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NOC vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOC vs. TSLA - Performance Comparison

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

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Returns By Period

In the year-to-date period, NOC achieves a -2.75% return, which is significantly higher than TSLA's -9.63% return. Over the past 10 years, NOC has underperformed TSLA with an annualized return of 11.53%, while TSLA has yielded a comparatively higher 39.72% annualized return.


NOC

1D
-0.40%
1M
0.17%
YTD
-2.75%
6M
-2.67%
1Y
12.44%
3Y*
8.64%
5Y*
9.73%
10Y*
11.53%

TSLA

1D
1.82%
1M
-8.72%
YTD
-9.63%
6M
-11.45%
1Y
27.36%
3Y*
16.25%
5Y*
14.86%
10Y*
39.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOC vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOC
Northrop Grumman Corporation
-2.75%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%

Correlation

The correlation between NOC and TSLA is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2010

0.13

The correlation between NOC and TSLA shifts across timeframes, from -0.00 (3 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NOC:

$78.42B

TSLA:

$1.44T

EPS

NOC:

$31.95

TSLA:

$1.10

PE Ratio

NOC:

17.22

TSLA:

370.20

PEG Ratio

NOC:

2.54

TSLA:

45.29

PS Ratio

NOC:

1.86

TSLA:

14.66

PB Ratio

NOC:

4.58

TSLA:

17.10

Total Revenue (TTM)

NOC:

$42.37B

TSLA:

$97.88B

Gross Profit (TTM)

NOC:

$8.69B

TSLA:

$18.66B

EBITDA (TTM)

NOC:

$7.50B

TSLA:

$10.48B

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Return for Risk

NOC vs. TSLA — Risk / Return Rank

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

NOC
NOC Risk / Return Rank: 5454
Overall Rank
NOC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 5353
Sortino Ratio Rank
NOC Omega Ratio Rank: 5252
Omega Ratio Rank
NOC Calmar Ratio Rank: 5252
Calmar Ratio Rank
NOC Martin Ratio Rank: 5454
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 6161
Overall Rank
TSLA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5959
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5656
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6363
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. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Tesla, Inc. (TSLA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOCTSLADifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.40

0.92

-0.52

Martin ratioReturn relative to average drawdown

1.02

2.10

-1.08

NOC vs. TSLA - Sharpe Ratio Comparison

The current NOC Sharpe Ratio is 0.47, which is comparable to the TSLA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of NOC and TSLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOC vs. TSLA - Drawdown Comparison

The maximum NOC drawdown since its inception was -71.12%, roughly equal to the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for NOC and TSLA.


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Drawdown Indicators


NOCTSLADifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-73.63%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-31.20%

-29.93%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-31.20%

-53.77%

+22.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.20%

-73.63%

+42.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-73.63%

+37.25%

Current Drawdown

Current decline from peak

-28.03%

-17.03%

-11.00%

Average Drawdown

Average peak-to-trough decline

-18.40%

-22.72%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.25%

13.06%

-0.81%

Volatility

NOC vs. TSLA - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 7.39%, while Tesla, Inc. (TSLA) has a volatility of 14.25%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOCTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

14.25%

-6.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

28.73%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

26.55%

44.49%

-17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.28%

58.98%

-33.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.42%

59.14%

-33.72%

Dividends

NOC vs. TSLA - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.71%, while TSLA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NOC
Northrop Grumman Corporation
1.71%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NOC vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Northrop Grumman Corporation and Tesla, 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


10.00B15.00B20.00B25.00B30.00B20222023202420252026
9.88B
22.39B
(NOC) Total Revenue
(TSLA) Total Revenue
Values in USD except per share items

NOC vs. TSLA - Profitability Comparison

The chart below illustrates the profitability comparison between Northrop Grumman Corporation and Tesla, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%20222023202420252026
19.8%
21.1%
Portfolio components
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%.

TSLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a gross profit of 4.72B and revenue of 22.39B. Therefore, the gross margin over that period was 21.1%.

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%.

TSLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported an operating income of 941.00M and revenue of 22.39B, resulting in an operating margin of 4.2%.

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%.

TSLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a net income of 491.00M and revenue of 22.39B, resulting in a net margin of 2.2%.


Frequently Asked Questions


NOC and TSLA have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLA has higher volatility (14.25%) compared to NOC (7.39%). In terms of maximum drawdown, NOC dropped -71.12% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.62 vs 0.47), 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.

Portfolio Optimizer

Find the right allocation for NOC and TSLA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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