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 sector. Data as of 2026-09-13.
| Last close price | $524.19 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +10.33% |
| Total return over period | +34.05% |
| Annualized volatility | 24.53% |
| Period volatility | 42.35% |
| Sharpe ratio | 0.26 |
| Sortino ratio | 0.37 |
| Max drawdown | -31.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.69% |
| Correlation with the S&P 500 | 0.07 |
| Period range | $369.09 – $672.30 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Lockheed Martin (LMT) has posted an annualized return of +10.33% with annual volatility of 24.53%, a Sharpe ratio of 0.26. Its worst stretch (max drawdown from a peak) was -31.79%. Its correlation with the S&P 500 is 0.07, 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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