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BAH vs. EXPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAH vs. EXPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Booz Allen Hamilton Holding Corporation (BAH) and Exponent, Inc. (EXPO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAH achieves a -5.07% return, which is significantly higher than EXPO's -13.30% return. Over the past 10 years, BAH has outperformed EXPO with an annualized return of 12.45%, while EXPO has yielded a comparatively lower 9.30% annualized return.


BAH

1D
-0.66%
1M
3.17%
YTD
-5.07%
6M
-9.00%
1Y
-21.11%
3Y*
-6.67%
5Y*
0.36%
10Y*
12.45%

EXPO

1D
0.83%
1M
-2.36%
YTD
-13.30%
6M
-17.75%
1Y
-21.56%
3Y*
-13.17%
5Y*
-6.39%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAH vs. EXPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAH
Booz Allen Hamilton Holding Corporation
-5.07%-33.02%2.00%24.47%25.71%-1.04%24.46%60.16%20.21%7.77%
EXPO
Exponent, Inc.
-13.30%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%

Correlation

The correlation between BAH and EXPO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2010

0.37

Fundamentals

Market Cap

BAH:

$9.60B

EXPO:

$2.99B

EPS

BAH:

$6.91

EXPO:

$2.14

PE Ratio

BAH:

11.51

EXPO:

27.90

PEG Ratio

BAH:

0.33

EXPO:

13.22

PS Ratio

BAH:

0.87

EXPO:

6.96

PB Ratio

BAH:

8.68

EXPO:

8.84

Total Revenue (TTM)

BAH:

$11.22B

EXPO:

$436.51M

Gross Profit (TTM)

BAH:

$4.99B

EXPO:

$95.87M

EBITDA (TTM)

BAH:

$1.11B

EXPO:

$153.50M

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Return for Risk

BAH vs. EXPO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAH
BAH Risk / Return Rank: 2020
Overall Rank
BAH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BAH Sortino Ratio Rank: 1919
Sortino Ratio Rank
BAH Omega Ratio Rank: 1919
Omega Ratio Rank
BAH Calmar Ratio Rank: 2222
Calmar Ratio Rank
BAH Martin Ratio Rank: 2424
Martin Ratio Rank

EXPO
EXPO Risk / Return Rank: 1212
Overall Rank
EXPO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1515
Omega Ratio Rank
EXPO Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXPO Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAH vs. EXPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and Exponent, Inc. (EXPO). 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.


BAHEXPODifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

0.93

0.90

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.65

+0.10

Martin ratioReturn relative to average drawdown

-0.91

-1.67

+0.77

BAH vs. EXPO - Sharpe Ratio Comparison

The current BAH Sharpe Ratio is -0.54, which is comparable to the EXPO Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of BAH and EXPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BAHEXPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.68

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.21

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.32

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.22

+0.35

Drawdowns

BAH vs. EXPO - Drawdown Comparison

The maximum BAH drawdown since its inception was -60.24%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for BAH and EXPO.


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Drawdown Indicators


BAHEXPODifference

Max Drawdown

Largest peak-to-trough decline

-60.24%

-86.44%

+26.20%

Max Drawdown (1Y)

Largest decline over 1 year

-37.07%

-32.45%

-4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-60.24%

-52.37%

-7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-60.24%

-54.79%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-60.24%

-54.79%

-5.45%

Current Drawdown

Current decline from peak

-55.85%

-49.48%

-6.37%

Average Drawdown

Average peak-to-trough decline

-10.70%

-32.72%

+22.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.35%

12.57%

+9.78%

Volatility

BAH vs. EXPO - Volatility Comparison

Booz Allen Hamilton Holding Corporation (BAH) and Exponent, Inc. (EXPO) have volatilities of 12.36% and 12.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAHEXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.36%

12.59%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.87%

25.36%

+6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

37.77%

30.95%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.00%

30.05%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.66%

28.88%

-0.22%

Dividends

BAH vs. EXPO - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 2.82%, more than EXPO's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BAH
Booz Allen Hamilton Holding Corporation
2.82%2.61%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%
EXPO
Exponent, Inc.
2.04%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%

Financials

BAH vs. EXPO - Financials Comparison

This section allows you to compare key financial metrics between Booz Allen Hamilton Holding Corporation and Exponent, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
2.78B
0
(BAH) Total Revenue
(EXPO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BAH and EXPO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXPO has higher volatility (12.59%) compared to BAH (12.36%). In terms of maximum drawdown, BAH dropped -60.24% vs EXPO's -86.44%.

BAH currently has the higher Sharpe Ratio (-0.54 vs -0.68), 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.

Portfolio Optimizer

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