BWMN vs. HURN

Last updated Jun 23, 2026

BWMN (Bowman Consulting Group Ltd.) and HURN (Huron Consulting Group Inc.) are both stocks. Both operate in the Consulting Services industry within the Industrials sector. Over the past 5 years, BWMN returned 16.82%/yr vs 12.26%/yr for HURN. At a 0.20 correlation, their price movements are largely independent.

Performance

BWMN vs. HURN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bowman Consulting Group Ltd. (BWMN) and Huron Consulting Group Inc. (HURN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BWMN achieves a -10.21% return, which is significantly higher than HURN's -47.67% return.

BWMN

• 1D: -1.76%
• 1M: -6.56%
• YTD: -10.21%
• 6M: -12.49%
• 1Y: 10.80%
• 3Y*: -1.00%
• 5Y*: 16.82%
• 10Y*: —

HURN

• 1D: -0.09%
• 1M: -14.20%
• YTD: -47.67%
• 6M: -49.45%
• 1Y: -31.53%
• 3Y*: 2.52%
• 5Y*: 12.26%
• 10Y*: 4.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BWMN vs. HURN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BWMN Bowman Consulting Group Ltd.	-10.21%	32.34%	-29.76%	62.56%	2.85%	51.75%
HURN Huron Consulting Group Inc.	-47.67%	39.15%	20.88%	41.60%	45.49%	-11.41%

Correlation

The correlation between BWMN and HURN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since May 7, 2021	0.20

Fundamentals

Market Cap BWMN : $487.84M HURN : $1.57B
EPS BWMN : $0.64 HURN : $5.86
PE Ratio BWMN : 46.68 HURN : 15.44
PEG Ratio BWMN : 0.10 HURN : 0.59
PS Ratio BWMN : 1.31 HURN : 0.92
PB Ratio BWMN : 1.94 HURN : 3.96
Total Revenue (TTM) BWMN : $377.09M HURN : $1.74B
Gross Profit (TTM) BWMN : $175.89M HURN : $405.21M
EBITDA (TTM) BWMN : $42.71M HURN : $204.05M

Return for Risk

BWMN vs. HURN — Risk / Return Rank

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

BWMN

BWMN Risk / Return Rank: 48
BWMN Sharpe Ratio Rank: 50
BWMN Sortino Ratio Rank: 46
BWMN Omega Ratio Rank: 47
BWMN Calmar Ratio Rank: 49
BWMN Martin Ratio Rank: 48

HURN

HURN Risk / Return Rank: 12
HURN Sharpe Ratio Rank: 10
HURN Sortino Ratio Rank: 13
HURN Omega Ratio Rank: 12
HURN Calmar Ratio Rank: 20
HURN Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BWMN vs. HURN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bowman Consulting Group Ltd. (BWMN) and Huron Consulting Group Inc. (HURN). 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.

	BWMN	HURN	Difference
Sharpe ratio: Return per unit of total volatility	0.23	-0.78	+1.01
Sortino ratio: Return per unit of downside risk	0.61	-0.92	+1.53
Omega ratio: Gain probability vs. loss probability	1.09	0.87	+0.22
Calmar ratio: Return relative to maximum drawdown	0.27	-0.62	+0.89
Martin ratio: Return relative to average drawdown	0.51	-1.50	+2.01

BWMN vs. HURN - Sharpe Ratio Comparison

The current BWMN Sharpe Ratio is 0.23, which is higher than the HURN Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of BWMN and HURN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BWMN vs. HURN - Drawdown Comparison

The maximum BWMN drawdown since its inception was -56.21%, smaller than the maximum HURN drawdown of -85.60%. Use the drawdown chart below to compare losses from any high point for BWMN and HURN.

Drawdown Indicators

	BWMN	HURN	Difference
Max Drawdown Largest peak-to-trough decline	-56.21%	-85.60%	+29.39%
Max Drawdown (1Y) Largest decline over 1 year	-39.93%	-51.24%	+11.31%
Max Drawdown (3Y) Largest decline over 3 years	-56.21%	-51.24%	-4.97%
Max Drawdown (5Y) Largest decline over 5 years	-56.21%	-51.24%	-4.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-53.61%	—
Current Drawdown Current decline from peak	-33.27%	-51.24%	+17.97%
Average Drawdown Average peak-to-trough decline	-20.71%	-32.28%	+11.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.12%	21.04%	+0.08%

Volatility

BWMN vs. HURN - Volatility Comparison

The current volatility for Bowman Consulting Group Ltd. (BWMN) is 10.31%, while Huron Consulting Group Inc. (HURN) has a volatility of 18.08%. This indicates that BWMN experiences smaller price fluctuations and is considered to be less risky than HURN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BWMN	HURN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.31%	18.08%	-7.77%
Volatility (6M) Calculated over the trailing 6-month period	30.49%	35.12%	-4.63%
Volatility (1Y) Calculated over the trailing 1-year period	46.46%	40.65%	+5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.10%	35.17%	+11.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.92%	36.66%	+10.26%

Dividends

BWMN vs. HURN - Dividend Comparison

Neither BWMN nor HURN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BWMN and HURN in my portfolio?

BWMN and HURN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BWMN or HURN?

HURN has higher volatility (18.08%) compared to BWMN (10.31%). In terms of maximum drawdown, BWMN dropped -56.21% vs HURN's -85.60%.

Which has better risk-adjusted returns?

BWMN currently has the higher Sharpe Ratio (0.23 vs -0.78), 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.