BJ vs. SAIC
BJ (BJ's Wholesale Club Holdings, Inc.) and SAIC (Science Applications International Corporation) are both stocks. BJ operates in Discount Stores (Consumer Defensive), while SAIC operates in Information Technology Services (Technology). Over the past 5 years, BJ returned 12.93%/yr vs 7.69%/yr for SAIC. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
BJ vs. SAIC - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 3.23% return, which is significantly lower than SAIC's 19.45% return.
BJ
- 1D
- 1.81%
- 1M
- 7.68%
- 6M
- -4.63%
- YTD
- 3.23%
- 1Y
- -10.81%
- 3Y*
- 12.53%
- 5Y*
- 12.93%
- 10Y*
- —
- ALL TIME*
- 20.06%
SAIC
- 1D
- 2.14%
- 1M
- 11.95%
- 6M
- 8.81%
- YTD
- 19.45%
- 1Y
- 5.12%
- 3Y*
- 1.52%
- 5Y*
- 7.69%
- 10Y*
- 8.52%
- ALL TIME*
- 12.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.84M | $164.52M | $193.09M | |
| $49.96M | $54.61M | $59.26M |
BJ vs. SAIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 3.23% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
SAIC Science Applications International Corporation | 19.45% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -21.91% |
Correlation
The correlation between BJ and SAIC is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.21 |
The correlation between BJ and SAIC shifts across timeframes, from 0.08 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BJ:
$11.87B
SAIC:
$5.03B
BJ:
$4.35
SAIC:
$8.85
BJ:
21.35
SAIC:
13.45
BJ:
2.36
SAIC:
0.82
BJ:
0.56
SAIC:
0.75
BJ:
4.79
SAIC:
3.68
BJ:
$21.97B
SAIC:
$7.29B
BJ:
$4.06B
SAIC:
$912.00M
BJ:
$1.05B
SAIC:
$691.00M
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Return for Risk
BJ vs. SAIC — Risk / Return Rank
BJ
SAIC
BJ vs. SAIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Science Applications International Corporation (SAIC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BJ | SAIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.06 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.16 | -0.59 |
| Martin ratioReturn relative to average drawdown | -0.69 | 0.29 | -0.98 |
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Drawdowns
BJ vs. SAIC - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum SAIC drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for BJ and SAIC.
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Drawdown Indicators
| BJ | SAIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -45.92% | +7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.79% | -31.34% | +7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -30.12% | -45.74% | +15.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.12% | -45.74% | +15.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.92% | — |
Current DrawdownCurrent decline from peak | -22.51% | -20.91% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -12.72% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.84% | 17.10% | -2.26% |
Volatility
BJ vs. SAIC - Volatility Comparison
The current volatility for BJ's Wholesale Club Holdings, Inc. (BJ) is 7.97%, while Science Applications International Corporation (SAIC) has a volatility of 10.65%. This indicates that BJ experiences smaller price fluctuations and is considered to be less risky than SAIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | SAIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 10.65% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 30.83% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.99% | 39.72% | -9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 30.41% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.04% | 32.68% | +4.36% |
Dividends
BJ vs. SAIC - Dividend Comparison
BJ has not paid dividends to shareholders, while SAIC's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, 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% |
SAIC Science Applications International Corporation | 1.24% | 1.47% | 1.32% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% |
Financials
BJ vs. SAIC - Financials Comparison
This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, Inc. and Science Applications International Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BJ vs. SAIC - Profitability Comparison
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
SAIC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported a gross profit of 249.00M and revenue of 1.91B. Therefore, the gross margin over that period was 13.1%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
SAIC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported an operating income of 179.00M and revenue of 1.91B, resulting in an operating margin of 9.4%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
SAIC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Science Applications International Corporation reported a net income of 115.00M and revenue of 1.91B, resulting in a net margin of 6.0%.
Frequently Asked Questions
BJ and SAIC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIC has higher volatility (10.65%) compared to BJ (7.97%). In terms of maximum drawdown, BJ dropped -38.76% vs SAIC's -45.92%.
SAIC currently has the higher Sharpe Ratio (0.13 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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