PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
-12.43%
-7.80%
BAH
ICFI

Key characteristics

Sharpe Ratio

BAH:

0.29

ICFI:

-0.06

Sortino Ratio

BAH:

0.63

ICFI:

0.12

Omega Ratio

BAH:

1.10

ICFI:

1.02

Calmar Ratio

BAH:

0.29

ICFI:

-0.05

Martin Ratio

BAH:

0.82

ICFI:

-0.13

Ulcer Index

BAH:

11.05%

ICFI:

12.66%

Daily Std Dev

BAH:

31.20%

ICFI:

29.13%

Max Drawdown

BAH:

-32.40%

ICFI:

-56.24%

Current Drawdown

BAH:

-26.48%

ICFI:

-26.48%

Fundamentals

Market Cap

BAH:

$17.39B

ICFI:

$2.42B

EPS

BAH:

$6.34

ICFI:

$5.70

PE Ratio

BAH:

21.46

ICFI:

22.66

PEG Ratio

BAH:

2.29

ICFI:

1.88

Total Revenue (TTM)

BAH:

$8.86B

ICFI:

$1.52B

Gross Profit (TTM)

BAH:

$3.00B

ICFI:

$545.35M

EBITDA (TTM)

BAH:

$1.19B

ICFI:

$170.28M

Returns By Period

In the year-to-date period, BAH achieves a 5.91% return, which is significantly lower than ICFI's 8.46% return. Over the past 10 years, BAH has outperformed ICFI with an annualized return of 18.84%, while ICFI has yielded a comparatively lower 13.25% annualized return.


BAH

YTD

5.91%

1M

0.37%

6M

-12.43%

1Y

9.20%

5Y*

13.31%

10Y*

18.84%

ICFI

YTD

8.46%

1M

2.29%

6M

-7.80%

1Y

-0.81%

5Y*

7.61%

10Y*

13.25%

*Annualized

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. ICFI — Risk-Adjusted Performance Rank

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

BAH
The Risk-Adjusted Performance Rank of BAH is 5656
Overall Rank
The Sharpe Ratio Rank of BAH is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 5757
Martin Ratio Rank

ICFI
The Risk-Adjusted Performance Rank of ICFI is 4141
Overall Rank
The Sharpe Ratio Rank of ICFI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ICFI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ICFI is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ICFI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ICFI is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.29, compared to the broader market-2.000.002.000.29-0.06
The chart of Sortino ratio for BAH, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.12
The chart of Omega ratio for BAH, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.02
The chart of Calmar ratio for BAH, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.05
The chart of Martin ratio for BAH, currently valued at 0.82, compared to the broader market-10.000.0010.0020.0030.000.82-0.13
BAH
ICFI

The current BAH Sharpe Ratio is 0.29, which is higher than the ICFI Sharpe Ratio of -0.06. 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.29
-0.06
BAH
ICFI

Dividends

BAH vs. ICFI - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.50%, more than ICFI's 0.43% yield.


TTM20242023202220212020201920182017201620152014
BAH
Booz Allen Hamilton Holding Corporation
1.50%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%
ICFI
ICF International, Inc.
0.43%0.47%0.42%0.57%0.55%0.75%0.61%0.86%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%AugustSeptemberOctoberNovemberDecember2025
-26.48%
-26.48%
BAH
ICFI

Volatility

BAH vs. ICFI - Volatility Comparison

The current volatility for Booz Allen Hamilton Holding Corporation (BAH) is 6.69%, while ICF International, Inc. (ICFI) has a volatility of 8.37%. This indicates that BAH experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
6.69%
8.37%
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
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 © 2025 PortfoliosLab