LHX vs. BA.L
Compare and contrast key facts about L3Harris Technologies, Inc. (LHX) and BAE Systems plc (BA.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LHX or BA.L.
Key characteristics
| LHX | BA.L | |
|---|---|---|
| YTD Return | 26.21% | 27.37% |
| 1Y Return | 45.47% | 27.65% |
| 3Y Return (Ann) | 8.22% | 38.12% |
| 5Y Return (Ann) | 7.70% | 24.22% |
| 10Y Return (Ann) | 16.35% | 16.16% |
| Sharpe Ratio | 2.59 | 1.57 |
| Sortino Ratio | 3.61 | 2.12 |
| Omega Ratio | 1.46 | 1.27 |
| Calmar Ratio | 1.59 | 2.74 |
| Martin Ratio | 15.99 | 6.34 |
| Ulcer Index | 2.93% | 5.02% |
| Daily Std Dev | 18.05% | 20.50% |
| Max Drawdown | -65.67% | -84.49% |
| Current Drawdown | -0.95% | -0.86% |
Fundamentals
| LHX | BA.L | |
|---|---|---|
| Market Cap | $50.11B | £41.98B |
| EPS | $6.31 | £0.60 |
| PE Ratio | 41.87 | 23.23 |
| PEG Ratio | 1.01 | 3.61 |
| Total Revenue (TTM) | $21.14B | £24.56B |
| Gross Profit (TTM) | $5.14B | £2.19B |
| EBITDA (TTM) | $3.21B | £3.26B |
Correlation
The correlation between LHX and BA.L is 0.18, 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.
Performance
LHX vs. BA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with LHX having a 26.21% return and BA.L slightly higher at 27.37%. Both investments have delivered pretty close results over the past 10 years, with LHX having a 16.35% annualized return and BA.L not far behind at 16.16%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LHX vs. BA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L3Harris Technologies, Inc. (LHX) and BAE Systems plc (BA.L). 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.
Dividends
LHX vs. BA.L - Dividend Comparison
LHX's dividend yield for the trailing twelve months is around 1.77%, less than BA.L's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LHX L3Harris Technologies, Inc. | 1.77% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
BA.L BAE Systems plc | 2.24% | 2.53% | 2.99% | 4.40% | 7.57% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% | 4.30% | 4.53% |
Drawdowns
LHX vs. BA.L - Drawdown Comparison
The maximum LHX drawdown since its inception was -65.67%, smaller than the maximum BA.L drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for LHX and BA.L. For additional features, visit the drawdowns tool.
Volatility
LHX vs. BA.L - Volatility Comparison
The current volatility for L3Harris Technologies, Inc. (LHX) is 6.24%, while BAE Systems plc (BA.L) has a volatility of 8.09%. This indicates that LHX experiences smaller price fluctuations and is considered to be less risky than BA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LHX vs. BA.L - Financials Comparison
This section allows you to compare key financial metrics between L3Harris Technologies, Inc. and BAE Systems plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities