CACI vs. TDG
CACI (CACI International Inc) and TDG (TransDigm Group Incorporated) are both stocks. CACI operates in Information Technology Services (Technology), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, CACI returned 17.91%/yr vs 22.15%/yr for TDG. At a 0.38 correlation, their price movements are largely independent.
Performance
CACI vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, CACI achieves a -2.57% return, which is significantly higher than TDG's -9.29% return. Over the past 10 years, CACI has underperformed TDG with an annualized return of 17.91%, while TDG has yielded a comparatively higher 22.15% 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%
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
CACI vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CACI CACI International Inc | -2.57% | 31.86% | 24.76% | 7.74% | 11.66% | 7.97% | -0.26% | 73.57% | 8.83% | 6.48% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between CACI and TDG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.38 |
The correlation between CACI and TDG shifts across timeframes, from 0.21 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CACI:
$11.50B
TDG:
$70.21B
CACI:
$18.36
TDG:
$34.79
CACI:
28.28
TDG:
34.67
CACI:
4.84
TDG:
1.03
CACI:
1.25
TDG:
7.38
CACI:
$9.16B
TDG:
$9.50B
CACI:
$854.30M
TDG:
$5.61B
CACI:
$1.08B
TDG:
$4.78B
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Return for Risk
CACI vs. TDG — Risk / Return Rank
CACI
TDG
CACI vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) and TransDigm Group Incorporated (TDG). 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.
| CACI | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.94 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.48 | +1.09 |
| Martin ratioReturn relative to average drawdown | 1.50 | -0.83 | +2.33 |
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
| CACI | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | -0.44 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.61 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.66 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.85 | -0.46 |
Drawdowns
CACI vs. TDG - Drawdown Comparison
The maximum CACI drawdown since its inception was -62.89%, roughly equal to the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for CACI and TDG.
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Drawdown Indicators
| CACI | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.89% | -62.64% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -27.36% | -25.30% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -42.88% | -25.30% | -17.58% |
Max Drawdown (5Y)Largest decline over 5 years | -42.88% | -25.30% | -17.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.88% | -62.64% | +19.76% |
Current DrawdownCurrent decline from peak | -21.60% | -20.46% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -19.09% | -7.95% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.07% | 14.58% | -3.51% |
Volatility
CACI vs. TDG - Volatility Comparison
CACI International Inc (CACI) and TransDigm Group Incorporated (TDG) have volatilities of 7.81% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CACI | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 7.72% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 23.76% | 21.00% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.07% | 27.63% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 27.81% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.07% | 33.78% | -5.71% |
Dividends
CACI vs. TDG - Dividend Comparison
CACI has not paid dividends to shareholders, while TDG's dividend yield for the trailing twelve months is around 7.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Financials
CACI vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between CACI International Inc and TransDigm Group Incorporated. 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
CACI vs. TDG - Profitability Comparison
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%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
CACI and TDG have a correlation of 0.21, 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 TDG (7.72%). In terms of maximum drawdown, CACI dropped -62.89% vs TDG's -62.64%.
CACI currently has the higher Sharpe Ratio (0.52 vs -0.44), 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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