TMICY vs. NOC
TMICY (Trend Micro Inc ADR) and NOC (Northrop Grumman Corporation) are both stocks. TMICY operates in Software - Infrastructure (Technology), while NOC operates in Aerospace & Defense (Industrials). Over the past 10 years, TMICY returned 2.06%/yr vs 11.47%/yr for NOC. At a 0.15 correlation, their price movements are largely independent.
Performance
TMICY vs. NOC - Performance Comparison
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Returns By Period
In the year-to-date period, TMICY achieves a -0.44% return, which is significantly higher than NOC's -3.80% return. Over the past 10 years, TMICY has underperformed NOC with an annualized return of 2.06%, while NOC has yielded a comparatively higher 11.47% annualized return.
TMICY
- 1D
- -0.73%
- 1M
- 18.72%
- YTD
- -0.44%
- 6M
- -11.27%
- 1Y
- -46.41%
- 3Y*
- -6.04%
- 5Y*
- -3.27%
- 10Y*
- 2.06%
NOC
- 1D
- -0.14%
- 1M
- -2.29%
- YTD
- -3.80%
- 6M
- -0.08%
- 1Y
- 13.28%
- 3Y*
- 8.49%
- 5Y*
- 9.35%
- 10Y*
- 11.47%
TMICY vs. NOC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMICY Trend Micro Inc ADR | -0.44% | -23.69% | 3.49% | 15.42% | -16.95% | -2.94% | 12.31% | -5.28% | -4.93% | 60.17% |
NOC Northrop Grumman Corporation | -3.80% | 23.61% | 1.93% | -12.79% | 43.02% | 29.29% | -9.92% | 42.69% | -18.95% | 33.88% |
Correlation
The correlation between TMICY and NOC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.15 |
The correlation between TMICY and NOC shifts across timeframes, from -0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMICY:
$5.36B
NOC:
$77.58B
TMICY:
$288.22
NOC:
$31.95
TMICY:
0.14
NOC:
17.04
TMICY:
0.00
NOC:
2.51
TMICY:
0.02
NOC:
1.84
TMICY:
0.05
NOC:
4.53
TMICY:
$286.22B
NOC:
$42.37B
TMICY:
$221.36B
NOC:
$8.69B
TMICY:
$88.62B
NOC:
$7.50B
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Return for Risk
TMICY vs. NOC — Risk / Return Rank
TMICY
NOC
TMICY vs. NOC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trend Micro Inc ADR (TMICY) 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.
| TMICY | NOC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.12 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.43 | -1.23 |
| Martin ratioReturn relative to average drawdown | -1.15 | 1.15 | -2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMICY | NOC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.22 | 0.50 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.37 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.45 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.46 | -0.41 |
Drawdowns
TMICY vs. NOC - Drawdown Comparison
The maximum TMICY drawdown since its inception was -59.19%, smaller than the maximum NOC drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for TMICY and NOC.
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Drawdown Indicators
| TMICY | NOC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.19% | -71.12% | +11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -57.87% | -31.20% | -26.67% |
Max Drawdown (3Y)Largest decline over 3 years | -59.19% | -31.20% | -27.99% |
Max Drawdown (5Y)Largest decline over 5 years | -59.19% | -31.20% | -27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -59.19% | -36.38% | -22.81% |
Current DrawdownCurrent decline from peak | -47.77% | -28.80% | -18.97% |
Average DrawdownAverage peak-to-trough decline | -23.23% | -18.40% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.67% | 11.57% | +29.10% |
Volatility
TMICY vs. NOC - Volatility Comparison
Trend Micro Inc ADR (TMICY) has a higher volatility of 12.90% compared to Northrop Grumman Corporation (NOC) at 7.31%. This indicates that TMICY'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
| TMICY | NOC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 7.31% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 21.12% | +9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 26.43% | +11.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.14% | 25.26% | +8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 25.41% | +6.10% |
Dividends
TMICY vs. NOC - Dividend Comparison
TMICY has not paid dividends to shareholders, while NOC's dividend yield for the trailing twelve months is around 1.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.73% | 1.58% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% |
TMICY Trend Micro Inc ADR | 0.00% | 0.00% | 2.26% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.58% | 0.00% |
Financials
TMICY vs. NOC - Financials Comparison
This section allows you to compare key financial metrics between Trend Micro Inc ADR 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
TMICY vs. NOC - Profitability Comparison
TMICY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trend Micro Inc ADR reported a gross profit of 58.22B and revenue of 75.21B. Therefore, the gross margin over that period was 77.4%.
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%.
TMICY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trend Micro Inc ADR reported an operating income of 15.84B and revenue of 75.21B, resulting in an operating margin of 21.1%.
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%.
TMICY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trend Micro Inc ADR reported a net income of 11.99B and revenue of 75.21B, resulting in a net margin of 15.9%.
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
TMICY and NOC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMICY has higher volatility (12.90%) compared to NOC (7.31%). In terms of maximum drawdown, TMICY dropped -59.19% vs NOC's -71.12%.
NOC currently has the higher Sharpe Ratio (0.50 vs -1.22), 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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