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

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.

Loading graphics...

NOC vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOC
Northrop Grumman Corporation
20.03%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%
RTX
Raytheon Technologies Corporation
5.53%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%

Fundamentals

Market Cap

NOC:

$97.49B

RTX:

$262.67B

EPS

NOC:

$29.15

RTX:

$4.96

PE Ratio

NOC:

23.40

RTX:

38.88

PEG Ratio

NOC:

3.45

RTX:

1.54

PS Ratio

NOC:

2.33

RTX:

2.95

PB Ratio

NOC:

5.85

RTX:

4.03

Total Revenue (TTM)

NOC:

$41.95B

RTX:

$88.60B

Gross Profit (TTM)

NOC:

$6.02B

RTX:

$17.79B

EBITDA (TTM)

NOC:

$6.43B

RTX:

$13.63B

Returns By Period

In the year-to-date period, NOC achieves a 20.03% return, which is significantly higher than RTX's 5.53% return. Over the past 10 years, NOC has underperformed RTX with an annualized return of 14.86%, while RTX has yielded a comparatively higher 16.43% annualized return.


NOC

1D
1.59%
1M
-5.82%
YTD
20.03%
6M
12.78%
1Y
35.39%
3Y*
15.80%
5Y*
18.08%
10Y*
14.86%

RTX

1D
3.07%
1M
-4.80%
YTD
5.53%
6M
16.12%
1Y
48.09%
3Y*
28.12%
5Y*
22.79%
10Y*
16.43%
*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. RTX — 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: 7373
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

RTX
RTX Risk / Return Rank: 8888
Overall Rank
RTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RTX Omega Ratio Rank: 8787
Omega Ratio Rank
RTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
RTX Martin Ratio Rank: 9494
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. RTX - Risk-Adjusted Trends 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.


NOCRTXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.73

-0.50

Sortino ratio

Return per unit of downside risk

1.71

2.25

-0.55

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

2.27

3.36

-1.09

Martin ratio

Return relative to average drawdown

4.89

14.15

-9.25

NOC vs. RTX - Sharpe Ratio Comparison

The current NOC Sharpe Ratio is 1.23, which is comparable to the RTX Sharpe Ratio of 1.73. 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.


Loading graphics...

Sharpe Ratios by Period


NOCRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.73

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.97

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.60

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.44

+0.03

Correlation

The correlation between NOC and RTX is 0.38, 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. RTX - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.35%, less than RTX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
NOC
Northrop Grumman Corporation
1.35%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%
RTX
Raytheon Technologies Corporation
1.41%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Drawdowns

NOC vs. RTX - Drawdown Comparison

The maximum NOC drawdown since its inception was -71.12%, which is greater than RTX's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for NOC and RTX.


Loading graphics...

Drawdown Indicators


NOCRTXDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-55.14%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.56%

-14.57%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-32.84%

+10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-51.98%

+15.60%

Current Drawdown

Current decline from peak

-11.17%

-9.08%

-2.09%

Average Drawdown

Average peak-to-trough decline

-18.38%

-13.03%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

3.46%

+3.76%

Volatility

NOC vs. RTX - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 6.32%, while Raytheon Technologies Corporation (RTX) has a volatility of 7.24%. 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.


Loading graphics...

Volatility by Period


NOCRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

7.24%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.31%

18.20%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.91%

27.98%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.94%

23.54%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

27.57%

-2.39%

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


10.00B15.00B20.00B25.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.71B
24.24B
(NOC) Total Revenue
(RTX) Total Revenue
Values in USD except per share items

NOC vs. RTX - Profitability Comparison

The chart below illustrates the profitability comparison between Northrop Grumman Corporation and Raytheon Technologies 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%5.0%10.0%15.0%20.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
19.5%
Portfolio components
NOC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Northrop Grumman Corporation reported a gross profit of 0.00 and revenue of 11.71B. Therefore, the gross margin over that period was 0.0%.

RTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported a gross profit of 4.72B and revenue of 24.24B. Therefore, the gross margin over that period was 19.5%.

NOC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Northrop Grumman Corporation reported an operating income of 1.27B and revenue of 11.71B, resulting in an operating margin of 10.9%.

RTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported an operating income of 2.31B and revenue of 24.24B, resulting in an operating margin of 9.5%.

NOC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Northrop Grumman Corporation reported a net income of 1.43B and revenue of 11.71B, resulting in a net margin of 12.2%.

RTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Raytheon Technologies Corporation reported a net income of 1.62B and revenue of 24.24B, resulting in a net margin of 6.7%.