RTX vs. NOC
Compare and contrast key facts about Raytheon Technologies Corporation (RTX) and Northrop Grumman Corporation (NOC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTX or NOC.
Performance
RTX vs. NOC - Performance Comparison
Returns By Period
In the year-to-date period, RTX achieves a 44.93% return, which is significantly higher than NOC's 6.41% return. Over the past 10 years, RTX has underperformed NOC with an annualized return of 8.95%, while NOC has yielded a comparatively higher 15.36% annualized return.
RTX
44.93%
-4.86%
13.28%
56.04%
9.18%
8.95%
NOC
6.41%
-7.11%
4.51%
6.17%
8.89%
15.36%
Fundamentals
| RTX | NOC | |
|---|---|---|
| Market Cap | $158.59B | $71.68B |
| EPS | $3.47 | $16.24 |
| PE Ratio | 34.34 | 30.29 |
| PEG Ratio | 0.89 | 0.86 |
| Total Revenue (TTM) | $79.04B | $40.99B |
| Gross Profit (TTM) | $15.18B | $6.92B |
| EBITDA (TTM) | $11.89B | $4.57B |
Key characteristics
| RTX | NOC | |
|---|---|---|
| Sharpe Ratio | 3.03 | 0.41 |
| Sortino Ratio | 4.64 | 0.68 |
| Omega Ratio | 1.60 | 1.09 |
| Calmar Ratio | 2.27 | 0.36 |
| Martin Ratio | 20.54 | 1.31 |
| Ulcer Index | 2.63% | 5.62% |
| Daily Std Dev | 17.85% | 18.14% |
| Max Drawdown | -52.56% | -69.38% |
| Current Drawdown | -5.84% | -9.54% |
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Correlation
The correlation between RTX and NOC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
RTX vs. NOC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) and Northrop Grumman Corporation (NOC). 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
RTX vs. NOC - Dividend Comparison
RTX's dividend yield for the trailing twelve months is around 2.08%, more than NOC's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NOC Northrop Grumman Corporation | 1.60% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
Drawdowns
RTX vs. NOC - Drawdown Comparison
The maximum RTX drawdown since its inception was -52.56%, smaller than the maximum NOC drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for RTX and NOC. For additional features, visit the drawdowns tool.
Volatility
RTX vs. NOC - Volatility Comparison
Raytheon Technologies Corporation (RTX) has a higher volatility of 6.97% compared to Northrop Grumman Corporation (NOC) at 6.37%. This indicates that RTX's price experiences larger fluctuations and is considered to be riskier than NOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RTX vs. NOC - Financials Comparison
This section allows you to compare key financial metrics between Raytheon Technologies Corporation and Northrop Grumman 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.
Total Revenue: Total amount of money received from sales and other business activities