Northrop Grumman Corporation (NOC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Northrop Grumman Corporation (NOC): 1Y return -20.9%, Sharpe ratio -0.71, volatility 26.9%, max drawdown -37.8%. A Stock in the Equity asset class. Compare NOC with other assets and invest through your own broker with pfolio.
Northrop Grumman Corporation (NOC) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
NOC Performance
- MTD
- Return: 0.3%, Sharpe: 0.54, Volatility: 22.4%, Max Drawdown: -2.1%
- YTD
- Return: -13.9%, Sharpe: -0.50, Volatility: 28.9%, Max Drawdown: -37.8%
- 1Y
- Return: -20.9%, Sharpe: -0.71, Volatility: 26.9%, Max Drawdown: -37.8%
- 5Y
- Return: 34.8%, Sharpe: 0.35, Volatility: 25.4%, Max Drawdown: -37.8%
- 10Y
- Return: 162.6%, Sharpe: 0.50, Volatility: 25.3%, Max Drawdown: -37.8%
Frequently Asked Questions
- What is Northrop Grumman Corporation (NOC)?
- Northrop Grumman Corporation (NOC) 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 NOC compare to other assets?
- You can compare NOC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NOC through pfolio?
- pfolio helps you build diversified portfolios that may include NOC. You invest through your own broker — pfolio provides the analytics.