NESN.SW vs. LMT
NESN.SW (Nestlé S.A.) and LMT (Lockheed Martin Corporation) are both stocks. NESN.SW operates in Packaged Foods (Consumer Defensive), while LMT operates in Aerospace & Defense (Industrials). Over the past 10 years, NESN.SW returned 3.43%/yr vs 8.83%/yr for LMT. At a 0.18 correlation, their price movements are largely independent.
Performance
NESN.SW vs. LMT - Performance Comparison
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Different Trading Currencies
NESN.SW is traded in CHF, while LMT is traded in USD. To make them comparable, the LMT values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESN.SW achieves a 1.36% return, which is significantly lower than LMT's 9.44% return. Over the past 10 years, NESN.SW has underperformed LMT with an annualized return of 3.43%, while LMT has yielded a comparatively higher 8.83% annualized return.
NESN.SW
- 1D
- -0.78%
- 1M
- -1.02%
- YTD
- 1.36%
- 6M
- 1.89%
- 1Y
- -7.95%
- 3Y*
- -7.76%
- 5Y*
- -4.52%
- 10Y*
- 3.43%
LMT
- 1D
- -0.40%
- 1M
- 6.31%
- YTD
- 9.44%
- 6M
- 11.83%
- 1Y
- 7.67%
- 3Y*
- 2.48%
- 5Y*
- 6.51%
- 10Y*
- 8.83%
NESN.SW vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 1.36% | 8.93% | -20.71% | -6.62% | -13.99% | 25.41% | 2.09% | 34.76% | -1.76% | 18.26% |
LMT Lockheed Martin Corporation | 9.44% | -10.47% | 18.69% | -12.88% | 42.40% | 6.19% | -14.38% | 49.95% | -15.53% | 26.17% |
Correlation
The correlation between NESN.SW and LMT is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.18 |
The correlation between NESN.SW and LMT shifts across timeframes, from -0.01 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NESN.SW vs. LMT — Risk / Return Rank
NESN.SW
LMT
NESN.SW vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) 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.
| NESN.SW | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.07 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.30 | -0.76 |
| Martin ratioReturn relative to average drawdown | -0.75 | 0.73 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NESN.SW | LMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.28 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.27 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.36 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Drawdowns
NESN.SW vs. LMT - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -39.85%, smaller than the maximum LMT drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for NESN.SW and LMT.
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Drawdown Indicators
| NESN.SW | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -60.00% | +20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -18.11% | -25.45% | +7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -30.19% | -37.63% | +7.44% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -37.63% | -0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -37.63% | -0.82% |
Current DrawdownCurrent decline from peak | -30.81% | -20.75% | -10.06% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -16.28% | +6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.76% | 10.53% | +1.23% |
Volatility
NESN.SW vs. LMT - Volatility Comparison
Nestlé S.A. (NESN.SW) has a higher volatility of 5.83% compared to Lockheed Martin Corporation (LMT) at 5.24%. This indicates that NESN.SW'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.
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Volatility by Period
| NESN.SW | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 5.24% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 19.99% | -5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 27.36% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 24.03% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 24.95% | -8.34% |
Dividends
NESN.SW vs. LMT - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 4.04%, more than LMT's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.62% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
NESN.SW Nestlé S.A. | 4.04% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
Financials
NESN.SW vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NESN.SW and LMT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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