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

Performance

LMT vs. MRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lockheed Martin Corporation (LMT) and Marsh & McLennan Companies, Inc (MRSH). 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 13.04% return, which is significantly higher than MRSH's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with LMT having a 11.37% annualized return and MRSH not far ahead at 11.75%.


LMT

1D
-1.52%
1M
5.40%
YTD
13.04%
6M
13.84%
1Y
14.07%
3Y*
8.98%
5Y*
9.78%
10Y*
11.37%

MRSH

1D
0.32%
1M
4.74%
YTD
-8.15%
6M
-8.49%
1Y
-20.92%
3Y*
-0.08%
5Y*
5.55%
10Y*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMT vs. MRSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMT
Lockheed Martin Corporation
13.04%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%
MRSH
Marsh & McLennan Companies, Inc
-8.15%-11.26%13.75%16.15%-3.45%50.83%6.86%42.33%-0.14%22.73%

Correlation

The correlation between LMT and MRSH 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

0.28

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

0.29

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

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.29

The correlation between LMT and MRSH shifts across timeframes, from 0.16 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LMT:

$124.87B

MRSH:

$81.98B

EPS

LMT:

$20.61

MRSH:

$7.99

PE Ratio

LMT:

26.21

MRSH:

21.11

PS Ratio

LMT:

1.67

MRSH:

3.01

PB Ratio

LMT:

16.67

MRSH:

5.54

Total Revenue (TTM)

LMT:

$75.12B

MRSH:

$27.52B

Gross Profit (TTM)

LMT:

$7.37B

MRSH:

$11.66B

EBITDA (TTM)

LMT:

$8.09B

MRSH:

$6.68B

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Return for Risk

LMT vs. MRSH — Risk / Return Rank

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

LMT
LMT Risk / Return Rank: 6060
Overall Rank
LMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 5858
Sortino Ratio Rank
LMT Omega Ratio Rank: 5959
Omega Ratio Rank
LMT Calmar Ratio Rank: 5959
Calmar Ratio Rank
LMT Martin Ratio Rank: 6060
Martin Ratio Rank

MRSH
MRSH Risk / Return Rank: 99
Overall Rank
MRSH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MRSH Sortino Ratio Rank: 1010
Sortino Ratio Rank
MRSH Omega Ratio Rank: 99
Omega Ratio Rank
MRSH Calmar Ratio Rank: 1212
Calmar Ratio Rank
MRSH Martin Ratio Rank: 99
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. MRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Marsh & McLennan Companies, Inc (MRSH). 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.


LMTMRSHDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.14

0.85

+0.30

Calmar ratioReturn relative to maximum drawdown

0.73

-0.80

+1.53

Martin ratioReturn relative to average drawdown

1.69

-1.40

+3.09

LMT vs. MRSH - Sharpe Ratio Comparison

The current LMT Sharpe Ratio is 0.69, which is higher than the MRSH Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of LMT and MRSH, 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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Drawdowns

LMT vs. MRSH - Drawdown Comparison

The maximum LMT drawdown since its inception was -79.29%, which is greater than MRSH's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for LMT and MRSH.


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Drawdown Indicators


LMTMRSHDifference

Max Drawdown

Largest peak-to-trough decline

-79.29%

-67.46%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-25.15%

-27.01%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-31.79%

-34.36%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-34.36%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-36.67%

-35.80%

-0.87%

Current Drawdown

Current decline from peak

-19.63%

-29.62%

+9.99%

Average Drawdown

Average peak-to-trough decline

-26.83%

-17.41%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

15.50%

-4.69%

Volatility

LMT vs. MRSH - Volatility Comparison

Lockheed Martin Corporation (LMT) and Marsh & McLennan Companies, Inc (MRSH) have volatilities of 7.02% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMTMRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.91%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

19.10%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

26.71%

23.47%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.99%

20.20%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.76%

20.94%

+2.82%

Dividends

LMT vs. MRSH - Dividend Comparison

LMT's dividend yield for the trailing twelve months is around 2.53%, more than MRSH's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MRSH
Marsh & McLennan Companies, Inc
2.13%1.85%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%

Financials

LMT vs. MRSH - Financials Comparison

This section allows you to compare key financial metrics between Lockheed Martin Corporation and Marsh & McLennan Companies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B20222023202420252026
18.02B
7.60B
(LMT) Total Revenue
(MRSH) Total Revenue
Values in USD except per share items

LMT vs. MRSH - Profitability Comparison

The chart below illustrates the profitability comparison between Lockheed Martin Corporation and Marsh & McLennan Companies, Inc 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%10.0%20.0%30.0%40.0%50.0%20222023202420252026
11.5%
45.6%
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%.

MRSH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a gross profit of 3.47B and revenue of 7.60B. Therefore, the gross margin over that period was 45.6%.

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%.

MRSH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported an operating income of 1.75B and revenue of 7.60B, resulting in an operating margin of 23.1%.

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%.

MRSH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a net income of 1.15B and revenue of 7.60B, resulting in a net margin of 15.1%.


Frequently Asked Questions


LMT and MRSH 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.

LMT has higher volatility (7.02%) compared to MRSH (6.91%). In terms of maximum drawdown, LMT dropped -79.29% vs MRSH's -67.46%.

LMT currently has the higher Sharpe Ratio (0.69 vs -0.93), 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.

Portfolio Optimizer

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