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RTX vs. BA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RTX vs. BA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raytheon Technologies Corporation (RTX) and The Boeing Company (BA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.04%
-21.20%
RTX
BA

Returns By Period

In the year-to-date period, RTX achieves a 44.70% return, which is significantly higher than BA's -44.14% return. Over the past 10 years, RTX has outperformed BA with an annualized return of 8.94%, while BA has yielded a comparatively lower 2.29% annualized return.


RTX

YTD

44.70%

1M

-5.02%

6M

14.04%

1Y

53.79%

5Y (annualized)

9.20%

10Y (annualized)

8.94%

BA

YTD

-44.14%

1M

-6.06%

6M

-21.20%

1Y

-33.12%

5Y (annualized)

-16.81%

10Y (annualized)

2.29%

Fundamentals


RTXBA
Market Cap$165.79B$107.55B
EPS$3.44-$12.94
PEG Ratio0.936.53
Total Revenue (TTM)$79.04B$73.29B
Gross Profit (TTM)$15.18B$2.30B
EBITDA (TTM)$11.95B-$3.89B

Key characteristics


RTXBA
Sharpe Ratio2.95-0.88
Sortino Ratio4.54-1.13
Omega Ratio1.580.86
Calmar Ratio2.22-0.44
Martin Ratio20.26-0.96
Ulcer Index2.61%31.22%
Daily Std Dev17.87%34.00%
Max Drawdown-52.56%-88.95%
Current Drawdown-5.99%-66.16%

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Correlation

-0.50.00.51.00.5

The correlation between RTX and BA 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.

Risk-Adjusted Performance

RTX vs. BA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) and The Boeing Company (BA). 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 RTX, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.95-0.88
The chart of Sortino ratio for RTX, currently valued at 4.54, compared to the broader market-4.00-2.000.002.004.004.54-1.13
The chart of Omega ratio for RTX, currently valued at 1.58, compared to the broader market0.501.001.502.001.580.86
The chart of Calmar ratio for RTX, currently valued at 2.22, compared to the broader market0.002.004.006.002.22-0.44
The chart of Martin ratio for RTX, currently valued at 20.26, compared to the broader market-10.000.0010.0020.0030.0020.26-0.96
RTX
BA

The current RTX Sharpe Ratio is 2.95, which is higher than the BA Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of RTX and BA, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.95
-0.88
RTX
BA

Dividends

RTX vs. BA - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 2.08%, while BA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RTX
Raytheon Technologies Corporation
2.08%2.76%2.14%2.33%2.64%2.09%2.84%2.28%2.55%2.84%2.19%2.06%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%

Drawdowns

RTX vs. BA - Drawdown Comparison

The maximum RTX drawdown since its inception was -52.56%, smaller than the maximum BA drawdown of -88.95%. Use the drawdown chart below to compare losses from any high point for RTX and BA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.99%
-66.16%
RTX
BA

Volatility

RTX vs. BA - Volatility Comparison

The current volatility for Raytheon Technologies Corporation (RTX) is 6.95%, while The Boeing Company (BA) has a volatility of 9.73%. This indicates that RTX experiences smaller price fluctuations and is considered to be less risky than BA 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%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.95%
9.73%
RTX
BA

Financials

RTX vs. BA - Financials Comparison

This section allows you to compare key financial metrics between Raytheon Technologies Corporation and The Boeing Company. 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


Values in USD except per share items