Northrop Grumman (NOC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Northrop Grumman, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $552.77 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +6.97% |
| Total return over period | +22.28% |
| Annualized volatility | 24.86% |
| Period volatility | 42.95% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.23 |
| Sortino ratio | 0.32 |
| Max drawdown | -38.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.77% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $409.69 – $764.65 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Northrop Grumman (NOC) has posted an annualized return of +6.97% with annual volatility of 24.86%, a Sharpe ratio of 0.23. Its worst stretch (max drawdown from a peak) was -38.08%. Its correlation with the S&P 500 is 0.01, 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 NOC 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, Northrop Grumman (NOC) is of the S&P 500.
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