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RTXG vs. NOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTXG vs. NOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long RTX Daily ETF (RTXG) and Northrop Grumman Corporation (NOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RTXG achieves a -4.29% return, which is significantly higher than NOC's -9.31% return.


RTXG

1D
5.07%
1M
9.01%
YTD
-4.29%
6M
-6.71%
1Y
41.48%
3Y*
5Y*
10Y*

NOC

1D
1.16%
1M
-7.22%
YTD
-9.31%
6M
-10.85%
1Y
4.32%
3Y*
5.91%
5Y*
8.52%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTXG vs. NOC - Yearly Performance Comparison


2026 (YTD)2025
RTXG
Leverage Shares 2X Long RTX Daily ETF
-4.29%60.90%
NOC
Northrop Grumman Corporation
-9.31%17.75%

Correlation

The correlation between RTXG and NOC is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2025

0.56

The correlation between RTXG and NOC has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

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Return for Risk

RTXG vs. NOC — Risk / Return Rank

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

RTXG
RTXG Risk / Return Rank: 2626
Overall Rank
RTXG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RTXG Sortino Ratio Rank: 2828
Sortino Ratio Rank
RTXG Omega Ratio Rank: 2727
Omega Ratio Rank
RTXG Calmar Ratio Rank: 2525
Calmar Ratio Rank
RTXG Martin Ratio Rank: 2323
Martin Ratio Rank

NOC
NOC Risk / Return Rank: 4545
Overall Rank
NOC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NOC Sortino Ratio Rank: 4242
Sortino Ratio Rank
NOC Omega Ratio Rank: 4242
Omega Ratio Rank
NOC Calmar Ratio Rank: 4545
Calmar Ratio Rank
NOC Martin Ratio Rank: 4747
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.

RTXG vs. NOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long RTX Daily ETF (RTXG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RTXGNOCDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.12

Calmar ratioReturn relative to maximum drawdown

1.11

0.13

+0.98

Martin ratioReturn relative to average drawdown

2.78

0.33

+2.45

RTXG vs. NOC - Sharpe Ratio Comparison

The current RTXG Sharpe Ratio is 0.84, which is higher than the NOC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of RTXG and NOC, 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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Drawdowns

RTXG vs. NOC - Drawdown Comparison

The maximum RTXG drawdown since its inception was -37.49%, smaller than the maximum NOC drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for RTXG and NOC.


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Drawdown Indicators


RTXGNOCDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-71.12%

+33.63%

Max Drawdown (1Y)

Largest decline over 1 year

-37.49%

-33.65%

-3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

Current Drawdown

Current decline from peak

-26.83%

-32.88%

+6.05%

Average Drawdown

Average peak-to-trough decline

-9.63%

-18.41%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.97%

13.09%

+1.88%

Volatility

RTXG vs. NOC - Volatility Comparison

Leverage Shares 2X Long RTX Daily ETF (RTXG) has a higher volatility of 18.81% compared to Northrop Grumman Corporation (NOC) at 9.31%. This indicates that RTXG'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.


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Volatility by Period


RTXGNOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.81%

9.31%

+9.50%

Volatility (6M)

Calculated over the trailing 6-month period

38.71%

22.00%

+16.71%

Volatility (1Y)

Calculated over the trailing 1-year period

50.00%

26.58%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.19%

25.43%

+24.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.19%

25.51%

+24.68%

Dividends

RTXG vs. NOC - Dividend Comparison

RTXG's dividend yield for the trailing twelve months is around 6.65%, more than NOC's 1.83% yield.


PositionTTM20252024202320222021202020192018201720162015
NOC
Northrop Grumman Corporation
1.83%1.58%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%
RTXG
Leverage Shares 2X Long RTX Daily ETF
6.65%6.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RTXG and NOC have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTXG has higher volatility (18.81%) compared to NOC (9.31%). In terms of maximum drawdown, RTXG dropped -37.49% vs NOC's -71.12%.

RTXG currently has the higher Sharpe Ratio (0.83 vs 0.16), 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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