Northrop Grumman Corporation (NOC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Northrop Grumman Corporation (NOC): 1Y return 30.3%, Sharpe ratio 1.07, volatility 27.5%, max drawdown -15.6%. 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: -0.5%, Sharpe: -0.56, Volatility: 19.1%, Max Drawdown: -4.1%
- YTD
- Return: 19.4%, Sharpe: 2.07, Volatility: 31.1%, Max Drawdown: -12.6%
- 1Y
- Return: 30.3%, Sharpe: 1.07, Volatility: 27.5%, Max Drawdown: -15.6%
- 5Y
- Return: 113.5%, Sharpe: 0.72, Volatility: 24.5%, Max Drawdown: -22.3%
- 10Y
- Return: 294.5%, Sharpe: 0.66, Volatility: 24.7%, 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.