LMT vs. CTA
LMT (Lockheed Martin Corporation) is a stock, while CTA (Simplify Managed Futures Strategy ETF) is Systematic Trend fund actively managed by Simplify. Over the past 3 years, LMT returned 11.61%/yr vs 9.57%/yr for CTA. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
LMT vs. CTA - Performance Comparison
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Returns By Period
In the year-to-date period, LMT achieves a 21.88% return, which is significantly higher than CTA's 6.14% return.
LMT
- 1D
- 2.46%
- 1M
- 15.36%
- 6M
- -0.22%
- YTD
- 21.88%
- 1Y
- 42.06%
- 3Y*
- 11.61%
- 5Y*
- 11.85%
- 10Y*
- 11.54%
- ALL TIME*
- 12.38%
CTA
- 1D
- -1.88%
- 1M
- 7.04%
- 6M
- 2.60%
- YTD
- 6.14%
- 1Y
- 4.94%
- 3Y*
- 9.57%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.73M | $13.32M | $14.98M | |
| $682.65M | $676.87M | $688.00M |
LMT vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 21.88% | 2.47% | 10.02% | -4.31% | 6.37% |
CTA Simplify Managed Futures Strategy ETF | 6.14% | 0.88% | 24.15% | -2.23% | 9.01% |
Correlation
The correlation between LMT and CTA is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | -0.03 |
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Return for Risk
LMT vs. CTA — Risk / Return Rank
LMT
CTA
LMT vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Simplify Managed Futures Strategy ETF (CTA). 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 | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.05 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.20 | +1.38 |
| Martin ratioReturn relative to average drawdown | 3.38 | 0.57 | +2.81 |
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Drawdowns
LMT vs. CTA - Drawdown Comparison
The maximum LMT drawdown since its inception was -79.29%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for LMT and CTA.
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Drawdown Indicators
| LMT | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -20.44% | -58.85% |
Max Drawdown (1Y)Largest decline over 1 year | -26.87% | -20.44% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -31.79% | -20.44% | -11.35% |
Max Drawdown (5Y)Largest decline over 5 years | -31.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.67% | — | — |
Current DrawdownCurrent decline from peak | -13.34% | -12.91% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -6.01% | -20.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.54% | 7.33% | +5.21% |
Volatility
LMT vs. CTA - Volatility Comparison
Lockheed Martin Corporation (LMT) has a higher volatility of 12.24% compared to Simplify Managed Futures Strategy ETF (CTA) at 5.80%. This indicates that LMT's price experiences larger fluctuations and is considered to be riskier than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMT | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 5.80% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 22.08% | 18.29% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 20.97% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.79% | 16.71% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 16.71% | +7.47% |
Dividends
LMT vs. CTA - Dividend Comparison
LMT's dividend yield for the trailing twelve months is around 2.34%, less than CTA's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.73% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT Lockheed Martin Corporation | 2.34% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
Frequently Asked Questions
LMT and CTA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMT has higher volatility (12.24%) compared to CTA (5.80%). In terms of maximum drawdown, LMT dropped -79.29% vs CTA's -20.44%.
LMT currently has the higher Sharpe Ratio (1.57 vs 0.20), 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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