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CPRT vs. FCN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPRT vs. FCN - Performance Comparison

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

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Returns By Period

In the year-to-date period, CPRT achieves a -21.46% return, which is significantly lower than FCN's -7.18% return. Over the past 10 years, CPRT has outperformed FCN with an annualized return of 17.57%, while FCN has yielded a comparatively lower 14.07% annualized return.


CPRT

1D
-1.00%
1M
-6.65%
YTD
-21.46%
6M
-20.48%
1Y
-38.49%
3Y*
-10.83%
5Y*
-0.30%
10Y*
17.57%

FCN

1D
1.84%
1M
9.49%
YTD
-7.18%
6M
-7.12%
1Y
-2.31%
3Y*
-6.35%
5Y*
2.38%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPRT vs. FCN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPRT
Copart, Inc.
-21.46%-31.78%17.12%60.95%-19.68%19.15%39.93%90.33%10.63%55.89%
FCN
FTI Consulting, Inc.
-7.18%-10.62%-4.03%25.41%3.51%37.33%0.96%66.06%55.12%-4.70%

Correlation

The correlation between CPRT 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

0.22

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

0.20

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 9, 1996

0.23

Fundamentals

EPS

CPRT:

$1.59

FCN:

$10.96

PE Ratio

CPRT:

19.28

FCN:

14.46

PEG Ratio

CPRT:

1.49

FCN:

2.66

PS Ratio

CPRT:

6.46

FCN:

1.00

Total Revenue (TTM)

CPRT:

$4.64B

FCN:

$3.87B

Gross Profit (TTM)

CPRT:

$2.11B

FCN:

$1.23B

EBITDA (TTM)

CPRT:

$2.00B

FCN:

$462.64M

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Return for Risk

CPRT vs. FCN — Risk / Return Rank

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

CPRT
CPRT Risk / Return Rank: 22
Overall Rank
CPRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 11
Sortino Ratio Rank
CPRT Omega Ratio Rank: 22
Omega Ratio Rank
CPRT Calmar Ratio Rank: 22
Calmar Ratio Rank
CPRT Martin Ratio Rank: 33
Martin Ratio Rank

FCN
FCN Risk / Return Rank: 3737
Overall Rank
FCN Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCN Sortino Ratio Rank: 3434
Sortino Ratio Rank
FCN Omega Ratio Rank: 3333
Omega Ratio Rank
FCN Calmar Ratio Rank: 4040
Calmar Ratio Rank
FCN Martin Ratio Rank: 3838
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.

CPRT vs. FCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPRTFCNDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.71

1.01

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.10

-0.88

Martin ratioReturn relative to average drawdown

-1.75

-0.29

-1.46

CPRT vs. FCN - Sharpe Ratio Comparison

The current CPRT Sharpe Ratio is -1.63, which is lower than the FCN Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of CPRT 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.


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Drawdowns

CPRT vs. FCN - Drawdown Comparison

The maximum CPRT drawdown since its inception was -72.49%, smaller than the maximum FCN drawdown of -88.02%. Use the drawdown chart below to compare losses from any high point for CPRT and FCN.


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Drawdown Indicators


CPRTFCNDifference

Max Drawdown

Largest peak-to-trough decline

-72.49%

-88.02%

+15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

-23.14%

-16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-52.46%

-37.77%

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-52.46%

-37.77%

-14.69%

Max Drawdown (10Y)

Largest decline over 10 years

-52.46%

-37.77%

-14.69%

Current Drawdown

Current decline from peak

-51.83%

-31.35%

-20.48%

Average Drawdown

Average peak-to-trough decline

-16.57%

-30.29%

+13.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.06%

8.01%

+14.05%

Volatility

CPRT vs. FCN - Volatility Comparison

Copart, Inc. (CPRT) and FTI Consulting, Inc. (FCN) have volatilities of 8.74% and 8.73%, 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


CPRTFCNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

8.73%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.69%

22.56%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

27.00%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

29.02%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

30.48%

-3.05%

Dividends

CPRT vs. FCN - Dividend Comparison

Neither CPRT nor FCN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CPRT vs. FCN - Financials Comparison

This section allows you to compare key financial metrics between Copart, 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


700.00M800.00M900.00M1.00B1.10B1.20B20222023202420252026
1.24B
983.35M
(CPRT) Total Revenue
(FCN) Total Revenue
Values in USD except per share items

CPRT vs. FCN - Profitability Comparison

The chart below illustrates the profitability comparison between Copart, 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

30.0%35.0%40.0%45.0%50.0%20222023202420252026
46.3%
31.2%
Portfolio components
CPRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a gross profit of 572.60M and revenue of 1.24B. Therefore, the gross margin over that period was 46.3%.

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%.

CPRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported an operating income of 464.28M and revenue of 1.24B, resulting in an operating margin of 37.5%.

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%.

CPRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a net income of 402.40M and revenue of 1.24B, resulting in a net margin of 32.5%.

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


CPRT 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.

CPRT has higher volatility (8.74%) compared to FCN (8.73%). In terms of maximum drawdown, CPRT dropped -72.49% vs FCN's -88.02%.

FCN currently has the higher Sharpe Ratio (-0.09 vs -1.63), 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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