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VIRT vs. LMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VIRT vs. LMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtu Financial, Inc. (VIRT) and Lockheed Martin Corporation (LMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIRT achieves a 81.20% return, which is significantly higher than LMT's 21.88% return. Over the past 10 years, VIRT has outperformed LMT with an annualized return of 18.05%, while LMT has yielded a comparatively lower 11.54% annualized return.


VIRT

1D
0.12%
1M
-2.15%
6M
62.47%
YTD
81.20%
1Y
38.30%
3Y*
52.81%
5Y*
23.17%
10Y*
18.05%
ALL TIME*
13.40%

LMT

1D
2.46%
1M
15.36%
6M
-0.22%
YTD
21.88%
1Y
42.06%
3Y*
11.61%
5Y*
11.85%
10Y*
11.54%
ALL TIME*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$682.65M$676.87M$688.00M
$75.83M$74.91M$74.80M

VIRT vs. LMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIRT
Virtu Financial, Inc.
81.20%-4.24%83.03%4.61%-26.51%18.58%64.42%-34.86%45.96%21.52%
LMT
Lockheed Martin Corporation
21.88%2.47%10.02%-4.31%40.48%3.15%-6.49%52.55%-16.35%31.77%

Correlation

The correlation between VIRT and LMT is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2015

0.06

Fundamentals

Market Cap

VIRT:

$12.89B

LMT:

$134.34B

EPS

VIRT:

$13.54

LMT:

$27.13

PE Ratio

VIRT:

4.41

LMT:

21.47

PS Ratio

VIRT:

1.31

LMT:

1.75

PB Ratio

VIRT:

2.34

LMT:

15.36

Total Revenue (TTM)

VIRT:

$3.89B

LMT:

$77.02B

Gross Profit (TTM)

VIRT:

$1.64B

LMT:

$9.09B

EBITDA (TTM)

VIRT:

$2.44B

LMT:

$9.86B

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Return for Risk

VIRT vs. LMT — Risk / Return Rank

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

VIRT
VIRT Risk / Return Rank: 7676
Overall Rank
VIRT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VIRT Sortino Ratio Rank: 7777
Sortino Ratio Rank
VIRT Omega Ratio Rank: 7676
Omega Ratio Rank
VIRT Calmar Ratio Rank: 7474
Calmar Ratio Rank
VIRT Martin Ratio Rank: 7171
Martin Ratio Rank

LMT
LMT Risk / Return Rank: 8181
Overall Rank
LMT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 8686
Sortino Ratio Rank
LMT Omega Ratio Rank: 8484
Omega Ratio Rank
LMT Calmar Ratio Rank: 7676
Calmar Ratio Rank
LMT Martin Ratio Rank: 7474
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.

VIRT vs. LMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) and Lockheed Martin Corporation (LMT). 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.


VIRTLMTDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

1.46

1.58

-0.12

Martin ratioReturn relative to average drawdown

2.68

3.38

-0.70

VIRT vs. LMT - Sharpe Ratio Comparison

The current VIRT Sharpe Ratio is 1.24, which is comparable to the LMT Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VIRT and LMT, 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

VIRT vs. LMT - Drawdown Comparison

The maximum VIRT drawdown since its inception was -56.17%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for VIRT and LMT.


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Drawdown Indicators


VIRTLMTDifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-79.29%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-27.30%

-26.87%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-31.79%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-54.52%

-31.79%

-22.73%

Max Drawdown (10Y)

Largest decline over 10 years

-56.17%

-36.67%

-19.50%

Current Drawdown

Current decline from peak

-10.60%

-13.34%

+2.74%

Average Drawdown

Average peak-to-trough decline

-25.46%

-26.82%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.83%

12.54%

+2.29%

Volatility

VIRT vs. LMT - Volatility Comparison

Virtu Financial, Inc. (VIRT) has a higher volatility of 14.15% compared to Lockheed Martin Corporation (LMT) at 12.24%. This indicates that VIRT's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIRTLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.15%

12.24%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

22.08%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

32.11%

27.06%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.78%

23.79%

+8.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.06%

24.18%

+11.88%

Dividends

VIRT vs. LMT - Dividend Comparison

VIRT's dividend yield for the trailing twelve months is around 1.61%, less than LMT's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
LMT
Lockheed Martin Corporation
2.34%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%
VIRT
Virtu Financial, Inc.
1.61%2.88%2.69%4.74%4.70%3.33%3.81%6.00%3.73%5.25%6.02%2.12%

Financials

VIRT vs. LMT - Financials Comparison

This section allows you to compare key financial metrics between Virtu Financial, Inc. and Lockheed Martin 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

VIRT vs. LMT - Profitability Comparison

The chart below illustrates the profitability comparison between Virtu Financial, Inc. and Lockheed Martin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

Portfolio components
VIRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Virtu Financial, Inc. reported a gross profit of 0.00 and revenue of 1.10B. Therefore, the gross margin over that period was 0.0%.

LMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Lockheed Martin Corporation reported a gross profit of 2.45B and revenue of 20.06B. Therefore, the gross margin over that period was 12.2%.

VIRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Virtu Financial, Inc. reported an operating income of 0.00 and revenue of 1.10B, resulting in an operating margin of 0.0%.

LMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lockheed Martin Corporation reported an operating income of 2.48B and revenue of 20.06B, resulting in an operating margin of 12.4%.

VIRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Virtu Financial, Inc. reported a net income of 789.15M and revenue of 1.10B, resulting in a net margin of 72.1%.

LMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lockheed Martin Corporation reported a net income of 1.84B and revenue of 20.06B, resulting in a net margin of 9.2%.


Frequently Asked Questions


VIRT and LMT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIRT has higher volatility (14.15%) compared to LMT (12.24%). In terms of maximum drawdown, VIRT dropped -56.17% vs LMT's -79.29%.

LMT currently has the higher Sharpe Ratio (1.57 vs 1.24), 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.

Portfolio Optimizer

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