LMT vs. VOO
Compare and contrast key facts about Lockheed Martin Corporation (LMT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMT or VOO.
Performance
LMT vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, LMT achieves a 19.46% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, LMT has outperformed VOO with an annualized return of 14.16%, while VOO has yielded a comparatively lower 13.12% annualized return.
LMT
19.46%
-13.22%
15.29%
22.62%
9.22%
14.16%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| LMT | VOO | |
|---|---|---|
| Sharpe Ratio | 1.37 | 2.64 |
| Sortino Ratio | 1.94 | 3.53 |
| Omega Ratio | 1.28 | 1.49 |
| Calmar Ratio | 1.50 | 3.81 |
| Martin Ratio | 5.40 | 17.34 |
| Ulcer Index | 4.14% | 1.86% |
| Daily Std Dev | 16.40% | 12.20% |
| Max Drawdown | -70.23% | -33.99% |
| Current Drawdown | -13.62% | -2.16% |
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Correlation
The correlation between LMT and VOO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LMT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
LMT vs. VOO - Dividend Comparison
LMT's dividend yield for the trailing twelve months is around 2.37%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.37% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
LMT vs. VOO - Drawdown Comparison
The maximum LMT drawdown since its inception was -70.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LMT and VOO. For additional features, visit the drawdowns tool.
Volatility
LMT vs. VOO - Volatility Comparison
Lockheed Martin Corporation (LMT) has a higher volatility of 7.98% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that LMT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.