LOM.DE vs. VONG

Last updated Apr 3, 2026

Compare and contrast key facts about Lockheed Martin Corporation (LOM.DE) and Vanguard Russell 1000 Growth ETF (VONG).

VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.

Performance

LOM.DE vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lockheed Martin Corporation (LOM.DE) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

LOM.DE vs. VONG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOM.DE Lockheed Martin Corporation	31.09%	-9.11%	17.42%	-8.04%
VONG Vanguard Russell 1000 Growth ETF	-7.33%	4.39%	41.99%	24.62%

Different Trading Currencies

LOM.DE is traded in EUR, while VONG is traded in USD. To make them comparable, the VONG 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 VONG's -7.33% return.

LOM.DE

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

VONG

• 1D: 0.44%
• 1M: -3.41%
• YTD: -7.33%
• 6M: -7.13%
• 1Y: 10.56%
• 3Y*: 19.16%
• 5Y*: 13.01%
• 10Y*: 16.63%

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

Return for Risk

LOM.DE vs. VONG — 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

VONG

VONG Risk / Return Rank: 39
VONG Sharpe Ratio Rank: 38
VONG Sortino Ratio Rank: 44
VONG Omega Ratio Rank: 43
VONG Calmar Ratio Rank: 36
VONG Martin Ratio Rank: 35

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. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lockheed Martin Corporation (LOM.DE) and Vanguard Russell 1000 Growth ETF (VONG). 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	VONG	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.43	+0.77
Sortino ratio Return per unit of downside risk	1.67	0.77	+0.90
Omega ratio Gain probability vs. loss probability	1.23	1.11	+0.12
Calmar ratio Return relative to maximum drawdown	2.15	0.73	+1.42
Martin ratio Return relative to average drawdown	5.14	2.00	+3.13
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. VONG - Sharpe Ratio Comparison

The current LOM.DE Sharpe Ratio is 1.20, which is higher than the VONG Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of LOM.DE and VONG, 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	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.43	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.88	-0.49

Correlation

The correlation between LOM.DE and VONG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

LOM.DE vs. VONG - Dividend Comparison

LOM.DE's dividend yield for the trailing twelve months is around 1.86%, more than VONG's 0.50% 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%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Drawdowns

LOM.DE vs. VONG - Drawdown Comparison

The maximum LOM.DE drawdown since its inception was -35.59%, which is greater than VONG's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for LOM.DE and VONG.

Drawdown Indicators

	LOM.DE	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-35.59%	-32.72%	-2.87%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-16.23%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.72%	—
Current Drawdown Current decline from peak	-6.77%	-12.30%	+5.53%
Average Drawdown Average peak-to-trough decline	-13.15%	-4.90%	-8.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.66%	4.84%	+1.82%

Volatility

LOM.DE vs. VONG - Volatility Comparison

Lockheed Martin Corporation (LOM.DE) has a higher volatility of 6.83% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.74%. This indicates that LOM.DE's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOM.DE	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.83%	5.74%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	18.29%	12.60%	+5.69%
Volatility (1Y) Calculated over the trailing 1-year period	26.58%	24.63%	+1.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	21.12%	+1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	21.24%	+1.59%