NOC vs. CAT
Compare and contrast key facts about Northrop Grumman Corporation (NOC) and Caterpillar Inc. (CAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOC or CAT.
Performance
NOC vs. CAT - Performance Comparison
Returns By Period
In the year-to-date period, NOC achieves a 6.34% return, which is significantly lower than CAT's 31.98% return. Over the past 10 years, NOC has underperformed CAT with an annualized return of 15.37%, while CAT has yielded a comparatively higher 17.31% annualized return.
NOC
6.34%
-7.37%
5.72%
7.68%
8.63%
15.37%
CAT
31.98%
-2.14%
8.63%
54.20%
24.61%
17.31%
Fundamentals
| NOC | CAT | |
|---|---|---|
| Market Cap | $77.42B | $189.75B |
| EPS | $16.22 | $21.53 |
| PE Ratio | 32.76 | 18.25 |
| PEG Ratio | 0.93 | 2.70 |
| Total Revenue (TTM) | $40.99B | $65.66B |
| Gross Profit (TTM) | $6.92B | $23.58B |
| EBITDA (TTM) | $4.24B | $15.75B |
Key characteristics
| NOC | CAT | |
|---|---|---|
| Sharpe Ratio | 0.43 | 2.09 |
| Sortino Ratio | 0.71 | 2.83 |
| Omega Ratio | 1.10 | 1.37 |
| Calmar Ratio | 0.37 | 3.50 |
| Martin Ratio | 1.39 | 8.06 |
| Ulcer Index | 5.55% | 6.87% |
| Daily Std Dev | 18.14% | 26.50% |
| Max Drawdown | -69.38% | -73.43% |
| Current Drawdown | -9.60% | -7.87% |
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Correlation
The correlation between NOC and CAT is 0.28, 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.
Risk-Adjusted Performance
NOC vs. CAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Caterpillar Inc. (CAT). 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.
Dividends
NOC vs. CAT - Dividend Comparison
NOC's dividend yield for the trailing twelve months is around 1.60%, more than CAT's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.60% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
CAT Caterpillar Inc. | 1.41% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Drawdowns
NOC vs. CAT - Drawdown Comparison
The maximum NOC drawdown since its inception was -69.38%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for NOC and CAT. For additional features, visit the drawdowns tool.
Volatility
NOC vs. CAT - Volatility Comparison
The current volatility for Northrop Grumman Corporation (NOC) is 6.44%, while Caterpillar Inc. (CAT) has a volatility of 10.55%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOC vs. CAT - Financials Comparison
This section allows you to compare key financial metrics between Northrop Grumman Corporation and Caterpillar Inc.. 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