BAH vs. DXJ
BAH (Booz Allen Hamilton Holding Corporation) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, BAH returned 12.25%/yr vs 18.20%/yr for DXJ. At a 0.28 correlation, their price movements are largely independent.
Performance
BAH vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, BAH achieves a -6.24% return, which is significantly lower than DXJ's 20.35% return. Over the past 10 years, BAH has underperformed DXJ with an annualized return of 12.25%, while DXJ has yielded a comparatively higher 18.20% annualized return.
BAH
- 1D
- -2.28%
- 1M
- 0.85%
- YTD
- -6.24%
- 6M
- -4.11%
- 1Y
- -23.32%
- 3Y*
- -7.18%
- 5Y*
- 0.11%
- 10Y*
- 12.25%
DXJ
- 1D
- 0.59%
- 1M
- 6.44%
- YTD
- 20.35%
- 6M
- 23.80%
- 1Y
- 56.31%
- 3Y*
- 33.61%
- 5Y*
- 26.28%
- 10Y*
- 18.20%
BAH vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | -6.24% | -33.02% | 2.00% | 24.47% | 25.71% | -1.04% | 24.46% | 60.16% | 20.21% | 7.77% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.35% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between BAH and DXJ is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2010 | 0.28 |
The correlation between BAH and DXJ shifts across timeframes, from -0.02 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BAH vs. DXJ — Risk / Return Rank
BAH
DXJ
BAH vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and WisdomTree Japan Hedged Equity Fund (DXJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BAH | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.87 | ||
| Sortino ratioReturn per unit of downside risk | -5.04 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.59 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 5.15 | -5.79 |
| Martin ratioReturn relative to average drawdown | -1.05 | 20.14 | -21.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAH | DXJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 3.25 | -3.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 1.39 | -1.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.90 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.43 | +0.14 |
Drawdowns
BAH vs. DXJ - Drawdown Comparison
The maximum BAH drawdown since its inception was -60.24%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for BAH and DXJ.
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Drawdown Indicators
| BAH | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.24% | -49.63% | -10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -37.07% | -10.98% | -26.09% |
Max Drawdown (3Y)Largest decline over 3 years | -60.24% | -22.19% | -38.05% |
Max Drawdown (5Y)Largest decline over 5 years | -60.24% | -22.19% | -38.05% |
Max Drawdown (10Y)Largest decline over 10 years | -60.24% | -39.14% | -21.10% |
Current DrawdownCurrent decline from peak | -56.40% | 0.00% | -56.40% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -14.34% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.20% | 2.80% | +19.40% |
Volatility
BAH vs. DXJ - Volatility Comparison
Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 12.40% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 3.40%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAH | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 3.40% | +9.00% |
Volatility (6M)Calculated over the trailing 6-month period | 31.84% | 13.10% | +18.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.82% | 17.44% | +20.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.00% | 18.96% | +12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.65% | 20.18% | +8.47% |
Dividends
BAH vs. DXJ - Dividend Comparison
BAH's dividend yield for the trailing twelve months is around 2.85%, more than DXJ's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | 2.85% | 2.61% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.07% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Frequently Asked Questions
BAH and DXJ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAH has higher volatility (12.40%) compared to DXJ (3.40%). In terms of maximum drawdown, BAH dropped -60.24% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.25 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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