LOM.DE vs. LMT

Last updated Apr 3, 2026

Compare and contrast key facts about Lockheed Martin Corporation (LOM.DE) and Lockheed Martin Corporation (LMT).

Performance

LOM.DE vs. LMT - Performance Comparison

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

LOM.DE vs. LMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOM.DE Lockheed Martin Corporation	31.09%	-9.11%	17.42%	-8.04%
LMT Lockheed Martin Corporation	31.78%	-9.69%	17.28%	-6.23%

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with LOM.DE having a 31.09% return and LMT slightly higher at 31.78%.

LOM.DE

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

LMT

• 1D: 1.29%
• 1M: -6.14%
• YTD: 31.78%
• 6M: 28.33%
• 1Y: 32.60%
• 3Y*: 9.44%
• 5Y*: 14.42%
• 10Y*: 13.59%

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

Return for Risk

LOM.DE vs. LMT — 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

LMT

LMT Risk / Return Rank: 81
LMT Sharpe Ratio Rank: 84
LMT Sortino Ratio Rank: 76
LMT Omega Ratio Rank: 80
LMT Calmar Ratio Rank: 82
LMT Martin Ratio Rank: 81

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. LMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LOM.DE) and Lockheed Martin Corporation (LMT). 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	LMT	Difference
Sharpe ratio Return per unit of total volatility	1.20	1.18	+0.03
Sortino ratio Return per unit of downside risk	1.67	1.59	+0.07
Omega ratio Gain probability vs. loss probability	1.23	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	2.15	1.91	+0.24
Martin ratio Return relative to average drawdown	5.14	5.16	-0.02
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. LMT - Sharpe Ratio Comparison

The current LOM.DE Sharpe Ratio is 1.20, which is comparable to the LMT Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of LOM.DE and LMT, 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	LMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	1.18	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.60	-0.22

Correlation

The correlation between LOM.DE and LMT is 0.69, 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.

Dividends

LOM.DE vs. LMT - Dividend Comparison

LOM.DE's dividend yield for the trailing twelve months is around 1.86%, less than LMT's 2.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOM.DE Lockheed Martin Corporation	1.86%	2.47%	2.18%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%

Drawdowns

LOM.DE vs. LMT - Drawdown Comparison

The maximum LOM.DE drawdown since its inception was -35.59%, smaller than the maximum LMT drawdown of -44.76%. Use the drawdown chart below to compare losses from any high point for LOM.DE and LMT.

Drawdown Indicators

	LOM.DE	LMT	Difference
Max Drawdown Largest peak-to-trough decline	-35.59%	-79.29%	+43.70%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-15.56%	-0.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.79%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.67%	—
Current Drawdown Current decline from peak	-6.77%	-7.97%	+1.20%
Average Drawdown Average peak-to-trough decline	-13.15%	-26.86%	+13.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.66%	6.08%	+0.58%

Volatility

LOM.DE vs. LMT - Volatility Comparison

The current volatility for Lockheed Martin Corporation (LOM.DE) is 6.83%, while Lockheed Martin Corporation (LMT) has a volatility of 7.26%. This indicates that LOM.DE experiences smaller price fluctuations and is considered to be less risky than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOM.DE	LMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.83%	7.26%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	18.29%	19.23%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	26.58%	27.85%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	23.69%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	24.63%	-1.80%

Financials