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

Performance

BAH vs. HLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Booz Allen Hamilton Holding Corporation (BAH) and Houlihan Lokey, Inc. (HLI). 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 -6.24% return, which is significantly higher than HLI's -19.84% return. Over the past 10 years, BAH has underperformed HLI with an annualized return of 12.25%, while HLI has yielded a comparatively higher 21.70% 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%

HLI

1D
-0.72%
1M
-7.53%
YTD
-19.84%
6M
-20.99%
1Y
-19.87%
3Y*
17.08%
5Y*
15.00%
10Y*
21.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAH vs. HLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HLI
Houlihan Lokey, Inc.
-19.84%1.64%47.04%40.67%-13.88%57.04%40.61%36.33%-17.20%49.30%

Correlation

The correlation between BAH and HLI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.26

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

0.28

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

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2015

0.29

The correlation between BAH and HLI shifts across timeframes, from 0.19 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BAH:

$9.48B

HLI:

$9.42B

EPS

BAH:

$6.91

HLI:

$6.22

PE Ratio

BAH:

11.37

HLI:

22.27

PEG Ratio

BAH:

0.33

HLI:

6.89

PS Ratio

BAH:

0.86

HLI:

3.62

PB Ratio

BAH:

8.58

HLI:

4.02

Total Revenue (TTM)

BAH:

$11.22B

HLI:

$2.62B

Gross Profit (TTM)

BAH:

$4.99B

HLI:

$1.37B

EBITDA (TTM)

BAH:

$1.11B

HLI:

$636.63M

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Return for Risk

BAH vs. HLI — Risk / Return Rank

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

BAH
BAH Risk / Return Rank: 1616
Overall Rank
BAH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BAH Sortino Ratio Rank: 1616
Sortino Ratio Rank
BAH Omega Ratio Rank: 1616
Omega Ratio Rank
BAH Calmar Ratio Rank: 1818
Calmar Ratio Rank
BAH Martin Ratio Rank: 1919
Martin Ratio Rank

HLI
HLI Risk / Return Rank: 1414
Overall Rank
HLI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HLI Sortino Ratio Rank: 1212
Sortino Ratio Rank
HLI Omega Ratio Rank: 1212
Omega Ratio Rank
HLI Calmar Ratio Rank: 1919
Calmar Ratio Rank
HLI Martin Ratio Rank: 1616
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. HLI - Risk-Adjusted Trends Comparison

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


BAHHLIDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.91

0.88

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.60

-0.03

Martin ratioReturn relative to average drawdown

-1.05

-1.16

+0.10

BAH vs. HLI - Sharpe Ratio Comparison

The current BAH Sharpe Ratio is -0.62, which is comparable to the HLI Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of BAH and HLI, 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


BAHHLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.78

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.54

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.81

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.77

-0.20

Drawdowns

BAH vs. HLI - Drawdown Comparison

The maximum BAH drawdown since its inception was -60.24%, which is greater than HLI's maximum drawdown of -36.57%. Use the drawdown chart below to compare losses from any high point for BAH and HLI.


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Drawdown Indicators


BAHHLIDifference

Max Drawdown

Largest peak-to-trough decline

-60.24%

-36.57%

-23.67%

Max Drawdown (1Y)

Largest decline over 1 year

-37.07%

-33.13%

-3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-60.24%

-33.13%

-27.11%

Max Drawdown (5Y)

Largest decline over 5 years

-60.24%

-36.57%

-23.67%

Max Drawdown (10Y)

Largest decline over 10 years

-60.24%

-36.57%

-23.67%

Current Drawdown

Current decline from peak

-56.40%

-33.02%

-23.38%

Average Drawdown

Average peak-to-trough decline

-10.68%

-9.53%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.20%

17.21%

+4.99%

Volatility

BAH vs. HLI - Volatility Comparison

Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 12.40% compared to Houlihan Lokey, Inc. (HLI) at 8.07%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than HLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAHHLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.40%

8.07%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

31.84%

18.78%

+13.06%

Volatility (1Y)

Calculated over the trailing 1-year period

37.82%

25.57%

+12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.00%

27.90%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.65%

26.85%

+1.80%

Dividends

BAH vs. HLI - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 2.85%, more than HLI's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HLI
Houlihan Lokey, Inc.
1.81%1.36%1.30%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%

Financials

BAH vs. HLI - Financials Comparison

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


500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
2.78B
635.64M
(BAH) Total Revenue
(HLI) Total Revenue
Values in USD except per share items

BAH vs. HLI - Profitability Comparison

The chart below illustrates the profitability comparison between Booz Allen Hamilton Holding Corporation and Houlihan Lokey, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
20.9%
31.8%
Portfolio components
BAH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a gross profit of 581.00M and revenue of 2.78B. Therefore, the gross margin over that period was 20.9%.

HLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Houlihan Lokey, Inc. reported a gross profit of 201.88M and revenue of 635.64M. Therefore, the gross margin over that period was 31.8%.

BAH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported an operating income of 263.00M and revenue of 2.78B, resulting in an operating margin of 9.5%.

HLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Houlihan Lokey, Inc. reported an operating income of 125.15M and revenue of 635.64M, resulting in an operating margin of 19.7%.

BAH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a net income of 205.00M and revenue of 2.78B, resulting in a net margin of 7.4%.

HLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Houlihan Lokey, Inc. reported a net income of 99.84M and revenue of 635.64M, resulting in a net margin of 15.7%.


Frequently Asked Questions


BAH and HLI have a correlation of 0.19, 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 HLI (8.07%). In terms of maximum drawdown, BAH dropped -60.24% vs HLI's -36.57%.

BAH currently has the higher Sharpe Ratio (-0.62 vs -0.78), 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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