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LHX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LHX and VTSAX is 0.54, 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 chart below illustrates the hypothetical performance of a $10,000 investment in L3Harris Technologies, Inc. (LHX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LHX:

0.20

VTSAX:

0.66

Sortino Ratio

LHX:

0.48

VTSAX:

1.08

Omega Ratio

LHX:

1.06

VTSAX:

1.16

Calmar Ratio

LHX:

0.19

VTSAX:

0.70

Martin Ratio

LHX:

0.38

VTSAX:

2.67

Ulcer Index

LHX:

12.89%

VTSAX:

5.10%

Daily Std Dev

LHX:

21.83%

VTSAX:

19.94%

Max Drawdown

LHX:

-65.58%

VTSAX:

-55.34%

Current Drawdown

LHX:

-13.26%

VTSAX:

-4.18%

Returns By Period

In the year-to-date period, LHX achieves a 8.48% return, which is significantly higher than VTSAX's 0.24% return. Over the past 10 years, LHX has outperformed VTSAX with an annualized return of 13.35%, while VTSAX has yielded a comparatively lower 12.04% annualized return.


LHX

YTD

8.48%

1M

2.67%

6M

-7.65%

1Y

4.24%

5Y*

7.30%

10Y*

13.35%

VTSAX

YTD

0.24%

1M

9.74%

6M

-0.93%

1Y

11.71%

5Y*

16.81%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

LHX vs. VTSAX — Risk-Adjusted Performance Rank

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

LHX
The Risk-Adjusted Performance Rank of LHX is 5555
Overall Rank
The Sharpe Ratio Rank of LHX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of LHX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of LHX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of LHX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of LHX is 5656
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6969
Overall Rank
The Sharpe Ratio Rank of VTSAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current LHX Sharpe Ratio is 0.20, which is lower than the VTSAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LHX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LHX vs. VTSAX - Dividend Comparison

LHX's dividend yield for the trailing twelve months is around 2.06%, more than VTSAX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
LHX
L3Harris Technologies, Inc.
2.06%2.21%2.17%2.15%1.91%1.80%1.45%1.86%1.55%2.01%2.23%2.48%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.29%1.26%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%

Drawdowns

LHX vs. VTSAX - Drawdown Comparison

The maximum LHX drawdown since its inception was -65.58%, 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.


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Volatility

LHX vs. VTSAX - Volatility Comparison

The current volatility for L3Harris Technologies, Inc. (LHX) is 4.72%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.20%. This indicates that LHX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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