NOC vs. VTI
Compare and contrast key facts about Northrop Grumman Corporation (NOC) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOC or VTI.
Key characteristics
| NOC | VTI | |
|---|---|---|
| YTD Return | 1.88% | 5.99% |
| 1Y Return | 8.86% | 25.64% |
| 3Y Return (Ann) | 11.35% | 6.43% |
| 5Y Return (Ann) | 12.04% | 12.52% |
| 10Y Return (Ann) | 16.61% | 11.86% |
| Sharpe Ratio | 0.36 | 2.07 |
| Daily Std Dev | 21.19% | 12.02% |
| Max Drawdown | -69.38% | -55.45% |
| Current Drawdown | -11.41% | -3.59% |
Correlation
The correlation between NOC and VTI is 0.47, 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.
Performance
NOC vs. VTI - Performance Comparison
In the year-to-date period, NOC achieves a 1.88% return, which is significantly lower than VTI's 5.99% return. Over the past 10 years, NOC has outperformed VTI with an annualized return of 16.61%, while VTI has yielded a comparatively lower 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
NOC vs. VTI - Dividend Comparison
NOC's dividend yield for the trailing twelve months is around 1.57%, more than VTI's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.57% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
VTI Vanguard Total Stock Market ETF | 1.41% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
NOC vs. VTI - Volatility Comparison
Northrop Grumman Corporation (NOC) has a higher volatility of 5.54% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that NOC's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.