Lockheed Martin Corporation (LMT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Lockheed Martin Corporation (LMT): 1Y return 33.7%, Sharpe ratio 1.23, volatility 25.5%, max drawdown -15.6%. 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: 1.1%, Sharpe: 1.24, Volatility: 22.3%, Max Drawdown: -4.2%
- YTD
- Return: 27.0%, Sharpe: 2.84, Volatility: 29.9%, Max Drawdown: -11.5%
- 1Y
- Return: 33.7%, Sharpe: 1.23, Volatility: 25.5%, Max Drawdown: -15.6%
- 5Y
- Return: 79.1%, Sharpe: 0.62, Volatility: 22.2%, Max Drawdown: -31.8%
- 10Y
- Return: 252.7%, Sharpe: 0.64, Volatility: 23.1%, 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.