PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CACI vs. SAIC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CACI and SAIC is 0.64, 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.


-0.50.00.51.00.6

Performance

CACI vs. SAIC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-7.00%
-4.82%
CACI
SAIC

Key characteristics

Sharpe Ratio

CACI:

1.11

SAIC:

-0.30

Sortino Ratio

CACI:

1.50

SAIC:

-0.19

Omega Ratio

CACI:

1.24

SAIC:

0.97

Calmar Ratio

CACI:

0.87

SAIC:

-0.30

Martin Ratio

CACI:

3.32

SAIC:

-0.71

Ulcer Index

CACI:

7.89%

SAIC:

11.95%

Daily Std Dev

CACI:

23.52%

SAIC:

28.49%

Max Drawdown

CACI:

-90.90%

SAIC:

-45.92%

Current Drawdown

CACI:

-29.27%

SAIC:

-27.76%

Fundamentals

Market Cap

CACI:

$9.30B

SAIC:

$5.60B

EPS

CACI:

$20.18

SAIC:

$5.94

PE Ratio

CACI:

20.57

SAIC:

19.30

PEG Ratio

CACI:

3.38

SAIC:

3.67

Total Revenue (TTM)

CACI:

$7.87B

SAIC:

$7.38B

Gross Profit (TTM)

CACI:

$1.60B

SAIC:

$852.00M

EBITDA (TTM)

CACI:

$833.78M

SAIC:

$488.00M

Returns By Period

In the year-to-date period, CACI achieves a 25.02% return, which is significantly higher than SAIC's -9.41% return. Over the past 10 years, CACI has outperformed SAIC with an annualized return of 16.51%, while SAIC has yielded a comparatively lower 10.01% annualized return.


CACI

YTD

25.02%

1M

-13.63%

6M

-7.00%

1Y

26.15%

5Y*

10.00%

10Y*

16.51%

SAIC

YTD

-9.41%

1M

-10.37%

6M

-4.38%

1Y

-9.02%

5Y*

6.37%

10Y*

10.01%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CACI vs. SAIC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CACI, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.11-0.32
The chart of Sortino ratio for CACI, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.50-0.21
The chart of Omega ratio for CACI, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.96
The chart of Calmar ratio for CACI, currently valued at 0.87, compared to the broader market0.002.004.006.000.87-0.32
The chart of Martin ratio for CACI, currently valued at 3.32, compared to the broader market0.0010.0020.003.32-0.75
CACI
SAIC

The current CACI Sharpe Ratio is 1.11, which is higher than the SAIC Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of CACI and SAIC, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.11
-0.32
CACI
SAIC

Dividends

CACI vs. SAIC - Dividend Comparison

CACI has not paid dividends to shareholders, while SAIC's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
CACI
CACI International 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
1.33%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%2.26%0.85%

Drawdowns

CACI vs. SAIC - Drawdown Comparison

The maximum CACI drawdown since its inception was -90.90%, which is greater than SAIC's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for CACI and SAIC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.27%
-27.76%
CACI
SAIC

Volatility

CACI vs. SAIC - Volatility Comparison

CACI International Inc (CACI) has a higher volatility of 7.91% compared to Science Applications International Corporation (SAIC) at 5.95%. This indicates that CACI's price experiences larger fluctuations and is considered to be riskier than SAIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.91%
5.95%
CACI
SAIC

Financials

CACI vs. SAIC - Financials Comparison

This section allows you to compare key financial metrics between CACI International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab