Lockheed Martin (LMT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lockheed Martin, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $629.75 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +15.29% |
| Total return over period | +52.91% |
| Annualized volatility | 24.74% |
| Period volatility | 42.73% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.95 |
| Sortino ratio | 1.35 |
| Max drawdown | -31.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.70% |
| Correlation with the S&P 500 | 0.05 |
| Period range | $391.22 – $672.30 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lockheed Martin (LMT) has posted an annualized return of +15.29% with annual volatility of 24.74%, a Sharpe ratio of 0.95. Its worst stretch (max drawdown from a peak) was -31.79%. Its correlation with the S&P 500 is 0.05, 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 LMT would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Lockheed Martin (LMT) is of the S&P 500.
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