PortfoliosLab logoPortfoliosLab logo
NDAQ vs. LMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NDAQ vs. LMT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, NDAQ achieves a -10.34% return, which is significantly lower than LMT's 7.12% return. Over the past 10 years, NDAQ has outperformed LMT with an annualized return of 16.73%, while LMT has yielded a comparatively lower 10.81% annualized return.


NDAQ

1D
-1.25%
1M
-4.92%
YTD
-10.34%
6M
-1.10%
1Y
4.84%
3Y*
17.14%
5Y*
10.36%
10Y*
16.73%

LMT

1D
-0.27%
1M
-0.53%
YTD
7.12%
6M
15.96%
1Y
9.51%
3Y*
6.88%
5Y*
8.25%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDAQ vs. LMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDAQ
Nasdaq, Inc.
-10.34%27.19%34.85%-3.66%-11.19%60.13%25.99%33.88%8.21%16.76%
LMT
Lockheed Martin Corporation
7.12%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%

Correlation

The correlation between NDAQ and LMT is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2002

0.28

Over the past year, the correlation between NDAQ and LMT has dropped to 0.02 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

NDAQ:

$49.63B

LMT:

$118.33B

EPS

NDAQ:

$3.32

LMT:

$20.61

PE Ratio

NDAQ:

26.16

LMT:

24.84

PS Ratio

NDAQ:

6.06

LMT:

1.59

PB Ratio

NDAQ:

4.12

LMT:

15.80

Total Revenue (TTM)

NDAQ:

$8.27B

LMT:

$75.12B

Gross Profit (TTM)

NDAQ:

$4.53B

LMT:

$7.37B

EBITDA (TTM)

NDAQ:

$3.11B

LMT:

$8.09B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NDAQ vs. LMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NDAQ
NDAQ Risk / Return Rank: 4444
Overall Rank
NDAQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NDAQ Sortino Ratio Rank: 3939
Sortino Ratio Rank
NDAQ Omega Ratio Rank: 4040
Omega Ratio Rank
NDAQ Calmar Ratio Rank: 4545
Calmar Ratio Rank
NDAQ Martin Ratio Rank: 4646
Martin Ratio Rank

LMT
LMT Risk / Return Rank: 4949
Overall Rank
LMT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 4545
Sortino Ratio Rank
LMT Omega Ratio Rank: 4646
Omega Ratio Rank
LMT Calmar Ratio Rank: 4949
Calmar Ratio Rank
LMT Martin Ratio Rank: 5050
Martin Ratio Rank
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.

NDAQ vs. LMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) 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.


NDAQLMTDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.06

1.09

-0.03

Calmar ratioReturn relative to maximum drawdown

0.22

0.38

-0.16

Martin ratioReturn relative to average drawdown

0.52

0.93

-0.41

NDAQ vs. LMT - Sharpe Ratio Comparison

The current NDAQ Sharpe Ratio is 0.20, which is lower than the LMT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of NDAQ and LMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NDAQLMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.36

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.36

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.46

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.38

0.00

Drawdowns

NDAQ vs. LMT - Drawdown Comparison

The maximum NDAQ drawdown since its inception was -68.48%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for NDAQ and LMT.


Loading charts...

Drawdown Indicators


NDAQLMTDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-79.29%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-21.76%

-25.15%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-31.79%

+10.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-31.79%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-36.67%

-1.64%

Current Drawdown

Current decline from peak

-13.76%

-23.84%

+10.08%

Average Drawdown

Average peak-to-trough decline

-23.82%

-26.84%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

10.22%

-0.98%

Volatility

NDAQ vs. LMT - Volatility Comparison

Nasdaq, Inc. (NDAQ) has a higher volatility of 7.32% compared to Lockheed Martin Corporation (LMT) at 5.45%. This indicates that NDAQ's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NDAQLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

5.45%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.64%

19.56%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.43%

26.54%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

22.89%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

23.71%

+0.54%

Dividends

NDAQ vs. LMT - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.24%, less than LMT's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
LMT
Lockheed Martin Corporation
2.67%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%
NDAQ
Nasdaq, Inc.
1.24%1.08%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%

Financials

NDAQ vs. LMT - Financials Comparison

This section allows you to compare key financial metrics between Nasdaq, Inc. and Lockheed Martin Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
2.14B
18.02B
(NDAQ) Total Revenue
(LMT) Total Revenue
Values in USD except per share items

NDAQ vs. LMT - Profitability Comparison

The chart below illustrates the profitability comparison between Nasdaq, Inc. and Lockheed Martin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
65.8%
11.5%
Portfolio components
NDAQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported a gross profit of 1.41B and revenue of 2.14B. Therefore, the gross margin over that period was 65.8%.

LMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a gross profit of 2.08B and revenue of 18.02B. Therefore, the gross margin over that period was 11.5%.

NDAQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported an operating income of 657.00M and revenue of 2.14B, resulting in an operating margin of 30.7%.

LMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported an operating income of 2.06B and revenue of 18.02B, resulting in an operating margin of 11.5%.

NDAQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nasdaq, Inc. reported a net income of 519.00M and revenue of 2.14B, resulting in a net margin of 24.3%.

LMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a net income of 1.49B and revenue of 18.02B, resulting in a net margin of 8.3%.


Frequently Asked Questions


NDAQ and LMT have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NDAQ has higher volatility (7.32%) compared to LMT (5.45%). In terms of maximum drawdown, NDAQ dropped -68.48% vs LMT's -79.29%.

LMT currently has the higher Sharpe Ratio (0.36 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NDAQ and LMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer