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CACI vs. NVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CACI vs. NVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CACI International Inc (CACI) and NVR, Inc. (NVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CACI achieves a -2.57% return, which is significantly higher than NVR's -15.11% return. Over the past 10 years, CACI has outperformed NVR with an annualized return of 17.91%, while NVR has yielded a comparatively lower 13.65% annualized return.


CACI

1D
-2.31%
1M
7.93%
YTD
-2.57%
6M
-12.52%
1Y
16.54%
3Y*
17.84%
5Y*
14.78%
10Y*
17.91%

NVR

1D
0.14%
1M
3.63%
YTD
-15.11%
6M
-16.77%
1Y
-13.00%
3Y*
2.09%
5Y*
5.25%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACI vs. NVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CACI
CACI International Inc
-2.57%31.86%24.76%7.74%11.66%7.97%-0.26%73.57%8.83%6.48%
NVR
NVR, Inc.
-15.11%-10.83%16.83%51.77%-21.94%44.83%7.13%56.28%-30.53%110.20%

Correlation

The correlation between CACI and NVR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 26, 1987

0.19

The correlation between CACI and NVR shifts across timeframes, from 0.11 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CACI:

$11.50B

NVR:

$18.13B

EPS

CACI:

$18.36

NVR:

$408.34

PE Ratio

CACI:

28.28

NVR:

15.16

PEG Ratio

CACI:

4.84

NVR:

1.48

PS Ratio

CACI:

1.25

NVR:

1.94

PB Ratio

CACI:

2.69

NVR:

5.19

Total Revenue (TTM)

CACI:

$9.16B

NVR:

$9.66B

Gross Profit (TTM)

CACI:

$854.30M

NVR:

$2.17B

EBITDA (TTM)

CACI:

$1.08B

NVR:

$1.60B

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Return for Risk

CACI vs. NVR — Risk / Return Rank

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

CACI
CACI Risk / Return Rank: 5656
Overall Rank
CACI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CACI Sortino Ratio Rank: 5454
Sortino Ratio Rank
CACI Omega Ratio Rank: 5353
Omega Ratio Rank
CACI Calmar Ratio Rank: 5656
Calmar Ratio Rank
CACI Martin Ratio Rank: 5757
Martin Ratio Rank

NVR
NVR Risk / Return Rank: 2424
Overall Rank
NVR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVR Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVR Omega Ratio Rank: 2121
Omega Ratio Rank
NVR Calmar Ratio Rank: 3030
Calmar Ratio Rank
NVR Martin Ratio Rank: 2626
Martin Ratio Rank
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.

CACI vs. NVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) and NVR, Inc. (NVR). 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.


CACINVRDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.12

0.94

+0.18

Calmar ratioReturn relative to maximum drawdown

0.61

-0.37

+0.98

Martin ratioReturn relative to average drawdown

1.50

-0.84

+2.34

CACI vs. NVR - Sharpe Ratio Comparison

The current CACI Sharpe Ratio is 0.52, which is higher than the NVR Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of CACI and NVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CACINVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

-0.48

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.19

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.43

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.05

+0.34

Drawdowns

CACI vs. NVR - Drawdown Comparison

The maximum CACI drawdown since its inception was -62.89%, smaller than the maximum NVR drawdown of -96.47%. Use the drawdown chart below to compare losses from any high point for CACI and NVR.


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Drawdown Indicators


CACINVRDifference

Max Drawdown

Largest peak-to-trough decline

-62.89%

-96.47%

+33.58%

Max Drawdown (1Y)

Largest decline over 1 year

-27.36%

-34.88%

+7.52%

Max Drawdown (3Y)

Largest decline over 3 years

-42.88%

-43.94%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-42.88%

-43.94%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.88%

-46.13%

+3.25%

Current Drawdown

Current decline from peak

-21.60%

-37.62%

+16.02%

Average Drawdown

Average peak-to-trough decline

-19.09%

-23.55%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

15.45%

-4.38%

Volatility

CACI vs. NVR - Volatility Comparison

CACI International Inc (CACI) has a higher volatility of 7.81% compared to NVR, Inc. (NVR) at 6.50%. This indicates that CACI's price experiences larger fluctuations and is considered to be riskier than NVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CACINVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

6.50%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

23.76%

19.81%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

32.07%

27.21%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.93%

27.54%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.07%

31.95%

-3.88%

Dividends

CACI vs. NVR - Dividend Comparison

Neither CACI nor NVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CACI vs. NVR - Financials Comparison

This section allows you to compare key financial metrics between CACI International Inc and NVR, 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


1.50B2.00B2.50B3.00B20222023202420252026
2.35B
1.83B
(CACI) Total Revenue
(NVR) Total Revenue
Values in USD except per share items

CACI vs. NVR - Profitability Comparison

The chart below illustrates the profitability comparison between CACI International Inc and NVR, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
9.7%
19.6%
Portfolio components
CACI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a gross profit of 228.88M and revenue of 2.35B. Therefore, the gross margin over that period was 9.7%.

NVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a gross profit of 360.34M and revenue of 1.83B. Therefore, the gross margin over that period was 19.6%.

CACI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported an operating income of 228.88M and revenue of 2.35B, resulting in an operating margin of 9.7%.

NVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported an operating income of 203.37M and revenue of 1.83B, resulting in an operating margin of 11.1%.

CACI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a net income of 130.40K and revenue of 2.35B, resulting in a net margin of 0.0%.

NVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a net income of 198.36M and revenue of 1.83B, resulting in a net margin of 10.8%.


Frequently Asked Questions


CACI and NVR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CACI has higher volatility (7.81%) compared to NVR (6.50%). In terms of maximum drawdown, CACI dropped -62.89% vs NVR's -96.47%.

CACI currently has the higher Sharpe Ratio (0.52 vs -0.48), 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.

Portfolio Optimizer

Find the right allocation for CACI and NVR

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