L3Harris (LHX): analysis and statistics
Return, volatility, Sharpe ratio and risk for L3Harris, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $260.61 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +17.24% |
| Total return over period | +60.74% |
| Annualized volatility | 23.26% |
| Period volatility | 40.17% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.20 |
| Sortino ratio | 1.74 |
| Max drawdown | -37.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.30% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $165.39 – $375.64 |
| Trading days analyzed | 752 |
Over the last 3.0 years, L3Harris (LHX) has posted an annualized return of +17.24% with annual volatility of 23.26%, a Sharpe ratio of 1.20. Its worst stretch (max drawdown from a peak) was -37.81%. Its correlation with the S&P 500 is 0.21, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LHX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with LHX →
Other Industrials stocks
Is it part of the S&P 500?
Yes, L3Harris (LHX) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio