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

Performance

NOC vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northrop Grumman Corporation (NOC) and Exxon Mobil Corporation (XOM). 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 -3.80% return, which is significantly lower than XOM's 26.26% return. Over the past 10 years, NOC has outperformed XOM with an annualized return of 11.47%, while XOM has yielded a comparatively lower 9.82% annualized return.


NOC

1D
-0.14%
1M
-2.29%
YTD
-3.80%
6M
-0.08%
1Y
13.28%
3Y*
8.49%
5Y*
9.35%
10Y*
11.47%

XOM

1D
-1.39%
1M
1.51%
YTD
26.26%
6M
30.38%
1Y
51.92%
3Y*
16.01%
5Y*
24.00%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOC vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOC
Northrop Grumman Corporation
-3.80%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%
XOM
Exxon Mobil Corporation
26.26%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Correlation

The correlation between NOC and XOM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.17

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1982

0.25

The correlation between NOC and XOM shifts across timeframes, from 0.13 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NOC:

$77.58B

XOM:

$627.12B

EPS

NOC:

$31.95

XOM:

$5.93

PE Ratio

NOC:

17.04

XOM:

25.29

PEG Ratio

NOC:

2.51

XOM:

1.17

PS Ratio

NOC:

1.84

XOM:

1.96

PB Ratio

NOC:

4.53

XOM:

2.47

Total Revenue (TTM)

NOC:

$42.37B

XOM:

$326.01B

Gross Profit (TTM)

NOC:

$8.69B

XOM:

$83.11B

EBITDA (TTM)

NOC:

$7.50B

XOM:

$60.44B

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Return for Risk

NOC vs. XOM — 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: 5858
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 5353
Sortino Ratio Rank
NOC Omega Ratio Rank: 5252
Omega Ratio Rank
NOC Calmar Ratio Rank: 5151
Calmar Ratio Rank
NOC Martin Ratio Rank: 5454
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8686
Overall Rank
XOM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
XOM Omega Ratio Rank: 8484
Omega Ratio Rank
XOM Calmar Ratio Rank: 8484
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
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. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) and Exxon Mobil Corporation (XOM). 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.


NOCXOMDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratioReturn relative to maximum drawdown

0.43

3.33

-2.90

Martin ratioReturn relative to average drawdown

1.15

9.35

-8.20

NOC vs. XOM - Sharpe Ratio Comparison

The current NOC Sharpe Ratio is 0.50, which is lower than the XOM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of NOC and XOM, 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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Sharpe Ratios by Period


NOCXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

2.13

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.90

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.35

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.02

Drawdowns

NOC vs. XOM - Drawdown Comparison

The maximum NOC drawdown since its inception was -71.12%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for NOC and XOM.


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Drawdown Indicators


NOCXOMDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-62.40%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-31.20%

-15.69%

-15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-31.20%

-18.92%

-12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.20%

-20.51%

-10.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-61.34%

+24.96%

Current Drawdown

Current decline from peak

-28.80%

-11.97%

-16.83%

Average Drawdown

Average peak-to-trough decline

-18.40%

-10.20%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.57%

5.57%

+6.00%

Volatility

NOC vs. XOM - Volatility Comparison

The current volatility for Northrop Grumman Corporation (NOC) is 7.31%, while Exxon Mobil Corporation (XOM) has a volatility of 9.27%. This indicates that NOC experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOCXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

9.27%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

21.12%

20.28%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

26.43%

24.48%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

26.73%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.41%

28.18%

-2.77%

Dividends

NOC vs. XOM - Dividend Comparison

NOC's dividend yield for the trailing twelve months is around 1.73%, less than XOM's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
NOC
Northrop Grumman Corporation
1.73%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%
XOM
Exxon Mobil Corporation
2.72%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Financials

NOC vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Northrop Grumman Corporation and Exxon Mobil 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
9.88B
83.16B
(NOC) Total Revenue
(XOM) Total Revenue
Values in USD except per share items

NOC vs. XOM - Profitability Comparison

The chart below illustrates the profitability comparison between Northrop Grumman Corporation and Exxon Mobil 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%10.0%20.0%30.0%40.0%20222023202420252026
19.8%
37.7%
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%.

XOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.

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%.

XOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.

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%.

XOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.


Frequently Asked Questions


NOC and XOM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.27%) compared to NOC (7.31%). In terms of maximum drawdown, NOC dropped -71.12% vs XOM's -62.40%.

XOM currently has the higher Sharpe Ratio (2.13 vs 0.50), 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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