Lockheed Martin (LMT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lockheed Martin, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $574.63 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +11.81% |
| Total return over period | +39.52% |
| Annualized volatility | 24.18% |
| Sharpe ratio | 0.34 |
| Sortino ratio | 0.48 |
| Max drawdown | -31.79% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.70% |
| Correlation with the S&P 500 | 0.07 |
| Period range | $369.09 – $672.30 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lockheed Martin (LMT) has posted an annualized return of +11.81% with annual volatility of 24.18%, a Sharpe ratio of 0.34. 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 S&P 500 stocks, try the optimizer.
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