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

Correlation

The correlation between RTX and OTIS is 0.48, 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

RTX vs. OTIS - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
169.06%
120.57%
RTX
OTIS

Key characteristics

Sharpe Ratio

RTX:

1.02

OTIS:

-0.14

Sortino Ratio

RTX:

1.45

OTIS:

-0.03

Omega Ratio

RTX:

1.23

OTIS:

1.00

Calmar Ratio

RTX:

1.62

OTIS:

-0.22

Martin Ratio

RTX:

5.77

OTIS:

-0.48

Ulcer Index

RTX:

4.54%

OTIS:

6.43%

Daily Std Dev

RTX:

25.88%

OTIS:

22.24%

Max Drawdown

RTX:

-52.67%

OTIS:

-29.99%

Current Drawdown

RTX:

-7.70%

OTIS:

-11.64%

Fundamentals

Market Cap

RTX:

$162.95B

OTIS:

$36.69B

EPS

RTX:

$3.42

OTIS:

$3.82

PE Ratio

RTX:

35.66

OTIS:

24.28

PEG Ratio

RTX:

1.30

OTIS:

2.49

PS Ratio

RTX:

1.99

OTIS:

2.59

PB Ratio

RTX:

2.65

OTIS:

13.20

Total Revenue (TTM)

RTX:

$81.74B

OTIS:

$14.17B

Gross Profit (TTM)

RTX:

$15.97B

OTIS:

$6.58B

EBITDA (TTM)

RTX:

$12.78B

OTIS:

$2.06B

Returns By Period

In the year-to-date period, RTX achieves a 8.76% return, which is significantly higher than OTIS's 0.75% return.


RTX

YTD

8.76%

1M

-6.78%

6M

1.09%

1Y

25.81%

5Y*

17.51%

10Y*

8.14%

OTIS

YTD

0.75%

1M

-9.50%

6M

-7.50%

1Y

1.53%

5Y*

15.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RTX vs. OTIS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RTX
The Risk-Adjusted Performance Rank of RTX is 8484
Overall Rank
The Sharpe Ratio Rank of RTX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of RTX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of RTX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of RTX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RTX is 8989
Martin Ratio Rank

OTIS
The Risk-Adjusted Performance Rank of OTIS is 3939
Overall Rank
The Sharpe Ratio Rank of OTIS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of OTIS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of OTIS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of OTIS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of OTIS is 4242
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.

RTX vs. OTIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) and Otis Worldwide Corporation (OTIS). 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.


The chart of Sharpe ratio for RTX, currently valued at 1.02, compared to the broader market-2.00-1.000.001.002.003.00
RTX: 1.02
OTIS: -0.14
The chart of Sortino ratio for RTX, currently valued at 1.45, compared to the broader market-6.00-4.00-2.000.002.004.00
RTX: 1.45
OTIS: -0.03
The chart of Omega ratio for RTX, currently valued at 1.23, compared to the broader market0.501.001.502.00
RTX: 1.23
OTIS: 1.00
The chart of Calmar ratio for RTX, currently valued at 1.62, compared to the broader market0.001.002.003.004.005.00
RTX: 1.62
OTIS: -0.22
The chart of Martin ratio for RTX, currently valued at 5.77, compared to the broader market-5.000.005.0010.0015.0020.00
RTX: 5.77
OTIS: -0.48

The current RTX Sharpe Ratio is 1.02, which is higher than the OTIS Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of RTX and OTIS, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.02
-0.14
RTX
OTIS

Dividends

RTX vs. OTIS - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 2.01%, more than OTIS's 1.68% yield.


TTM20242023202220212020201920182017201620152014
RTX
Raytheon Technologies Corporation
2.01%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
OTIS
Otis Worldwide Corporation
1.68%1.63%1.46%1.42%1.06%0.89%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RTX vs. OTIS - Drawdown Comparison

The maximum RTX drawdown since its inception was -52.67%, which is greater than OTIS's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for RTX and OTIS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.70%
-11.64%
RTX
OTIS

Volatility

RTX vs. OTIS - Volatility Comparison

Raytheon Technologies Corporation (RTX) has a higher volatility of 18.16% compared to Otis Worldwide Corporation (OTIS) at 13.89%. This indicates that RTX's price experiences larger fluctuations and is considered to be riskier than OTIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.16%
13.89%
RTX
OTIS

Financials

RTX vs. OTIS - Financials Comparison

This section allows you to compare key financial metrics between Raytheon Technologies Corporation and Otis Worldwide 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


Values in USD except per share items