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

Performance

LMT vs. NOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lockheed Martin Corporation (LMT) and Northrop Grumman Corporation (NOC). 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 21.91% return, which is significantly higher than NOC's -4.14% return. Both investments have delivered pretty close results over the past 10 years, with LMT having a 11.44% annualized return and NOC not far behind at 11.28%.


LMT

1D
1.50%
1M
6.75%
6M
-7.03%
YTD
21.91%
1Y
42.15%
3Y*
11.85%
5Y*
12.40%
10Y*
11.44%
ALL TIME*
12.37%

NOC

1D
1.43%
1M
-1.19%
6M
-21.04%
YTD
-4.14%
1Y
-6.05%
3Y*
8.36%
5Y*
10.13%
10Y*
11.28%
ALL TIME*
12.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$862.45M$661.19M$684.61M
$545.76M$521.87M$523.59M

LMT vs. NOC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMT
Lockheed Martin Corporation
21.91%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%
NOC
Northrop Grumman Corporation
-4.14%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%

Correlation

The correlation between LMT and NOC is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1981

0.48

Over the past year, LMT and NOC have become more correlated (0.72) than their long-term average of 0.48, meaning their price movements have been converging.

Fundamentals

Market Cap

LMT:

$134.49B

NOC:

$77.07B

EPS

LMT:

$27.13

NOC:

$31.48

PE Ratio

LMT:

21.48

NOC:

17.23

PS Ratio

LMT:

1.75

NOC:

1.81

PB Ratio

LMT:

15.36

NOC:

4.32

Total Revenue (TTM)

LMT:

$77.02B

NOC:

$42.89B

Gross Profit (TTM)

LMT:

$9.09B

NOC:

$8.60B

EBITDA (TTM)

LMT:

$9.86B

NOC:

$6.84B

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Return for Risk

LMT vs. NOC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LMT
LMT Risk / Return Rank: 8080
Overall Rank
LMT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 8585
Sortino Ratio Rank
LMT Omega Ratio Rank: 8282
Omega Ratio Rank
LMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
LMT Martin Ratio Rank: 7373
Martin Ratio Rank

NOC
NOC Risk / Return Rank: 3636
Overall Rank
NOC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 3232
Sortino Ratio Rank
NOC Omega Ratio Rank: 3232
Omega Ratio Rank
NOC Calmar Ratio Rank: 4040
Calmar Ratio Rank
NOC Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LMT vs. NOC - Risk-Adjusted Trends Comparison

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


LMTNOCDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.28

0.99

+0.29

Calmar ratioReturn relative to maximum drawdown

1.58

-0.13

+1.70

Martin ratioReturn relative to average drawdown

3.33

-0.27

+3.60

LMT vs. NOC - Sharpe Ratio Comparison

The current LMT Sharpe Ratio is 1.56, which is higher than the NOC Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of LMT and NOC, 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. NOC - Drawdown Comparison

The maximum LMT drawdown since its inception was -79.29%, which is greater than NOC's maximum drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for LMT and NOC.


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Drawdown Indicators


LMTNOCDifference

Max Drawdown

Largest peak-to-trough decline

-79.29%

-71.12%

-8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-35.13%

+8.26%

Max Drawdown (3Y)

Largest decline over 3 years

-31.79%

-35.13%

+3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-35.13%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.67%

-36.38%

-0.29%

Current Drawdown

Current decline from peak

-13.32%

-29.06%

+15.74%

Average Drawdown

Average peak-to-trough decline

-26.82%

-18.44%

-8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

16.55%

-3.86%

Volatility

LMT vs. NOC - Volatility Comparison

Lockheed Martin Corporation (LMT) has a higher volatility of 12.21% compared to Northrop Grumman Corporation (NOC) at 8.69%. This indicates that LMT's price experiences larger fluctuations and is considered to be riskier than NOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMTNOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

8.69%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

21.67%

20.69%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

27.20%

26.15%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.76%

25.67%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

25.65%

-1.46%

Dividends

LMT vs. NOC - Dividend Comparison

LMT's dividend yield for the trailing twelve months is around 2.34%, more than NOC's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
NOC
Northrop Grumman Corporation
1.73%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%

Financials

LMT vs. NOC - Financials Comparison

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


Values in USD except per share items

LMT vs. NOC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

LMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lockheed Martin Corporation reported a gross profit of 2.45B and revenue of 20.06B. Therefore, the gross margin over that period was 12.2%.

NOC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Northrop Grumman Corporation reported a gross profit of 2.12B and revenue of 10.88B. Therefore, the gross margin over that period was 19.5%.

LMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lockheed Martin Corporation reported an operating income of 2.48B and revenue of 20.06B, resulting in an operating margin of 12.4%.

NOC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Northrop Grumman Corporation reported an operating income of 1.10B and revenue of 10.88B, resulting in an operating margin of 10.1%.

LMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lockheed Martin Corporation reported a net income of 1.84B and revenue of 20.06B, resulting in a net margin of 9.2%.

NOC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Northrop Grumman Corporation reported a net income of 1.09B and revenue of 10.88B, resulting in a net margin of 10.1%.


Frequently Asked Questions


LMT and NOC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LMT has higher volatility (12.21%) compared to NOC (8.69%). In terms of maximum drawdown, LMT dropped -79.29% vs NOC's -71.12%.

LMT currently has the higher Sharpe Ratio (1.56 vs -0.17), 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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