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LMT vs. CVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LMT vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lockheed Martin Corporation (LMT) and Chevron Corporation (CVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMT achieves a 9.57% return, which is significantly lower than CVX's 25.24% return. Both investments have delivered pretty close results over the past 10 years, with LMT having a 11.04% annualized return and CVX not far behind at 10.72%.


LMT

1D
0.91%
1M
4.08%
YTD
9.57%
6M
17.20%
1Y
11.67%
3Y*
7.37%
5Y*
8.75%
10Y*
11.04%

CVX

1D
-0.55%
1M
4.08%
YTD
25.24%
6M
27.25%
1Y
39.19%
3Y*
10.91%
5Y*
16.22%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMT vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMT
Lockheed Martin Corporation
9.57%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%
CVX
Chevron Corporation
25.24%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%

Correlation

The correlation between LMT and CVX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2001

0.31

The correlation between LMT and CVX shifts across timeframes, from 0.13 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LMT:

$121.04B

CVX:

$371.98B

EPS

LMT:

$20.61

CVX:

$5.75

PE Ratio

LMT:

25.41

CVX:

32.55

PS Ratio

LMT:

1.62

CVX:

1.93

PB Ratio

LMT:

16.16

CVX:

2.02

Total Revenue (TTM)

LMT:

$75.12B

CVX:

$185.89B

Gross Profit (TTM)

LMT:

$7.37B

CVX:

$47.27B

EBITDA (TTM)

LMT:

$8.09B

CVX:

$40.44B

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Return for Risk

LMT vs. CVX — Risk / Return Rank

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

LMT
LMT Risk / Return Rank: 5353
Overall Rank
LMT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 4949
Sortino Ratio Rank
LMT Omega Ratio Rank: 5050
Omega Ratio Rank
LMT Calmar Ratio Rank: 5353
Calmar Ratio Rank
LMT Martin Ratio Rank: 5454
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 8484
Overall Rank
CVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CVX Omega Ratio Rank: 8282
Omega Ratio Rank
CVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
CVX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LMT vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Chevron Corporation (CVX). 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.


LMTCVXDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.11

1.33

-0.22

Calmar ratioReturn relative to maximum drawdown

0.50

3.06

-2.56

Martin ratioReturn relative to average drawdown

1.21

7.76

-6.56

LMT vs. CVX - Sharpe Ratio Comparison

The current LMT Sharpe Ratio is 0.47, which is lower than the CVX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LMT and CVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LMTCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.94

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.65

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.37

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.37

0.00

Drawdowns

LMT vs. CVX - Drawdown Comparison

The maximum LMT drawdown since its inception was -79.29%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for LMT and CVX.


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Drawdown Indicators


LMTCVXDifference

Max Drawdown

Largest peak-to-trough decline

-79.29%

-55.77%

-23.52%

Max Drawdown (1Y)

Largest decline over 1 year

-25.15%

-13.99%

-11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-31.79%

-20.64%

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-24.95%

-6.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.67%

-55.77%

+19.10%

Current Drawdown

Current decline from peak

-22.09%

-10.48%

-11.61%

Average Drawdown

Average peak-to-trough decline

-26.84%

-11.39%

-15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

5.50%

+4.91%

Volatility

LMT vs. CVX - Volatility Comparison

The current volatility for Lockheed Martin Corporation (LMT) is 5.27%, while Chevron Corporation (CVX) has a volatility of 7.27%. This indicates that LMT experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMTCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

7.27%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

19.58%

17.77%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.59%

22.03%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

25.12%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

29.15%

-5.44%

Dividends

LMT vs. CVX - Dividend Comparison

LMT's dividend yield for the trailing twelve months is around 2.61%, less than CVX's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
LMT
Lockheed Martin Corporation
2.61%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. CVX - Financials Comparison

This section allows you to compare key financial metrics between Lockheed Martin Corporation and Chevron 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
18.02B
47.56B
(LMT) Total Revenue
(CVX) Total Revenue
Values in USD except per share items

LMT vs. CVX - Profitability Comparison

The chart below illustrates the profitability comparison between Lockheed Martin Corporation and Chevron Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
11.5%
9.6%
Portfolio components
LMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a gross profit of 2.08B and revenue of 18.02B. Therefore, the gross margin over that period was 11.5%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.

LMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported an operating income of 2.06B and revenue of 18.02B, resulting in an operating margin of 11.5%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.

LMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a net income of 1.49B and revenue of 18.02B, resulting in a net margin of 8.3%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.


Frequently Asked Questions


LMT and CVX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVX has higher volatility (7.27%) compared to LMT (5.27%). In terms of maximum drawdown, LMT dropped -79.29% vs CVX's -55.77%.

CVX currently has the higher Sharpe Ratio (1.94 vs 0.47), 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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