LOM.DE vs. ^GSPC
LOM.DE (Lockheed Martin Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, LOM.DE returned 9.91%/yr vs 12.65%/yr for ^GSPC. At a 0.16 correlation, their price movements are largely independent.
Performance
LOM.DE vs. ^GSPC - Performance Comparison
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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%
LOM.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LOM.DE
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.22% | -1.73% | -20.49% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -8.49% | -4.13% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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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