LHX vs. VTSAX
Compare and contrast key facts about L3Harris Technologies, Inc. (LHX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LHX or VTSAX.
Key characteristics
| LHX | VTSAX | |
|---|---|---|
| YTD Return | 26.21% | 26.15% |
| 1Y Return | 45.47% | 38.29% |
| 3Y Return (Ann) | 8.22% | 8.68% |
| 5Y Return (Ann) | 7.70% | 15.32% |
| 10Y Return (Ann) | 16.35% | 12.88% |
| Sharpe Ratio | 2.59 | 3.03 |
| Sortino Ratio | 3.61 | 4.03 |
| Omega Ratio | 1.46 | 1.56 |
| Calmar Ratio | 1.59 | 4.46 |
| Martin Ratio | 15.99 | 19.58 |
| Ulcer Index | 2.93% | 1.95% |
| Daily Std Dev | 18.05% | 12.63% |
| Max Drawdown | -65.67% | -55.34% |
| Current Drawdown | -0.95% | -0.39% |
Correlation
The correlation between LHX and VTSAX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LHX vs. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with LHX having a 26.21% return and VTSAX slightly lower at 26.15%. Over the past 10 years, LHX has outperformed VTSAX with an annualized return of 16.35%, while VTSAX has yielded a comparatively lower 12.88% annualized return. 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. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L3Harris Technologies, Inc. (LHX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
LHX's dividend yield for the trailing twelve months is around 1.77%, more than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
LHX vs. VTSAX - Drawdown Comparison
The maximum LHX drawdown since its inception was -65.67%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for LHX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
LHX vs. VTSAX - Volatility Comparison
L3Harris Technologies, Inc. (LHX) has a higher volatility of 6.24% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.02%. This indicates that LHX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.