TTWO vs. NOC
TTWO (Take-Two Interactive Software, Inc.) and NOC (Northrop Grumman Corporation) are both stocks. TTWO operates in Electronic Gaming & Multimedia (Communication Services), while NOC operates in Aerospace & Defense (Industrials). Over the past 10 years, TTWO returned 18.63%/yr vs 11.53%/yr for NOC. At a 0.17 correlation, their price movements are largely independent.
Performance
TTWO vs. NOC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTWO achieves a -17.29% return, which is significantly lower than NOC's -2.75% return. Over the past 10 years, TTWO has outperformed NOC with an annualized return of 18.63%, while NOC has yielded a comparatively lower 11.53% annualized return.
TTWO
- 1D
- -0.16%
- 1M
- -6.71%
- YTD
- -17.29%
- 6M
- -12.31%
- 1Y
- -9.69%
- 3Y*
- 15.77%
- 5Y*
- 2.58%
- 10Y*
- 18.63%
NOC
- 1D
- -0.40%
- 1M
- 0.17%
- YTD
- -2.75%
- 6M
- -2.67%
- 1Y
- 12.44%
- 3Y*
- 8.64%
- 5Y*
- 9.73%
- 10Y*
- 11.53%
TTWO vs. NOC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -17.29% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
NOC Northrop Grumman Corporation | -2.75% | 23.61% | 1.93% | -12.79% | 43.02% | 29.29% | -9.92% | 42.69% | -18.95% | 33.88% |
Correlation
The correlation between TTWO and NOC is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 1997 | 0.17 |
The correlation between TTWO and NOC shifts across timeframes, from -0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TTWO:
$39.24B
NOC:
$78.42B
TTWO:
-$1.62
NOC:
$31.95
TTWO:
5.84
NOC:
1.86
TTWO:
11.18
NOC:
4.58
TTWO:
$6.66B
NOC:
$42.37B
TTWO:
$3.81B
NOC:
$8.69B
TTWO:
$850.50M
NOC:
$7.50B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TTWO vs. NOC — Risk / Return Rank
TTWO
NOC
TTWO vs. NOC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) 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.
| TTWO | NOC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.11 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.40 | -0.75 |
| Martin ratioReturn relative to average drawdown | -0.76 | 1.02 | -1.78 |
Loading charts...
Drawdowns
TTWO vs. NOC - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than NOC's maximum drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for TTWO and NOC.
Loading charts...
Drawdown Indicators
| TTWO | NOC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -71.12% | -9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -31.20% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -31.20% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -31.20% | -20.30% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -36.38% | -19.76% |
Current DrawdownCurrent decline from peak | -19.27% | -28.03% | +8.76% |
Average DrawdownAverage peak-to-trough decline | -27.79% | -18.40% | -9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 12.25% | +0.56% |
Volatility
TTWO vs. NOC - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 10.33% compared to Northrop Grumman Corporation (NOC) at 7.39%. This indicates that TTWO'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.
Loading charts...
Volatility by Period
| TTWO | NOC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 7.39% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 21.25% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 26.55% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.30% | 25.28% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.03% | 25.42% | +8.61% |
Dividends
TTWO vs. NOC - Dividend Comparison
TTWO has not paid dividends to shareholders, while NOC's dividend yield for the trailing twelve months is around 1.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.71% | 1.58% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% |
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TTWO vs. NOC - Financials Comparison
This section allows you to compare key financial metrics between Take-Two Interactive Software, Inc. 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
TTWO vs. NOC - Profitability Comparison
TTWO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a gross profit of 938.70M and revenue of 1.68B. Therefore, the gross margin over that period was 55.9%.
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%.
TTWO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported an operating income of 14.40M and revenue of 1.68B, resulting in an operating margin of 0.9%.
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%.
TTWO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a net income of -59.50M and revenue of 1.68B, resulting in a net margin of -3.5%.
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
TTWO and NOC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (10.33%) compared to NOC (7.39%). In terms of maximum drawdown, TTWO dropped -80.85% vs NOC's -71.12%.
NOC currently has the higher Sharpe Ratio (0.47 vs -0.33), 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.
Find the right allocation for TTWO and NOC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer