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LOM.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

LOM.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lockheed Martin Corporation (LOM.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LOM.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LOM.DE achieves a 9.45% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, LOM.DE has underperformed ^GSPC with an annualized return of 9.91%, while ^GSPC has yielded a comparatively higher 12.65% annualized return.


LOM.DE

1D
-1.47%
1M
1.29%
6M
-9.13%
YTD
9.45%
1Y
15.09%
3Y*
5.98%
5Y*
9.84%
10Y*
9.91%
ALL TIME*
15.60%

^GSPC

1D
0.01%
1M
-0.35%
6M
8.98%
YTD
11.89%
1Y
20.36%
3Y*
16.94%
5Y*
12.03%
10Y*
12.65%
ALL TIME*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOM.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOM.DE
Lockheed Martin Corporation
9.45%-8.77%17.97%-7.98%49.08%12.49%-14.87%57.22%-12.28%15.17%
^GSPC
S&P 500 Index
11.89%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between LOM.DE and ^GSPC is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

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

0.07

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.16

The correlation between LOM.DE and ^GSPC shifts across timeframes, from -0.04 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LOM.DE vs. ^GSPC — Risk / Return Rank

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

LOM.DE
LOM.DE Risk / Return Rank: 6060
Overall Rank
LOM.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LOM.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
LOM.DE Omega Ratio Rank: 5858
Omega Ratio Rank
LOM.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LOM.DE Martin Ratio Rank: 5959
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

LOM.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LOM.DE) and S&P 500 Index (^GSPC). 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.


LOM.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.58

2.70

-2.12

Martin ratioReturn relative to average drawdown

1.22

9.96

-8.74

LOM.DE vs. ^GSPC - Sharpe Ratio Comparison

The current LOM.DE Sharpe Ratio is 0.57, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of LOM.DE and ^GSPC, 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

LOM.DE vs. ^GSPC - Drawdown Comparison

The maximum LOM.DE drawdown since its inception was -55.29%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for LOM.DE and ^GSPC.


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Drawdown Indicators


LOM.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-55.29%

-50.14%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-25.88%

-7.57%

-18.31%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

-23.99%

-11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-23.99%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.42%

-33.42%

-2.00%

Current Drawdown

Current decline from peak

-22.22%

-1.73%

-20.49%

Average Drawdown

Average peak-to-trough decline

-12.62%

-8.49%

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

2.05%

+10.07%

Volatility

LOM.DE vs. ^GSPC - Volatility Comparison

Lockheed Martin Corporation (LOM.DE) has a higher volatility of 7.53% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that LOM.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOM.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

2.79%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.78%

9.21%

+10.57%

Volatility (1Y)

Calculated over the trailing 1-year period

26.49%

12.64%

+13.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

16.83%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

18.61%

+5.24%

Frequently Asked Questions


LOM.DE and ^GSPC have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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