LOM.DE vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Lockheed Martin Corporation (LOM.DE) and S&P 500 Index (^GSPC).

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.

LOM.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOM.DE Lockheed Martin Corporation	31.09%	-9.11%	17.42%	-8.04%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	14.79%

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 31.09% return, which is significantly higher than ^GSPC's -2.47% return.

LOM.DE

• 1D: 2.48%
• 1M: -5.42%
• YTD: 31.09%
• 6M: 28.08%
• 1Y: 32.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

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

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: 74
LOM.DE Sharpe Ratio Rank: 78
LOM.DE Sortino Ratio Rank: 70
LOM.DE Omega Ratio Rank: 71
LOM.DE Calmar Ratio Rank: 76
LOM.DE Martin Ratio Rank: 75

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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	1.20	0.41	+0.79
Sortino ratio Return per unit of downside risk	1.67	0.71	+0.96
Omega ratio Gain probability vs. loss probability	1.23	1.11	+0.12
Calmar ratio Return relative to maximum drawdown	2.15	0.62	+1.53
Martin ratio Return relative to average drawdown	5.14	2.56	+2.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOM.DE vs. ^GSPC - Sharpe Ratio Comparison

The current LOM.DE Sharpe Ratio is 1.20, which is higher than the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of LOM.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LOM.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.41	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.45	-0.07

Correlation

The correlation between LOM.DE and ^GSPC is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

LOM.DE vs. ^GSPC - Drawdown Comparison

The maximum LOM.DE drawdown since its inception was -35.59%, smaller than the maximum ^GSPC drawdown of -53.11%. 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	-35.59%	-56.78%	+21.19%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-9.10%	-6.83%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.77%	-5.67%	-1.10%
Average Drawdown Average peak-to-trough decline	-13.15%	-10.75%	-2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.66%	2.62%	+4.04%

Volatility

LOM.DE vs. ^GSPC - Volatility Comparison

Lockheed Martin Corporation (LOM.DE) has a higher volatility of 6.83% compared to S&P 500 Index (^GSPC) at 4.36%. 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.

Volatility by Period

	LOM.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.83%	4.36%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	18.29%	9.93%	+8.36%
Volatility (1Y) Calculated over the trailing 1-year period	26.58%	20.68%	+5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	16.80%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	18.63%	+4.20%