NOC vs. SAFRY
NOC (Northrop Grumman Corporation) and SAFRY (Safran SA) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, NOC returned 11.31%/yr vs 18.93%/yr for SAFRY. At a 0.23 correlation, their price movements are largely independent.
Performance
NOC vs. SAFRY - Performance Comparison
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Returns By Period
In the year-to-date period, NOC achieves a -4.43% return, which is significantly lower than SAFRY's -1.63% return. Over the past 10 years, NOC has underperformed SAFRY with an annualized return of 11.31%, while SAFRY has yielded a comparatively higher 18.93% annualized return.
NOC
- 1D
- -0.66%
- 1M
- -1.15%
- YTD
- -4.43%
- 6M
- -1.56%
- 1Y
- 12.23%
- 3Y*
- 7.76%
- 5Y*
- 9.49%
- 10Y*
- 11.31%
SAFRY
- 1D
- -1.05%
- 1M
- 1.10%
- YTD
- -1.63%
- 6M
- -1.71%
- 1Y
- 12.83%
- 3Y*
- 33.61%
- 5Y*
- 18.45%
- 10Y*
- 18.93%
NOC vs. SAFRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | -4.43% | 23.61% | 1.93% | -12.79% | 43.02% | 29.29% | -9.92% | 42.69% | -18.95% | 33.88% |
SAFRY Safran SA | -1.63% | 61.48% | 24.75% | 42.67% | 2.63% | -13.43% | -8.37% | 31.49% | 17.99% | 46.30% |
Correlation
The correlation between NOC and SAFRY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2007 | 0.23 |
Fundamentals
NOC:
$77.07B
SAFRY:
$141.47B
NOC:
$31.95
SAFRY:
$3.89
NOC:
16.93
SAFRY:
21.79
NOC:
2.50
SAFRY:
0.01
NOC:
1.83
SAFRY:
2.41
NOC:
4.50
SAFRY:
9.54
NOC:
$42.37B
SAFRY:
$58.78B
NOC:
$8.69B
SAFRY:
$22.83B
NOC:
$7.50B
SAFRY:
$6.39B
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Return for Risk
NOC vs. SAFRY — Risk / Return Rank
NOC
SAFRY
NOC vs. SAFRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Safran SA (SAFRY). 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.
| NOC | SAFRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.52 | -0.13 |
| Martin ratioReturn relative to average drawdown | 1.05 | 1.37 | -0.32 |
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
| NOC | SAFRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.40 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.62 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.52 | -0.06 |
Drawdowns
NOC vs. SAFRY - Drawdown Comparison
The maximum NOC drawdown since its inception was -71.12%, which is greater than SAFRY's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for NOC and SAFRY.
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Drawdown Indicators
| NOC | SAFRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.12% | -65.58% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -31.20% | -24.57% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -31.20% | -24.57% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.20% | -41.98% | +10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.38% | -65.58% | +29.20% |
Current DrawdownCurrent decline from peak | -29.27% | -16.45% | -12.82% |
Average DrawdownAverage peak-to-trough decline | -18.40% | -12.25% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.72% | 9.42% | +2.30% |
Volatility
NOC vs. SAFRY - Volatility Comparison
The current volatility for Northrop Grumman Corporation (NOC) is 7.22%, while Safran SA (SAFRY) has a volatility of 10.83%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than SAFRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOC | SAFRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 10.83% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.13% | 28.62% | -7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.48% | 32.59% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.27% | 29.78% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 35.32% | -9.90% |
Dividends
NOC vs. SAFRY - Dividend Comparison
NOC's dividend yield for the trailing twelve months is around 1.74%, more than SAFRY's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.74% | 1.58% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% |
SAFRY Safran SA | 1.16% | 0.93% | 1.09% | 0.83% | 0.42% | 0.43% | 0.00% | 1.32% | 1.60% | 1.60% | 4.16% | 1.98% |
Financials
NOC vs. SAFRY - Financials Comparison
This section allows you to compare key financial metrics between Northrop Grumman Corporation and Safran SA. 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
NOC vs. SAFRY - Profitability Comparison
NOC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a gross profit of 1.96B and revenue of 9.88B. Therefore, the gross margin over that period was 19.8%.
SAFRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safran SA reported a gross profit of 1.96B and revenue of 16.20B. Therefore, the gross margin over that period was 12.1%.
NOC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported an operating income of 989.00M and revenue of 9.88B, resulting in an operating margin of 10.0%.
SAFRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safran SA reported an operating income of 1.91B and revenue of 16.20B, resulting in an operating margin of 11.8%.
NOC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a net income of 875.00M and revenue of 9.88B, resulting in a net margin of 8.9%.
SAFRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safran SA reported a net income of 2.12B and revenue of 16.20B, resulting in a net margin of 13.1%.
Frequently Asked Questions
NOC and SAFRY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAFRY has higher volatility (10.83%) compared to NOC (7.22%). In terms of maximum drawdown, NOC dropped -71.12% vs SAFRY's -65.58%.
NOC currently has the higher Sharpe Ratio (0.47 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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