PortfoliosLab logoPortfoliosLab logo
CLH vs. FCN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLH vs. FCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Harbors, Inc. (CLH) and FTI Consulting, Inc. (FCN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CLH achieves a 18.71% return, which is significantly higher than FCN's -7.11% return. Over the past 10 years, CLH has outperformed FCN with an annualized return of 18.14%, while FCN has yielded a comparatively lower 13.95% annualized return.


CLH

1D
-1.65%
1M
-4.39%
YTD
18.71%
6M
16.47%
1Y
23.18%
3Y*
21.19%
5Y*
24.01%
10Y*
18.14%

FCN

1D
-0.63%
1M
-3.18%
YTD
-7.11%
6M
-4.07%
1Y
-3.25%
3Y*
-6.02%
5Y*
2.81%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLH vs. FCN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLH
Clean Harbors, Inc.
18.71%1.89%31.88%52.92%14.38%31.10%-11.25%73.76%-8.95%-2.61%
FCN
FTI Consulting, Inc.
-7.11%-10.62%-4.03%25.41%3.51%37.33%0.96%66.06%55.12%-4.70%

Correlation

The correlation between CLH and FCN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

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

0.24

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 10, 1996

0.18

Fundamentals

EPS

CLH:

$7.40

FCN:

$10.96

PE Ratio

CLH:

37.63

FCN:

14.47

PEG Ratio

CLH:

1.50

FCN:

2.66

PS Ratio

CLH:

2.46

FCN:

1.00

Total Revenue (TTM)

CLH:

$6.06B

FCN:

$3.87B

Gross Profit (TTM)

CLH:

$1.81B

FCN:

$1.23B

EBITDA (TTM)

CLH:

$1.07B

FCN:

$462.64M

Compare stocks, funds, or ETFs

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


Return for Risk

CLH vs. FCN — Risk / Return Rank

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

CLH
CLH Risk / Return Rank: 6666
Overall Rank
CLH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CLH Sortino Ratio Rank: 6161
Sortino Ratio Rank
CLH Omega Ratio Rank: 6565
Omega Ratio Rank
CLH Calmar Ratio Rank: 6666
Calmar Ratio Rank
CLH Martin Ratio Rank: 7171
Martin Ratio Rank

FCN
FCN Risk / Return Rank: 3434
Overall Rank
FCN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FCN Sortino Ratio Rank: 3232
Sortino Ratio Rank
FCN Omega Ratio Rank: 3232
Omega Ratio Rank
FCN Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCN Martin Ratio Rank: 3535
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.

CLH vs. FCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and FTI Consulting, Inc. (FCN). 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.


CLHFCNDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.18

Calmar ratioReturn relative to maximum drawdown

1.20

-0.14

+1.34

Martin ratioReturn relative to average drawdown

3.75

-0.42

+4.16

CLH vs. FCN - Sharpe Ratio Comparison

The current CLH Sharpe Ratio is 0.87, which is higher than the FCN Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of CLH and FCN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CLHFCNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

-0.12

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.10

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.29

0.00

Drawdowns

CLH vs. FCN - Drawdown Comparison

The maximum CLH drawdown since its inception was -93.48%, which is greater than FCN's maximum drawdown of -88.02%. Use the drawdown chart below to compare losses from any high point for CLH and FCN.


Loading charts...

Drawdown Indicators


CLHFCNDifference

Max Drawdown

Largest peak-to-trough decline

-93.48%

-88.02%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-19.45%

-23.14%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

-37.77%

+6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-37.77%

+6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-64.51%

-37.77%

-26.74%

Current Drawdown

Current decline from peak

-11.27%

-31.30%

+20.03%

Average Drawdown

Average peak-to-trough decline

-32.90%

-30.30%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

7.79%

-1.59%

Volatility

CLH vs. FCN - Volatility Comparison

The current volatility for Clean Harbors, Inc. (CLH) is 8.50%, while FTI Consulting, Inc. (FCN) has a volatility of 11.27%. This indicates that CLH experiences smaller price fluctuations and is considered to be less risky than FCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CLHFCNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

11.27%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

22.70%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.95%

26.98%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.61%

29.02%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.75%

30.48%

+4.27%

Dividends

CLH vs. FCN - Dividend Comparison

Neither CLH nor FCN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CLH vs. FCN - Financials Comparison

This section allows you to compare key financial metrics between Clean Harbors, Inc. and FTI Consulting, 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
1.46B
983.35M
(CLH) Total Revenue
(FCN) Total Revenue
Values in USD except per share items

CLH vs. FCN - Profitability Comparison

The chart below illustrates the profitability comparison between Clean Harbors, Inc. and FTI Consulting, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

24.0%26.0%28.0%30.0%32.0%34.0%20222023202420252026
30.5%
31.2%
Portfolio components
CLH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported a gross profit of 445.42M and revenue of 1.46B. Therefore, the gross margin over that period was 30.5%.

FCN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported a gross profit of 306.83M and revenue of 983.35M. Therefore, the gross margin over that period was 31.2%.

CLH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported an operating income of 118.94M and revenue of 1.46B, resulting in an operating margin of 8.2%.

FCN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported an operating income of 83.92M and revenue of 983.35M, resulting in an operating margin of 8.5%.

CLH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported a net income of 63.20M and revenue of 1.46B, resulting in a net margin of 4.3%.

FCN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported a net income of 57.63M and revenue of 983.35M, resulting in a net margin of 5.9%.


Frequently Asked Questions


CLH and FCN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCN has higher volatility (11.27%) compared to CLH (8.50%). In terms of maximum drawdown, CLH dropped -93.48% vs FCN's -88.02%.

CLH currently has the higher Sharpe Ratio (0.87 vs -0.12), 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 CLH and FCN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer