PortfoliosLab logoPortfoliosLab logo
NOC vs. RGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NOC vs. RGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northrop Grumman Corporation (NOC) and Sturm, Ruger & Company, Inc. (RGR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NOC vs. RGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOC
Northrop Grumman Corporation
22.63%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%
RGR
Sturm, Ruger & Company, Inc.
25.50%-6.13%-20.91%-8.04%-15.41%9.30%50.28%-10.14%-2.84%8.65%

Fundamentals

EPS

NOC:

$29.15

RGR:

-$0.72

PS Ratio

NOC:

2.38

RGR:

1.13

Total Revenue (TTM)

NOC:

$41.95B

RGR:

$395.00M

Gross Profit (TTM)

NOC:

$6.02B

RGR:

$54.20M

EBITDA (TTM)

NOC:

$6.43B

RGR:

-$1.84M

Returns By Period

In the year-to-date period, NOC achieves a 22.63% return, which is significantly lower than RGR's 25.50% return. Over the past 10 years, NOC has outperformed RGR with an annualized return of 15.11%, while RGR has yielded a comparatively lower -1.62% annualized return.


NOC

1D
2.16%
1M
-9.25%
YTD
22.63%
6M
15.96%
1Y
38.02%
3Y*
16.63%
5Y*
18.58%
10Y*
15.11%

RGR

1D
2.00%
1M
7.97%
YTD
25.50%
6M
-6.78%
1Y
5.02%
3Y*
-9.17%
5Y*
-5.50%
10Y*
-1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

NOC vs. RGR — Risk / Return Rank

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

NOC
NOC Risk / Return Rank: 7878
Overall Rank
NOC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 7474
Sortino Ratio Rank
NOC Omega Ratio Rank: 7878
Omega Ratio Rank
NOC Calmar Ratio Rank: 8181
Calmar Ratio Rank
NOC Martin Ratio Rank: 7777
Martin Ratio Rank

RGR
RGR Risk / Return Rank: 4343
Overall Rank
RGR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RGR Sortino Ratio Rank: 3939
Sortino Ratio Rank
RGR Omega Ratio Rank: 4141
Omega Ratio Rank
RGR Calmar Ratio Rank: 4444
Calmar Ratio Rank
RGR Martin Ratio Rank: 4545
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.

NOC vs. RGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Sturm, Ruger & Company, Inc. (RGR). 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.


NOCRGRDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.13

+1.19

Sortino ratio

Return per unit of downside risk

1.80

0.41

+1.39

Omega ratio

Gain probability vs. loss probability

1.28

1.07

+0.21

Calmar ratio

Return relative to maximum drawdown

2.46

0.14

+2.32

Martin ratio

Return relative to average drawdown

5.29

0.30

+4.99

NOC vs. RGR - Sharpe Ratio Comparison

The current NOC Sharpe Ratio is 1.32, which is higher than the RGR Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of NOC and RGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NOCRGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.13

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

-0.18

+0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.05

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.22

+0.27

Correlation

The correlation between NOC and RGR is 0.15, 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.


Dividends

NOC vs. RGR - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.33%, more than RGR's 1.12% yield.


TTM20252024202320222021202020192018201720162015
NOC
Northrop Grumman Corporation
1.33%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%
RGR
Sturm, Ruger & Company, Inc.
1.12%1.90%1.95%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%

Drawdowns

NOC vs. RGR - Drawdown Comparison

The maximum NOC drawdown since its inception was -71.12%, smaller than the maximum RGR drawdown of -79.69%. Use the drawdown chart below to compare losses from any high point for NOC and RGR.


Loading graphics...

Drawdown Indicators


NOCRGRDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-79.69%

+8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.56%

-38.79%

+23.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-60.59%

+38.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-60.59%

+24.21%

Current Drawdown

Current decline from peak

-9.25%

-43.94%

+34.69%

Average Drawdown

Average peak-to-trough decline

-18.38%

-31.89%

+13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

17.88%

-10.64%

Volatility

NOC vs. RGR - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 6.83%, while Sturm, Ruger & Company, Inc. (RGR) has a volatility of 10.94%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than RGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NOCRGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

10.94%

-4.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

31.38%

-12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

28.98%

39.13%

-10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

30.37%

-5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.19%

33.39%

-8.20%

Financials

NOC vs. RGR - Financials Comparison

This section allows you to compare key financial metrics between Northrop Grumman Corporation and Sturm, Ruger & Company, 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.71B
0
(NOC) Total Revenue
(RGR) Total Revenue
Values in USD except per share items