L3Harris (LHX): analysis and statistics
Return, volatility, Sharpe ratio and risk for L3Harris, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $271.98 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +15.14% |
| Total return over period | +52.30% |
| Annualized volatility | 23.66% |
| Sharpe ratio | 0.48 |
| Sortino ratio | 0.72 |
| Max drawdown | -27.60% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.26% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $152.98 – $375.64 |
| Trading days analyzed | 752 |
Over the last 3.0 years, L3Harris (LHX) has posted an annualized return of +15.14% with annual volatility of 23.66%, a Sharpe ratio of 0.48. Its worst stretch (max drawdown from a peak) was -27.60%. 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 S&P 500 stocks, try the optimizer.
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