Northrop Grumman Corporation (NOC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Northrop Grumman Corporation (NOC): 1Y return 6.9%, Sharpe ratio 0.37, volatility 26.8%, max drawdown -35.1%. 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: 6.4%, Sharpe: 5.09, Volatility: 35.2%, Max Drawdown: -3.1%
- YTD
- Return: -4.3%, Sharpe: -0.10, Volatility: 31.0%, Max Drawdown: -35.1%
- 1Y
- Return: 6.9%, Sharpe: 0.37, Volatility: 26.8%, Max Drawdown: -35.1%
- 5Y
- Return: 59.9%, Sharpe: 0.49, Volatility: 25.1%, Max Drawdown: -35.1%
- 10Y
- Return: 186.8%, Sharpe: 0.53, Volatility: 25.1%, Max Drawdown: -36.4%
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.