BWMN vs. WDC
BWMN (Bowman Consulting Group Ltd.) and WDC (Western Digital Corporation) are both stocks. BWMN operates in Consulting Services (Industrials), while WDC operates in Computer Hardware (Technology). Over the past 5 years, BWMN returned 18.13%/yr vs 59.21%/yr for WDC. At a 0.18 correlation, their price movements are largely independent.
Performance
BWMN vs. WDC - Performance Comparison
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Returns By Period
In the year-to-date period, BWMN achieves a -3.88% return, which is significantly lower than WDC's 245.04% return.
BWMN
- 1D
- -2.40%
- 1M
- -2.25%
- YTD
- -3.88%
- 6M
- -9.70%
- 1Y
- 24.28%
- 3Y*
- 4.16%
- 5Y*
- 18.13%
- 10Y*
- —
WDC
- 1D
- 5.51%
- 1M
- 34.30%
- YTD
- 245.04%
- 6M
- 282.33%
- 1Y
- 1,009.68%
- 3Y*
- 169.70%
- 5Y*
- 59.21%
- 10Y*
- 34.20%
BWMN vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BWMN Bowman Consulting Group Ltd. | -3.88% | 32.34% | -29.76% | 62.56% | 2.85% | 51.75% |
WDC Western Digital Corporation | 245.04% | 283.68% | 13.86% | 65.99% | -51.62% | -8.99% |
Correlation
The correlation between BWMN and WDC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.18 |
Fundamentals
BWMN:
$0.64
WDC:
$23.29
BWMN:
49.97
WDC:
25.51
BWMN:
0.10
WDC:
0.59
BWMN:
1.40
WDC:
14.05
BWMN:
$377.09M
WDC:
$11.78B
BWMN:
$175.89M
WDC:
$5.35B
BWMN:
$42.71M
WDC:
$10.88B
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Return for Risk
BWMN vs. WDC — Risk / Return Rank
BWMN
WDC
BWMN vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bowman Consulting Group Ltd. (BWMN) and Western Digital Corporation (WDC). 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.
| BWMN | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.59 | ||
| Sortino ratioReturn per unit of downside risk | -6.62 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 2.05 | -0.91 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 49.55 | -48.94 |
| Martin ratioReturn relative to average drawdown | 1.21 | 177.25 | -176.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BWMN | WDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 16.12 | -15.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 1.23 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.21 | +0.16 |
Drawdowns
BWMN vs. WDC - Drawdown Comparison
The maximum BWMN drawdown since its inception was -56.21%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for BWMN and WDC.
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Drawdown Indicators
| BWMN | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.21% | -96.20% | +39.99% |
Max Drawdown (1Y)Largest decline over 1 year | -39.93% | -20.59% | -19.34% |
Max Drawdown (3Y)Largest decline over 3 years | -56.21% | -49.65% | -6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -56.21% | -60.85% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.49% | — |
Current DrawdownCurrent decline from peak | -28.56% | 0.00% | -28.56% |
Average DrawdownAverage peak-to-trough decline | -20.65% | -52.10% | +31.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.11% | 5.75% | +14.36% |
Volatility
BWMN vs. WDC - Volatility Comparison
The current volatility for Bowman Consulting Group Ltd. (BWMN) is 12.47%, while Western Digital Corporation (WDC) has a volatility of 17.18%. This indicates that BWMN experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BWMN | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 17.18% | -4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 31.36% | 51.44% | -20.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.86% | 63.33% | -17.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.34% | 48.32% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.03% | 48.38% | -1.35% |
Dividends
BWMN vs. WDC - Dividend Comparison
BWMN has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWMN Bowman Consulting Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WDC Western Digital Corporation | 0.08% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
BWMN vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between Bowman Consulting Group Ltd. and Western Digital 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
Frequently Asked Questions
BWMN and WDC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (17.18%) compared to BWMN (12.47%). In terms of maximum drawdown, BWMN dropped -56.21% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (16.12 vs 0.53), 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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