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LMT vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LMT and VTI 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.


-0.50.00.51.0
Correlation: 0.4

Performance

LMT vs. VTI - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,153.92%
617.83%
LMT
VTI

Key characteristics

Sharpe Ratio

LMT:

0.17

VTI:

0.50

Sortino Ratio

LMT:

0.37

VTI:

0.84

Omega Ratio

LMT:

1.06

VTI:

1.12

Calmar Ratio

LMT:

0.13

VTI:

0.52

Martin Ratio

LMT:

0.25

VTI:

2.14

Ulcer Index

LMT:

15.11%

VTI:

4.72%

Daily Std Dev

LMT:

22.85%

VTI:

20.04%

Max Drawdown

LMT:

-70.23%

VTI:

-55.45%

Current Drawdown

LMT:

-23.01%

VTI:

-10.95%

Returns By Period

In the year-to-date period, LMT achieves a -3.23% return, which is significantly higher than VTI's -6.86% return. Over the past 10 years, LMT has outperformed VTI with an annualized return of 12.19%, while VTI has yielded a comparatively lower 11.34% annualized return.


LMT

YTD

-3.23%

1M

5.60%

6M

-16.13%

1Y

4.34%

5Y*

6.97%

10Y*

12.19%

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

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Risk-Adjusted Performance

LMT vs. VTI — Risk-Adjusted Performance Rank

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

LMT
The Risk-Adjusted Performance Rank of LMT is 5454
Overall Rank
The Sharpe Ratio Rank of LMT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of LMT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of LMT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of LMT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of LMT is 5656
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LMT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LMT) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for LMT, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
LMT: 0.17
VTI: 0.50
The chart of Sortino ratio for LMT, currently valued at 0.37, compared to the broader market-6.00-4.00-2.000.002.004.00
LMT: 0.37
VTI: 0.84
The chart of Omega ratio for LMT, currently valued at 1.06, compared to the broader market0.501.001.502.00
LMT: 1.06
VTI: 1.12
The chart of Calmar ratio for LMT, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
LMT: 0.13
VTI: 0.52
The chart of Martin ratio for LMT, currently valued at 0.25, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LMT: 0.25
VTI: 2.14

The current LMT Sharpe Ratio is 0.17, which is lower than the VTI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of LMT and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
0.50
LMT
VTI

Dividends

LMT vs. VTI - Dividend Comparison

LMT's dividend yield for the trailing twelve months is around 2.76%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
LMT
Lockheed Martin Corporation
2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

LMT vs. VTI - Drawdown Comparison

The maximum LMT drawdown since its inception was -70.23%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LMT and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.01%
-10.95%
LMT
VTI

Volatility

LMT vs. VTI - Volatility Comparison

The current volatility for Lockheed Martin Corporation (LMT) is 8.82%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.84%. This indicates that LMT experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.82%
14.84%
LMT
VTI