XAR vs. LMT
Compare and contrast key facts about SPDR S&P Aerospace & Defense ETF (XAR) and Lockheed Martin Corporation (LMT).
XAR is a passively managed fund by State Street that tracks the performance of the S&P Aerospace & Defense Select Industry. It was launched on Sep 28, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAR or LMT.
Performance
XAR vs. LMT - Performance Comparison
Returns By Period
In the year-to-date period, XAR achieves a 24.35% return, which is significantly higher than LMT's 20.31% return. Over the past 10 years, XAR has underperformed LMT with an annualized return of 13.31%, while LMT has yielded a comparatively higher 14.09% annualized return.
XAR
24.35%
2.34%
16.85%
34.43%
9.51%
13.31%
LMT
20.31%
-13.00%
15.25%
22.55%
9.39%
14.09%
Key characteristics
| XAR | LMT | |
|---|---|---|
| Sharpe Ratio | 2.00 | 1.45 |
| Sortino Ratio | 2.71 | 2.04 |
| Omega Ratio | 1.35 | 1.30 |
| Calmar Ratio | 4.88 | 1.60 |
| Martin Ratio | 12.19 | 5.52 |
| Ulcer Index | 2.80% | 4.30% |
| Daily Std Dev | 17.09% | 16.37% |
| Max Drawdown | -46.37% | -70.23% |
| Current Drawdown | -2.08% | -13.00% |
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Correlation
The correlation between XAR and LMT is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XAR vs. LMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) 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.
Dividends
XAR vs. LMT - Dividend Comparison
XAR's dividend yield for the trailing twelve months is around 0.52%, less than LMT's 2.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XAR SPDR S&P Aerospace & Defense ETF | 0.52% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% | 1.96% |
LMT Lockheed Martin Corporation | 2.36% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Drawdowns
XAR vs. LMT - Drawdown Comparison
The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum LMT drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for XAR and LMT. For additional features, visit the drawdowns tool.
Volatility
XAR vs. LMT - Volatility Comparison
SPDR S&P Aerospace & Defense ETF (XAR) has a higher volatility of 7.73% compared to Lockheed Martin Corporation (LMT) at 5.38%. This indicates that XAR'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.