LMT vs. MRNA
LMT (Lockheed Martin Corporation) and MRNA (Moderna, Inc.) are both stocks. LMT operates in Aerospace & Defense (Industrials), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, LMT returned 8.55%/yr vs -24.19%/yr for MRNA. At a 0.07 correlation, their price movements are largely independent.
Performance
LMT vs. MRNA - Performance Comparison
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Returns By Period
In the year-to-date period, LMT achieves a 8.59% return, which is significantly lower than MRNA's 74.94% return.
LMT
- 1D
- 1.37%
- 1M
- 2.66%
- YTD
- 8.59%
- 6M
- 17.14%
- 1Y
- 10.54%
- 3Y*
- 7.35%
- 5Y*
- 8.55%
- 10Y*
- 10.94%
MRNA
- 1D
- 5.16%
- 1M
- 10.45%
- YTD
- 74.94%
- 6M
- 102.39%
- 1Y
- 89.18%
- 3Y*
- -26.31%
- 5Y*
- -24.19%
- 10Y*
- —
LMT vs. MRNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 8.59% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -8.26% |
MRNA Moderna, Inc. | 74.94% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -17.90% |
Correlation
The correlation between LMT and MRNA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018 | 0.07 |
The correlation between LMT and MRNA shifts across timeframes, from 0.05 (5 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
LMT:
$119.95B
MRNA:
$20.38B
LMT:
$20.61
MRNA:
-$8.16
LMT:
1.61
MRNA:
9.07
LMT:
16.02
MRNA:
2.75
LMT:
$75.12B
MRNA:
$2.23B
LMT:
$7.37B
MRNA:
-$309.00M
LMT:
$8.09B
MRNA:
-$3.02B
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Return for Risk
LMT vs. MRNA — Risk / Return Rank
LMT
MRNA
LMT vs. MRNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Moderna, Inc. (MRNA). 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.
| LMT | MRNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.53 | -2.10 |
| Martin ratioReturn relative to average drawdown | 1.02 | 5.00 | -3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMT | MRNA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.40 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.37 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.20 | +0.17 |
Drawdowns
LMT vs. MRNA - Drawdown Comparison
The maximum LMT drawdown since its inception was -79.29%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for LMT and MRNA.
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Drawdown Indicators
| LMT | MRNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -95.38% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -35.51% | +10.36% |
Max Drawdown (3Y)Largest decline over 3 years | -31.79% | -86.58% | +54.79% |
Max Drawdown (5Y)Largest decline over 5 years | -31.79% | -95.38% | +63.59% |
Max Drawdown (10Y)Largest decline over 10 years | -36.67% | — | — |
Current DrawdownCurrent decline from peak | -22.79% | -89.35% | +66.56% |
Average DrawdownAverage peak-to-trough decline | -26.84% | -56.66% | +29.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.32% | 17.90% | -7.58% |
Volatility
LMT vs. MRNA - Volatility Comparison
The current volatility for Lockheed Martin Corporation (LMT) is 5.29%, while Moderna, Inc. (MRNA) has a volatility of 18.65%. This indicates that LMT experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMT | MRNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 18.65% | -13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 48.15% | -28.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.57% | 64.07% | -37.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 66.39% | -43.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 71.92% | -48.22% |
Dividends
LMT vs. MRNA - Dividend Comparison
LMT's dividend yield for the trailing twelve months is around 2.63%, while MRNA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.63% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
MRNA Moderna, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LMT vs. MRNA - Financials Comparison
This section allows you to compare key financial metrics between Lockheed Martin Corporation and Moderna, 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 MRNA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (18.65%) compared to LMT (5.29%). In terms of maximum drawdown, LMT dropped -79.29% vs MRNA's -95.38%.
MRNA currently has the higher Sharpe Ratio (1.40 vs 0.40), 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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