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

Performance

SAIC vs. NOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Science Applications International Corporation (SAIC) 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, SAIC achieves a 5.22% return, which is significantly higher than NOC's -9.31% return. Over the past 10 years, SAIC has underperformed NOC with an annualized return of 8.08%, while NOC has yielded a comparatively higher 10.97% annualized return.


SAIC

1D
4.53%
1M
5.15%
YTD
5.22%
6M
3.17%
1Y
2.35%
3Y*
0.59%
5Y*
4.52%
10Y*
8.08%

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)

SAIC vs. NOC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAIC
Science Applications International Corporation
5.22%-8.73%-9.04%13.58%34.95%-10.20%10.81%39.15%-15.48%-8.18%
NOC
Northrop Grumman Corporation
-9.31%23.61%1.93%-12.79%43.02%29.29%-9.92%42.69%-18.95%33.88%

Correlation

The correlation between SAIC and NOC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2013

0.40

Fundamentals

Market Cap

SAIC:

$4.63B

NOC:

$73.13B

EPS

SAIC:

$8.85

NOC:

$31.95

PE Ratio

SAIC:

11.89

NOC:

16.06

PEG Ratio

SAIC:

0.72

NOC:

2.37

PS Ratio

SAIC:

0.66

NOC:

1.73

PB Ratio

SAIC:

3.25

NOC:

4.27

Total Revenue (TTM)

SAIC:

$7.29B

NOC:

$42.37B

Gross Profit (TTM)

SAIC:

$912.00M

NOC:

$8.69B

EBITDA (TTM)

SAIC:

$691.00M

NOC:

$7.50B

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Return for Risk

SAIC vs. NOC — Risk / Return Rank

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

SAIC
SAIC Risk / Return Rank: 4343
Overall Rank
SAIC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SAIC Sortino Ratio Rank: 4141
Sortino Ratio Rank
SAIC Omega Ratio Rank: 4141
Omega Ratio Rank
SAIC Calmar Ratio Rank: 4444
Calmar Ratio Rank
SAIC Martin Ratio Rank: 4444
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.

SAIC vs. NOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) 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.


SAICNOCDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.05

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.08

0.13

-0.05

Martin ratioReturn relative to average drawdown

0.14

0.33

-0.19

SAIC vs. NOC - Sharpe Ratio Comparison

The current SAIC Sharpe Ratio is 0.06, which is lower than the NOC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SAIC 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

SAIC vs. NOC - Drawdown Comparison

The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum NOC drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for SAIC and NOC.


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Drawdown Indicators


SAICNOCDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-71.12%

+25.20%

Max Drawdown (1Y)

Largest decline over 1 year

-31.34%

-33.65%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-45.74%

-33.65%

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-45.74%

-33.65%

-12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-45.92%

-36.38%

-9.54%

Current Drawdown

Current decline from peak

-30.33%

-32.88%

+2.55%

Average Drawdown

Average peak-to-trough decline

-12.63%

-18.41%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.05%

13.09%

+3.96%

Volatility

SAIC vs. NOC - Volatility Comparison

Science Applications International Corporation (SAIC) has a higher volatility of 14.09% compared to Northrop Grumman Corporation (NOC) at 9.31%. This indicates that SAIC'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


SAICNOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.09%

9.31%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

30.50%

22.00%

+8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

38.76%

26.58%

+12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.15%

25.43%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

25.51%

+7.06%

Dividends

SAIC vs. NOC - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.41%, less 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%
SAIC
Science Applications International Corporation
1.41%1.47%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%

Financials

SAIC vs. NOC - Financials Comparison

This section allows you to compare key financial metrics between Science Applications International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
1.91B
9.88B
(SAIC) Total Revenue
(NOC) Total Revenue
Values in USD except per share items

SAIC vs. NOC - Profitability Comparison

The chart below illustrates the profitability comparison between Science Applications International Corporation and Northrop Grumman Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%20222023202420252026
13.1%
19.8%
Portfolio components
SAIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported a gross profit of 249.00M and revenue of 1.91B. Therefore, the gross margin over that period was 13.1%.

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%.

SAIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported an operating income of 179.00M and revenue of 1.91B, resulting in an operating margin of 9.4%.

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%.

SAIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported a net income of 115.00M and revenue of 1.91B, resulting in a net margin of 6.0%.

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%.


Frequently Asked Questions


SAIC and NOC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIC has higher volatility (14.09%) compared to NOC (9.31%). In terms of maximum drawdown, SAIC dropped -45.92% vs NOC's -71.12%.

NOC currently has the higher Sharpe Ratio (0.16 vs 0.06), 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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