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NOC vs. RTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NOC and RTX is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NOC vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northrop Grumman Corporation (NOC) and Raytheon Technologies Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

18,000.00%20,000.00%22,000.00%24,000.00%NovemberDecember2025FebruaryMarchApril
19,236.48%
22,064.27%
NOC
RTX

Key characteristics

Sharpe Ratio

NOC:

0.00

RTX:

0.88

Sortino Ratio

NOC:

0.17

RTX:

1.29

Omega Ratio

NOC:

1.03

RTX:

1.21

Calmar Ratio

NOC:

0.00

RTX:

1.41

Martin Ratio

NOC:

0.00

RTX:

5.03

Ulcer Index

NOC:

8.73%

RTX:

4.52%

Daily Std Dev

NOC:

25.37%

RTX:

25.76%

Max Drawdown

NOC:

-69.38%

RTX:

-52.67%

Current Drawdown

NOC:

-14.31%

RTX:

-10.09%

Fundamentals

Market Cap

NOC:

$68.10B

RTX:

$160.58B

EPS

NOC:

$25.81

RTX:

$3.42

PE Ratio

NOC:

18.31

RTX:

35.17

PEG Ratio

NOC:

2.95

RTX:

1.24

PS Ratio

NOC:

1.69

RTX:

1.96

PB Ratio

NOC:

4.54

RTX:

2.61

Total Revenue (TTM)

NOC:

$40.37B

RTX:

$81.74B

Gross Profit (TTM)

NOC:

$15.70B

RTX:

$15.97B

EBITDA (TTM)

NOC:

$5.20B

RTX:

$12.78B

Returns By Period

In the year-to-date period, NOC achieves a -0.88% return, which is significantly lower than RTX's 5.93% return. Over the past 10 years, NOC has outperformed RTX with an annualized return of 13.06%, while RTX has yielded a comparatively lower 7.89% annualized return.


NOC

YTD

-0.88%

1M

-8.60%

6M

-10.80%

1Y

-0.74%

5Y*

8.22%

10Y*

13.06%

RTX

YTD

5.93%

1M

-10.09%

6M

-1.54%

1Y

23.39%

5Y*

16.90%

10Y*

7.89%

*Annualized

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Risk-Adjusted Performance

NOC vs. RTX — Risk-Adjusted Performance Rank

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

NOC
The Risk-Adjusted Performance Rank of NOC is 4848
Overall Rank
The Sharpe Ratio Rank of NOC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of NOC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NOC is 4343
Omega Ratio Rank
The Calmar Ratio Rank of NOC is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NOC is 5252
Martin Ratio Rank

RTX
The Risk-Adjusted Performance Rank of RTX is 8282
Overall Rank
The Sharpe Ratio Rank of RTX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RTX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RTX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of RTX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RTX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NOC vs. RTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Raytheon Technologies Corporation (RTX). 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.


The chart of Sharpe ratio for NOC, currently valued at 0.00, compared to the broader market-2.00-1.000.001.002.003.00
NOC: 0.00
RTX: 0.88
The chart of Sortino ratio for NOC, currently valued at 0.17, compared to the broader market-6.00-4.00-2.000.002.004.00
NOC: 0.17
RTX: 1.29
The chart of Omega ratio for NOC, currently valued at 1.03, compared to the broader market0.501.001.502.00
NOC: 1.03
RTX: 1.21
The chart of Calmar ratio for NOC, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
NOC: 0.00
RTX: 1.41
The chart of Martin ratio for NOC, currently valued at 0.00, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NOC: 0.00
RTX: 5.03

The current NOC Sharpe Ratio is 0.00, which is lower than the RTX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of NOC and RTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.00
0.88
NOC
RTX

Dividends

NOC vs. RTX - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.78%, less than RTX's 2.07% yield.


TTM20242023202220212020201920182017201620152014
NOC
Northrop Grumman Corporation
1.78%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
RTX
Raytheon Technologies Corporation
2.07%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%

Drawdowns

NOC vs. RTX - Drawdown Comparison

The maximum NOC drawdown since its inception was -69.38%, which is greater than RTX's maximum drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for NOC and RTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.31%
-10.09%
NOC
RTX

Volatility

NOC vs. RTX - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 16.68%, while Raytheon Technologies Corporation (RTX) has a volatility of 17.90%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.68%
17.90%
NOC
RTX

Financials

NOC vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Northrop Grumman Corporation and Raytheon Technologies 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


Values in USD except per share items