PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BAH vs. FCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAH and FCN is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BAH vs. FCN - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,311.05%
457.49%
BAH
FCN

Key characteristics

Sharpe Ratio

BAH:

0.21

FCN:

-0.05

Sortino Ratio

BAH:

0.52

FCN:

0.12

Omega Ratio

BAH:

1.08

FCN:

1.02

Calmar Ratio

BAH:

0.21

FCN:

-0.07

Martin Ratio

BAH:

0.79

FCN:

-0.20

Ulcer Index

BAH:

8.27%

FCN:

6.81%

Daily Std Dev

BAH:

31.12%

FCN:

27.35%

Max Drawdown

BAH:

-32.40%

FCN:

-88.05%

Current Drawdown

BAH:

-29.23%

FCN:

-15.46%

Fundamentals

Market Cap

BAH:

$17.35B

FCN:

$7.07B

EPS

BAH:

$6.34

FCN:

$8.70

PE Ratio

BAH:

21.42

FCN:

22.62

PEG Ratio

BAH:

2.29

FCN:

1.61

Total Revenue (TTM)

BAH:

$11.43B

FCN:

$3.73B

Gross Profit (TTM)

BAH:

$4.39B

FCN:

$1.22B

EBITDA (TTM)

BAH:

$1.48B

FCN:

$448.34M

Returns By Period

In the year-to-date period, BAH achieves a 3.98% return, which is significantly higher than FCN's -1.94% return. Over the past 10 years, BAH has outperformed FCN with an annualized return of 19.16%, while FCN has yielded a comparatively lower 17.40% annualized return.


BAH

YTD

3.98%

1M

-9.02%

6M

-14.70%

1Y

5.75%

5Y*

14.71%

10Y*

19.16%

FCN

YTD

-1.94%

1M

-1.85%

6M

-6.96%

1Y

-1.74%

5Y*

11.56%

10Y*

17.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BAH vs. FCN - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for BAH, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.21-0.05
The chart of Sortino ratio for BAH, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.520.12
The chart of Omega ratio for BAH, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.02
The chart of Calmar ratio for BAH, currently valued at 0.21, compared to the broader market0.002.004.006.000.21-0.07
The chart of Martin ratio for BAH, currently valued at 0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.000.79-0.20
BAH
FCN

The current BAH Sharpe Ratio is 0.21, which is higher than the FCN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of BAH and FCN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
-0.05
BAH
FCN

Dividends

BAH vs. FCN - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.55%, while FCN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BAH
Booz Allen Hamilton Holding Corporation
1.55%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%
FCN
FTI Consulting, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BAH vs. FCN - Drawdown Comparison

The maximum BAH drawdown since its inception was -32.40%, smaller than the maximum FCN drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for BAH and FCN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.23%
-15.46%
BAH
FCN

Volatility

BAH vs. FCN - Volatility Comparison

Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 9.31% compared to FTI Consulting, Inc. (FCN) at 5.37%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than FCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.31%
5.37%
BAH
FCN

Financials

BAH vs. FCN - Financials Comparison

This section allows you to compare key financial metrics between Booz Allen Hamilton Holding Corporation and FTI Consulting, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab