio1.81-0.29
Sortino Ratio2.52-0.23
Omega Ratio1.330.97
Calmar Ratio1.21-0.30
Martin Ratio11.10-1.22
Ulcer Index3.05%6.16%
Daily Std Dev18.72%25.54%
Max Drawdown-65.67%-81.26%
Current Drawdown-7.38%-21.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between LHX and ARW is 0.34, 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.

Risk-Adjusted Performance

LHX vs. ARW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L3Harris Technologies, Inc. (LHX) and Arrow Electronics, Inc. (ARW). 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 LHX, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.78-0.29
The chart of Sortino ratio for LHX, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.49-0.23
The chart of Omega ratio for LHX, currently valued at 1.33, compared to the broader market0.501.001.502.001.330.97
The chart of Calmar ratio for LHX, currently valued at 1.21, compared to the broader market0.002.004.006.001.21-0.30
The chart of Martin ratio for LHX, currently valued at 10.79, compared to the broader market-10.000.0010.0020.0030.0010.79-1.22
LHX
ARW

The current LHX Sharpe Ratio is 1.81, which is higher than the ARW Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of LHX and ARW, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.78
-0.29
LHX
ARW

Dividends

LHX vs. ARW - Dividend Comparison

LHX's dividend yield for the trailing twelve months is around 1.90%, while ARW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LHX
L3Harris Technologies, Inc.
1.90%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%2.26%
ARW
Arrow Electronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LHX vs. ARW - Drawdown Comparison

The maximum LHX drawdown since its inception was -65.67%, smaller than the maximum ARW drawdown of -81.26%. Use the drawdown chart below to compare losses from any high point for LHX and ARW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.38%
-21.86%
LHX
ARW

Volatility

LHX vs. ARW - Volatility Comparison

The current volatility for L3Harris Technologies, Inc. (LHX) is 8.11%, while Arrow Electronics, Inc. (ARW) has a volatility of 14.86%. This indicates that LHX experiences smaller price fluctuations and is considered to be less risky than ARW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.11%
14.86%
LHX
ARW

Financials

LHX vs. ARW - Financials Comparison

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


Values in USD except per share items