LOM.DE vs. ^GSPC

Last updated Jun 5, 2026

LOM.DE (Lockheed Martin Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.00 correlation, their price movements are largely independent.

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.

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 8.10% return, which is significantly lower than ^GSPC's 12.06% return.

LOM.DE

• 1D: -1.62%
• 1M: 2.95%
• YTD: 8.10%
• 6M: 15.86%
• 1Y: 8.36%
• 3Y*: 3.85%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.00%
• 1M: 4.16%
• YTD: 12.06%
• 6M: 10.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOM.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
LOM.DE Lockheed Martin Corporation	8.10%	0.06%
^GSPC S&P 500 Index	9.98%	10.65%

Correlation

The correlation between LOM.DE and ^GSPC is 0.00, 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 (All Time) Calculated using the full available price history since Jun 9, 2025	0.00

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: 46
LOM.DE Sharpe Ratio Rank: 50
LOM.DE Sortino Ratio Rank: 43
LOM.DE Omega Ratio Rank: 43
LOM.DE Calmar Ratio Rank: 47
LOM.DE Martin Ratio Rank: 48

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.

	LOM.DE	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	0.25	—	—
Sortino ratio: Return per unit of downside risk	0.52	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.26	—	—
Martin ratio: Return relative to average drawdown	0.64	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LOM.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	1.98	-1.90

Drawdowns

LOM.DE vs. ^GSPC - Drawdown Comparison

The maximum LOM.DE drawdown since its inception was -35.60%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for LOM.DE and ^GSPC.

Drawdown Indicators

	LOM.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-35.60%	-7.57%	-28.03%
Max Drawdown (1Y) Largest decline over 1 year	-25.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-35.60%	—	—
Current Drawdown Current decline from peak	-23.12%	-0.20%	-22.92%
Average Drawdown Average peak-to-trough decline	-13.51%	-1.39%	-12.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.54%	—	—

Volatility

Volatility by Period

	LOM.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.79%	12.22%	+14.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.99%	12.22%	+10.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.99%	12.22%	+10.77%

Frequently Asked Questions

Can I hold both LOM.DE and ^GSPC in my portfolio?

LOM.DE and ^GSPC have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.