LMT vs. CG
LMT (Lockheed Martin Corporation) and CG (The Carlyle Group Inc.) are both stocks. LMT operates in Aerospace & Defense (Industrials), while CG operates in Asset Management (Financial Services). Over the past 10 years, LMT returned 11.37%/yr vs 16.61%/yr for CG. At a 0.20 correlation, their price movements are largely independent.
Performance
LMT vs. CG - Performance Comparison
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Returns By Period
In the year-to-date period, LMT achieves a 13.04% return, which is significantly higher than CG's -21.53% return. Over the past 10 years, LMT has underperformed CG with an annualized return of 11.37%, while CG has yielded a comparatively higher 16.61% annualized return.
LMT
- 1D
- -1.52%
- 1M
- 4.60%
- YTD
- 13.04%
- 6M
- 13.84%
- 1Y
- 18.25%
- 3Y*
- 8.98%
- 5Y*
- 9.78%
- 10Y*
- 11.37%
CG
- 1D
- 2.69%
- 1M
- -6.25%
- YTD
- -21.53%
- 6M
- -20.51%
- 1Y
- -1.61%
- 3Y*
- 18.18%
- 5Y*
- 3.96%
- 10Y*
- 16.61%
LMT vs. CG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 13.04% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
CG The Carlyle Group Inc. | -21.53% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
Correlation
The correlation between LMT and CG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.20 |
The correlation between LMT and CG shifts across timeframes, from 0.07 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LMT:
$124.87B
CG:
$16.43B
LMT:
$20.61
CG:
$1.48
LMT:
26.21
CG:
30.90
LMT:
1.67
CG:
4.23
LMT:
16.67
CG:
2.23
LMT:
$75.12B
CG:
$3.99B
LMT:
$7.37B
CG:
$2.92B
LMT:
$8.09B
CG:
$1.01B
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Return for Risk
LMT vs. CG — Risk / Return Rank
LMT
CG
LMT vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and The Carlyle Group Inc. (CG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LMT | CG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.02 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.04 | +0.77 |
| Martin ratioReturn relative to average drawdown | 1.69 | -0.08 | +1.77 |
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Drawdowns
LMT vs. CG - Drawdown Comparison
The maximum LMT drawdown since its inception was -79.29%, which is greater than CG's maximum drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for LMT and CG.
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Drawdown Indicators
| LMT | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -62.69% | -16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -37.83% | +12.68% |
Max Drawdown (3Y)Largest decline over 3 years | -31.79% | -38.53% | +6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.79% | -56.75% | +24.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.67% | -56.75% | +20.08% |
Current DrawdownCurrent decline from peak | -19.63% | -32.67% | +13.04% |
Average DrawdownAverage peak-to-trough decline | -26.83% | -21.75% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 19.76% | -8.95% |
Volatility
LMT vs. CG - Volatility Comparison
The current volatility for Lockheed Martin Corporation (LMT) is 7.02%, while The Carlyle Group Inc. (CG) has a volatility of 10.06%. This indicates that LMT experiences smaller price fluctuations and is considered to be less risky than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMT | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 10.06% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 27.69% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.71% | 36.18% | -9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 39.78% | -16.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.76% | 37.38% | -13.62% |
Dividends
LMT vs. CG - Dividend Comparison
LMT's dividend yield for the trailing twelve months is around 2.53%, less than CG's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.06% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
LMT Lockheed Martin Corporation | 2.53% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
Financials
LMT vs. CG - Financials Comparison
This section allows you to compare key financial metrics between Lockheed Martin Corporation and The Carlyle Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LMT and CG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (10.06%) compared to LMT (7.02%). In terms of maximum drawdown, LMT dropped -79.29% vs CG's -62.69%.
LMT currently has the higher Sharpe Ratio (0.69 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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