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LHX vs. RTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LHX vs. RTX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.07%
13.28%
LHX
RTX

Returns By Period

In the year-to-date period, LHX achieves a 18.39% return, which is significantly lower than RTX's 44.93% return. Over the past 10 years, LHX has outperformed RTX with an annualized return of 15.31%, while RTX has yielded a comparatively lower 8.95% annualized return.


LHX

YTD

18.39%

1M

-1.06%

6M

10.07%

1Y

32.24%

5Y (annualized)

6.37%

10Y (annualized)

15.31%

RTX

YTD

44.93%

1M

-4.86%

6M

13.28%

1Y

56.04%

5Y (annualized)

9.18%

10Y (annualized)

8.95%

Fundamentals


LHXRTX
Market Cap$46.35B$158.59B
EPS$6.33$3.47
PE Ratio38.6034.34
PEG Ratio0.930.89
Total Revenue (TTM)$21.14B$79.04B
Gross Profit (TTM)$5.14B$15.18B
EBITDA (TTM)$3.91B$11.89B

Key characteristics


LHXRTX
Sharpe Ratio1.803.03
Sortino Ratio2.514.64
Omega Ratio1.331.60
Calmar Ratio1.222.27
Martin Ratio10.9420.54
Ulcer Index3.08%2.63%
Daily Std Dev18.72%17.85%
Max Drawdown-65.67%-52.56%
Current Drawdown-7.08%-5.84%

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Correlation

-0.50.00.51.00.4

The correlation between LHX and RTX is 0.39, 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. RTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L3Harris Technologies, Inc. (LHX) and Raytheon Technologies Corporation (RTX). 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 1.80, compared to the broader market-4.00-2.000.002.004.001.803.03
The chart of Sortino ratio for LHX, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.514.64
The chart of Omega ratio for LHX, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.60
The chart of Calmar ratio for LHX, currently valued at 1.22, compared to the broader market0.002.004.006.001.222.27
The chart of Martin ratio for LHX, currently valued at 10.94, compared to the broader market-10.000.0010.0020.0030.0010.9420.54
LHX
RTX

The current LHX Sharpe Ratio is 1.80, which is lower than the RTX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of LHX and RTX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.80
3.03
LHX
RTX

Dividends

LHX vs. RTX - Dividend Comparison

LHX's dividend yield for the trailing twelve months is around 1.90%, less than RTX's 2.08% yield.


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%
RTX
Raytheon Technologies Corporation
2.08%2.76%2.14%2.33%2.64%2.09%2.84%2.28%2.55%2.84%2.19%2.06%

Drawdowns

LHX vs. RTX - Drawdown Comparison

The maximum LHX drawdown since its inception was -65.67%, which is greater than RTX's maximum drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for LHX and RTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.08%
-5.84%
LHX
RTX

Volatility

LHX vs. RTX - Volatility Comparison

L3Harris Technologies, Inc. (LHX) has a higher volatility of 8.12% compared to Raytheon Technologies Corporation (RTX) at 6.97%. This indicates that LHX's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.12%
6.97%
LHX
RTX

Financials

LHX vs. RTX - Financials Comparison

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


Values in USD except per share items