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

Correlation

The correlation between BAH and MUSA is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BAH vs. MUSA - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
733.88%
1,196.14%
BAH
MUSA

Key characteristics

Sharpe Ratio

BAH:

-0.49

MUSA:

0.71

Sortino Ratio

BAH:

-0.49

MUSA:

1.17

Omega Ratio

BAH:

0.93

MUSA:

1.13

Calmar Ratio

BAH:

-0.38

MUSA:

0.85

Martin Ratio

BAH:

-0.76

MUSA:

2.04

Ulcer Index

BAH:

22.31%

MUSA:

9.02%

Daily Std Dev

BAH:

34.15%

MUSA:

26.05%

Max Drawdown

BAH:

-44.33%

MUSA:

-33.72%

Current Drawdown

BAH:

-35.19%

MUSA:

-11.41%

Fundamentals

Market Cap

BAH:

$14.83B

MUSA:

$9.73B

EPS

BAH:

$6.69

MUSA:

$24.12

PE Ratio

BAH:

17.88

MUSA:

20.38

PEG Ratio

BAH:

2.29

MUSA:

1.80

PS Ratio

BAH:

1.26

MUSA:

0.54

PB Ratio

BAH:

12.23

MUSA:

11.46

Total Revenue (TTM)

BAH:

$9.01B

MUSA:

$15.40B

Gross Profit (TTM)

BAH:

$3.98B

MUSA:

$5.61B

EBITDA (TTM)

BAH:

$1.23B

MUSA:

$832.80M

Returns By Period

In the year-to-date period, BAH achieves a -6.64% return, which is significantly lower than MUSA's -1.93% return. Over the past 10 years, BAH has underperformed MUSA with an annualized return of 17.72%, while MUSA has yielded a comparatively higher 22.49% annualized return.


BAH

YTD

-6.64%

1M

12.97%

6M

-33.74%

1Y

-16.37%

5Y*

11.05%

10Y*

17.72%

MUSA

YTD

-1.93%

1M

6.56%

6M

4.06%

1Y

17.13%

5Y*

35.69%

10Y*

22.49%

*Annualized

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Risk-Adjusted Performance

BAH vs. MUSA — 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 2727
Overall Rank
The Sharpe Ratio Rank of BAH is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 3535
Martin Ratio Rank

MUSA
The Risk-Adjusted Performance Rank of MUSA is 7474
Overall Rank
The Sharpe Ratio Rank of MUSA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MUSA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MUSA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MUSA is 7474
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. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and Murphy USA Inc. (MUSA). 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.


The chart of Sharpe ratio for BAH, currently valued at -0.49, compared to the broader market-2.00-1.000.001.002.003.00
BAH: -0.49
MUSA: 0.71
The chart of Sortino ratio for BAH, currently valued at -0.49, compared to the broader market-6.00-4.00-2.000.002.004.00
BAH: -0.49
MUSA: 1.17
The chart of Omega ratio for BAH, currently valued at 0.93, compared to the broader market0.501.001.502.00
BAH: 0.93
MUSA: 1.13
The chart of Calmar ratio for BAH, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
BAH: -0.38
MUSA: 0.85
The chart of Martin ratio for BAH, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.00
BAH: -0.76
MUSA: 2.04

The current BAH Sharpe Ratio is -0.49, which is lower than the MUSA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BAH and MUSA, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.49
0.71
BAH
MUSA

Dividends

BAH vs. MUSA - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.74%, more than MUSA's 0.38% yield.


TTM20242023202220212020201920182017201620152014
BAH
Booz Allen Hamilton Holding Corporation
1.74%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%
MUSA
Murphy USA Inc.
0.38%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BAH vs. MUSA - Drawdown Comparison

The maximum BAH drawdown since its inception was -44.33%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for BAH and MUSA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.19%
-11.41%
BAH
MUSA

Volatility

BAH vs. MUSA - Volatility Comparison

The current volatility for Booz Allen Hamilton Holding Corporation (BAH) is 8.67%, while Murphy USA Inc. (MUSA) has a volatility of 9.71%. This indicates that BAH experiences smaller price fluctuations and is considered to be less risky than MUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
8.67%
9.71%
BAH
MUSA

Financials

BAH vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between Booz Allen Hamilton Holding Corporation and Murphy USA 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