Lockheed Martin Corporation (LMT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Lockheed Martin Corporation (LMT): 1Y return 4.0%, Sharpe ratio 0.27, volatility 27.8%, max drawdown -26.9%. A Stock in the Equity asset class. Compare LMT with other assets and invest through your own broker with pfolio.
Lockheed Martin Corporation (LMT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
LMT Performance
- MTD
- Return: 0.5%, Sharpe: 0.98, Volatility: 17.9%, Max Drawdown: -2.1%
- YTD
- Return: 7.7%, Sharpe: 0.46, Volatility: 29.7%, Max Drawdown: -26.9%
- 1Y
- Return: 4.0%, Sharpe: 0.27, Volatility: 27.8%, Max Drawdown: -26.9%
- 5Y
- Return: 63.4%, Sharpe: 0.52, Volatility: 23.6%, Max Drawdown: -31.8%
- 10Y
- Return: 187.1%, Sharpe: 0.55, Volatility: 23.9%, Max Drawdown: -36.7%
Frequently Asked Questions
- What is Lockheed Martin Corporation (LMT)?
- Lockheed Martin Corporation (LMT) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does LMT compare to other assets?
- You can compare LMT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in LMT through pfolio?
- pfolio helps you build diversified portfolios that may include LMT. You invest through your own broker — pfolio provides the analytics.