XYZ vs. LMT
XYZ (Block, Inc) and LMT (Lockheed Martin Corporation) are both stocks. XYZ operates in Software - Infrastructure (Technology), while LMT operates in Aerospace & Defense (Industrials). Over the past 10 years, XYZ returned 22.25%/yr vs 10.94%/yr for LMT. At a 0.10 correlation, their price movements are largely independent.
Performance
XYZ vs. LMT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XYZ having a 8.91% return and LMT slightly lower at 8.59%. Over the past 10 years, XYZ has outperformed LMT with an annualized return of 22.25%, while LMT has yielded a comparatively lower 10.94% annualized return.
XYZ
- 1D
- 1.56%
- 1M
- -0.51%
- YTD
- 8.91%
- 6M
- 13.99%
- 1Y
- 11.01%
- 3Y*
- 3.72%
- 5Y*
- -19.80%
- 10Y*
- 22.25%
LMT
- 1D
- 1.37%
- 1M
- 2.66%
- YTD
- 8.59%
- 6M
- 17.14%
- 1Y
- 10.54%
- 3Y*
- 7.35%
- 5Y*
- 8.55%
- 10Y*
- 10.94%
XYZ vs. LMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc | 8.91% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | 61.78% | 154.37% |
LMT Lockheed Martin Corporation | 8.59% | 2.47% | 10.02% | -4.31% | 40.48% | 3.15% | -6.49% | 52.55% | -16.35% | 31.77% |
Correlation
The correlation between XYZ and LMT 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 | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.10 |
The correlation between XYZ and LMT shifts across timeframes, from -0.02 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
XYZ:
$42.36B
LMT:
$119.95B
XYZ:
$1.31
LMT:
$20.61
XYZ:
54.14
LMT:
25.18
XYZ:
1.78
LMT:
1.61
XYZ:
1.95
LMT:
16.02
XYZ:
$24.48B
LMT:
$75.12B
XYZ:
$11.01B
LMT:
$7.37B
XYZ:
$2.42B
LMT:
$8.09B
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Return for Risk
XYZ vs. LMT — Risk / Return Rank
XYZ
LMT
XYZ vs. LMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.
| XYZ | LMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.42 | -0.14 |
| Martin ratioReturn relative to average drawdown | 0.65 | 1.02 | -0.37 |
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
| XYZ | LMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.40 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.38 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.46 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.38 | -0.07 |
Drawdowns
XYZ vs. LMT - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, which is greater than LMT's maximum drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for XYZ and LMT.
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Drawdown Indicators
| XYZ | LMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -79.29% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -25.15% | -14.33% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -31.79% | -21.17% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -31.79% | -54.29% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | -36.67% | -49.41% |
Current DrawdownCurrent decline from peak | -74.84% | -22.79% | -52.05% |
Average DrawdownAverage peak-to-trough decline | -40.99% | -26.84% | -14.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.99% | 10.32% | +6.67% |
Volatility
XYZ vs. LMT - Volatility Comparison
Block, Inc (XYZ) has a higher volatility of 13.37% compared to Lockheed Martin Corporation (LMT) at 5.29%. This indicates that XYZ'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
| XYZ | LMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.37% | 5.29% | +8.08% |
Volatility (6M)Calculated over the trailing 6-month period | 35.04% | 19.59% | +15.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.53% | 26.57% | +19.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.97% | 22.88% | +37.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.67% | 23.70% | +32.97% |
Dividends
XYZ vs. LMT - Dividend Comparison
XYZ has not paid dividends to shareholders, while LMT's dividend yield for the trailing twelve months is around 2.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 2.63% | 2.76% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% |
XYZ Block, 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
XYZ vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between Block, 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.
Total Revenue: Total amount of money received from sales and other business activities
XYZ vs. LMT - Profitability Comparison
XYZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.
LMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a gross profit of 2.08B and revenue of 18.02B. Therefore, the gross margin over that period was 11.5%.
XYZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.
LMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported an operating income of 2.06B and revenue of 18.02B, resulting in an operating margin of 11.5%.
XYZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.
LMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lockheed Martin Corporation reported a net income of 1.49B and revenue of 18.02B, resulting in a net margin of 8.3%.
Frequently Asked Questions
XYZ and LMT 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.
XYZ has higher volatility (13.37%) compared to LMT (5.29%). In terms of maximum drawdown, XYZ dropped -86.08% vs LMT's -79.29%.
LMT currently has the higher Sharpe Ratio (0.40 vs 0.24), 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.
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