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 sector. Data as of 2026-09-13.
| Last close price | $518.97 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +8.46% |
| Total return over period | +27.40% |
| Annualized volatility | 25.29% |
| Period volatility | 43.67% |
| Sharpe ratio | 0.18 |
| Sortino ratio | 0.26 |
| Max drawdown | -35.13% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.72% |
| Correlation with the S&P 500 | 0.03 |
| Period range | $401.40 – $764.65 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Northrop Grumman (NOC) has posted an annualized return of +8.46% with annual volatility of 25.29%, a Sharpe ratio of 0.18. Its worst stretch (max drawdown from a peak) was -35.13%. Its correlation with the S&P 500 is 0.03, 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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