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BAH vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAH and SPY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BAH vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Booz Allen Hamilton Holding Corporation (BAH) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,108.17%
506.78%
BAH
SPY

Key characteristics

Sharpe Ratio

BAH:

-0.49

SPY:

0.51

Sortino Ratio

BAH:

-0.49

SPY:

0.86

Omega Ratio

BAH:

0.93

SPY:

1.13

Calmar Ratio

BAH:

-0.38

SPY:

0.55

Martin Ratio

BAH:

-0.76

SPY:

2.26

Ulcer Index

BAH:

22.31%

SPY:

4.55%

Daily Std Dev

BAH:

34.15%

SPY:

20.08%

Max Drawdown

BAH:

-44.33%

SPY:

-55.19%

Current Drawdown

BAH:

-35.19%

SPY:

-9.89%

Returns By Period

In the year-to-date period, BAH achieves a -6.64% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, BAH has outperformed SPY with an annualized return of 17.72%, while SPY has yielded a comparatively lower 12.04% annualized return.


BAH

YTD

-6.64%

1M

12.97%

6M

-33.74%

1Y

-16.37%

5Y*

11.05%

10Y*

17.72%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

BAH vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for BAH, currently valued at 0.93, compared to the broader market0.501.001.502.00
BAH: 0.93
SPY: 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
SPY: 0.55
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
SPY: 2.26

The current BAH Sharpe Ratio is -0.49, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BAH and SPY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.49
0.51
BAH
SPY

Dividends

BAH vs. SPY - Dividend Comparison

BAH's dividend yield for the trailing twelve months is around 1.74%, more than SPY's 1.30% 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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BAH vs. SPY - Drawdown Comparison

The maximum BAH drawdown since its inception was -44.33%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BAH and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.19%
-9.89%
BAH
SPY

Volatility

BAH vs. SPY - Volatility Comparison

The current volatility for Booz Allen Hamilton Holding Corporation (BAH) is 8.67%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that BAH experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
8.67%
15.12%
BAH
SPY