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

Correlation

The correlation between BAH and ICFI 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. ICFI - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-16.35%
-12.44%
BAH
ICFI

Key characteristics

Sharpe Ratio

BAH:

0.12

ICFI:

-0.31

Sortino Ratio

BAH:

0.39

ICFI:

-0.24

Omega Ratio

BAH:

1.06

ICFI:

0.97

Calmar Ratio

BAH:

0.12

ICFI:

-0.29

Martin Ratio

BAH:

0.46

ICFI:

-0.91

Ulcer Index

BAH:

8.06%

ICFI:

9.68%

Daily Std Dev

BAH:

31.07%

ICFI:

28.45%

Max Drawdown

BAH:

-32.40%

ICFI:

-56.24%

Current Drawdown

BAH:

-30.60%

ICFI:

-30.22%

Fundamentals

Market Cap

BAH:

$17.35B

ICFI:

$2.37B

EPS

BAH:

$6.34

ICFI:

$5.69

PE Ratio

BAH:

21.42

ICFI:

22.21

PEG Ratio

BAH:

2.29

ICFI:

1.88

Total Revenue (TTM)

BAH:

$11.43B

ICFI:

$2.00B

Gross Profit (TTM)

BAH:

$4.39B

ICFI:

$705.63M

EBITDA (TTM)

BAH:

$1.48B

ICFI:

$224.90M

Returns By Period

In the year-to-date period, BAH achieves a 1.97% return, which is significantly higher than ICFI's -8.12% return. Over the past 10 years, BAH has outperformed ICFI with an annualized return of 19.18%, while ICFI has yielded a comparatively lower 12.00% annualized return.


BAH

YTD

1.97%

1M

-6.71%

6M

-16.13%

1Y

4.51%

5Y*

14.28%

10Y*

19.18%

ICFI

YTD

-8.12%

1M

-7.94%

6M

-12.54%

1Y

-7.79%

5Y*

6.31%

10Y*

12.00%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BAH vs. ICFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and ICF International, Inc. (ICFI). 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 0.12, compared to the broader market-4.00-2.000.002.000.12-0.31
The chart of Sortino ratio for BAH, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.39-0.24
The chart of Omega ratio for BAH, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.97
The chart of Calmar ratio for BAH, currently valued at 0.12, compared to the broader market0.002.004.006.000.12-0.29
The chart of Martin ratio for BAH, currently valued at 0.46, compared to the broader market0.0010.0020.000.46-0.91
BAH
ICFI

The current BAH Sharpe Ratio is 0.12, which is higher than the ICFI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of BAH and ICFI, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.12
-0.31
BAH
ICFI

Dividends

BAH vs. ICFI - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.59%, more than ICFI's 0.46% yield.


TTM20232022202120202019201820172016201520142013
BAH
Booz Allen Hamilton Holding Corporation
1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%
ICFI
ICF International, Inc.
0.46%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BAH vs. ICFI - Drawdown Comparison

The maximum BAH drawdown since its inception was -32.40%, smaller than the maximum ICFI drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for BAH and ICFI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.60%
-30.22%
BAH
ICFI

Volatility

BAH vs. ICFI - Volatility Comparison

Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 10.28% compared to ICF International, Inc. (ICFI) at 6.93%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than ICFI 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
10.28%
6.93%
BAH
ICFI

Financials

BAH vs. ICFI - Financials Comparison

This section allows you to compare key financial metrics between Booz Allen Hamilton Holding Corporation and ICF International, 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
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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.

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