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BAH vs. HURN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BAH vs. HURN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-5.08%
41.47%
BAH
HURN

Returns By Period

In the year-to-date period, BAH achieves a 14.28% return, which is significantly lower than HURN's 17.28% return. Over the past 10 years, BAH has outperformed HURN with an annualized return of 20.78%, while HURN has yielded a comparatively lower 5.85% annualized return.


BAH

YTD

14.28%

1M

-11.38%

6M

-5.08%

1Y

15.67%

5Y (annualized)

17.09%

10Y (annualized)

20.78%

HURN

YTD

17.28%

1M

11.46%

6M

41.47%

1Y

14.95%

5Y (annualized)

12.85%

10Y (annualized)

5.85%

Fundamentals


BAHHURN
Market Cap$18.42B$2.14B
EPS$6.34$4.57
PE Ratio22.7426.38
PEG Ratio2.291.52
Total Revenue (TTM)$11.43B$1.47B
Gross Profit (TTM)$4.39B$446.69M
EBITDA (TTM)$1.36B$158.98M

Key characteristics


BAHHURN
Sharpe Ratio0.480.49
Sortino Ratio0.890.84
Omega Ratio1.141.13
Calmar Ratio0.570.68
Martin Ratio3.111.51
Ulcer Index4.70%9.66%
Daily Std Dev30.33%29.83%
Max Drawdown-32.40%-85.60%
Current Drawdown-22.22%-7.14%

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Correlation

-0.50.00.51.00.3

The correlation between BAH and HURN is 0.34, 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.

Risk-Adjusted Performance

BAH vs. HURN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and Huron Consulting Group Inc. (HURN). 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 0.48, compared to the broader market-4.00-2.000.002.004.000.480.49
The chart of Sortino ratio for BAH, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.890.84
The chart of Omega ratio for BAH, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.13
The chart of Calmar ratio for BAH, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.68
The chart of Martin ratio for BAH, currently valued at 3.11, compared to the broader market-10.000.0010.0020.0030.003.111.51
BAH
HURN

The current BAH Sharpe Ratio is 0.48, which is comparable to the HURN Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BAH and HURN, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.48
0.49
BAH
HURN

Dividends

BAH vs. HURN - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.41%, while HURN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BAH
Booz Allen Hamilton Holding Corporation
1.41%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%
HURN
Huron Consulting Group 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. HURN - Drawdown Comparison

The maximum BAH drawdown since its inception was -32.40%, smaller than the maximum HURN drawdown of -85.60%. Use the drawdown chart below to compare losses from any high point for BAH and HURN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.22%
-7.14%
BAH
HURN

Volatility

BAH vs. HURN - Volatility Comparison

Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 18.67% compared to Huron Consulting Group Inc. (HURN) at 13.81%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than HURN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.67%
13.81%
BAH
HURN

Financials

BAH vs. HURN - Financials Comparison

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