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Northrop Grumman Corp
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521.500USD
-28.590-5.20%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
74.07BMarket Cap
16.31P/E TTM
Risk Assessment
Currency: USD Updated: 2026-06-18The U.S. Dollar Index is currently in a neutral state, which has a neutral effect on the Aerospace & Defense domestic-focused industry. The Dollar Index (DXY) measures the value of the U.S. dollar against a basket of major currencies, including the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. The current risk assessment score of Northrop Grumman Corp is 9.08, ranking 8 out of 74 in the Aerospace & Defense industry. The company's beta value is -0.12. This indicates that the stock tends to underperform the index during upward trending markets but experiences smaller declines during downward trending markets.
Beta vs S&P 500 index
-0.12
VaR
+2.14%
240-Day Maximum Drawdown
+32.10%
240-Day Volatility
+26.68%
Return
Best Daily Return
60 days
+3.63%
120 days
+6.02%
5 years
+11.43%
Worst Daily Return
60 days
-6.98%
120 days
-6.98%
5 years
-12.66%
Sharpe Ratio
60 days
-3.81
120 days
-0.56
5 years
+0.46
Risk Assessment
Maximum Drawdown
240 days
+32.10%
3 years
+32.10%
5 years
+32.10%
Return-to-Drawdown Ratio
240 days
+0.08
3 years
+0.20
5 years
+0.28
Skewness
240 days
+0.43
3 years
-0.11
5 years
-0.27
Volatility
Realised Volatility
240 days
+26.68%
5 years
+25.29%
Standardised True Range
240 days
+2.66%
5 years
+2.04%
Downside Risk-Adjusted Return
120 days
-81.41%
240 days
-81.41%
Maximum Daily Upside Volatility
60 days
+15.33%
Maximum Daily Downside Volatility
60 days
+23.51%
Liquidity
Average Turnover Rate
60 days
+0.60%
120 days
+0.64%
5 years
--
Turnover Deviation
20 days
+22.20%
60 days
+1.54%
120 days
+7.07%
