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NOC vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NOC and VTI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

NOC vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northrop Grumman Corporation (NOC) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,985.54%
604.40%
NOC
VTI

Key characteristics

Sharpe Ratio

NOC:

0.52

VTI:

0.26

Sortino Ratio

NOC:

0.89

VTI:

0.44

Omega Ratio

NOC:

1.11

VTI:

1.06

Calmar Ratio

NOC:

0.51

VTI:

0.31

Martin Ratio

NOC:

1.23

VTI:

1.20

Ulcer Index

NOC:

8.54%

VTI:

3.30%

Daily Std Dev

NOC:

20.35%

VTI:

15.05%

Max Drawdown

NOC:

-69.38%

VTI:

-55.45%

Current Drawdown

NOC:

-5.01%

VTI:

-12.61%

Returns By Period

In the year-to-date period, NOC achieves a 9.63% return, which is significantly higher than VTI's -8.60% return. Over the past 10 years, NOC has outperformed VTI with an annualized return of 14.09%, while VTI has yielded a comparatively lower 11.24% annualized return.


NOC

YTD

9.63%

1M

8.19%

6M

-4.12%

1Y

11.71%

5Y*

12.20%

10Y*

14.09%

VTI

YTD

-8.60%

1M

-6.77%

6M

-5.11%

1Y

3.81%

5Y*

18.24%

10Y*

11.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NOC vs. VTI — 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 6767
Overall Rank
The Sharpe Ratio Rank of NOC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NOC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of NOC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NOC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NOC is 6767
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 3131
Overall Rank
The Sharpe Ratio Rank of VTI is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 3636
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 3535
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for NOC, currently valued at 0.58, compared to the broader market-2.00-1.000.001.002.003.00
NOC: 0.58
VTI: 0.26
The chart of Sortino ratio for NOC, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
NOC: 0.97
VTI: 0.44
The chart of Omega ratio for NOC, currently valued at 1.12, compared to the broader market0.501.001.502.00
NOC: 1.12
VTI: 1.06
The chart of Calmar ratio for NOC, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.00
NOC: 0.57
VTI: 0.31
The chart of Martin ratio for NOC, currently valued at 1.37, compared to the broader market-5.000.005.0010.0015.0020.00
NOC: 1.37
VTI: 1.20

The current NOC Sharpe Ratio is 0.52, which is higher than the VTI Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NOC and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.26
NOC
VTI

Dividends

NOC vs. VTI - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.61%, more than VTI's 1.42% yield.


TTM20242023202220212020201920182017201620152014
NOC
Northrop Grumman Corporation
1.61%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
VTI
Vanguard Total Stock Market ETF
1.42%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

NOC vs. VTI - Drawdown Comparison

The maximum NOC drawdown since its inception was -69.38%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NOC and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.01%
-12.61%
NOC
VTI

Volatility

NOC vs. VTI - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 6.71%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 7.62%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
6.71%
7.62%
NOC
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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