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CRAI vs. AXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRAI vs. AXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRA International, Inc. (CRAI) and AXIS Capital Holdings Limited (AXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRAI achieves a -10.15% return, which is significantly lower than AXS's -0.82% return. Over the past 10 years, CRAI has outperformed AXS with an annualized return of 22.64%, while AXS has yielded a comparatively lower 9.69% annualized return.


CRAI

1D
-2.67%
1M
21.96%
6M
-4.57%
YTD
-10.15%
1Y
6.58%
3Y*
22.37%
5Y*
17.40%
10Y*
22.64%
ALL TIME*
7.81%

AXS

1D
0.26%
1M
-7.09%
6M
2.94%
YTD
-0.82%
1Y
14.80%
3Y*
26.81%
5Y*
18.73%
10Y*
9.69%
ALL TIME*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$94.75M$90.00M$74.41M
$26.88M$26.27M$25.23M

CRAI vs. AXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRAI
CRA International, Inc.
-10.15%8.68%91.38%-18.07%32.94%85.67%-4.47%30.42%-4.04%24.75%
AXS
AXIS Capital Holdings Limited
-0.82%22.96%63.90%5.57%2.63%11.81%-11.92%18.26%5.75%-20.96%

Correlation

The correlation between CRAI and AXS is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2003

0.28

Fundamentals

Market Cap

CRAI:

$1.16B

AXS:

$7.68B

EPS

CRAI:

$7.25

AXS:

$19.10

PE Ratio

CRAI:

24.71

AXS:

5.51

PEG Ratio

CRAI:

2.25

AXS:

0.10

PS Ratio

CRAI:

1.54

AXS:

1.16

Total Revenue (TTM)

CRAI:

$770.71M

AXS:

$5.25B

Gross Profit (TTM)

CRAI:

$156.66M

AXS:

$2.40B

EBITDA (TTM)

CRAI:

$95.16M

AXS:

$1.17B

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Return for Risk

CRAI vs. AXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRAI
CRAI Risk / Return Rank: 4545
Overall Rank
CRAI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CRAI Sortino Ratio Rank: 4242
Sortino Ratio Rank
CRAI Omega Ratio Rank: 4242
Omega Ratio Rank
CRAI Calmar Ratio Rank: 4747
Calmar Ratio Rank
CRAI Martin Ratio Rank: 4646
Martin Ratio Rank

AXS
AXS Risk / Return Rank: 6363
Overall Rank
AXS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AXS Sortino Ratio Rank: 5656
Sortino Ratio Rank
AXS Omega Ratio Rank: 5858
Omega Ratio Rank
AXS Calmar Ratio Rank: 6868
Calmar Ratio Rank
AXS Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRAI vs. AXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRA International, Inc. (CRAI) and AXIS Capital Holdings Limited (AXS). 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.


CRAIAXSDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratioReturn relative to maximum drawdown

0.07

1.12

-1.05

Martin ratioReturn relative to average drawdown

0.12

2.59

-2.47

CRAI vs. AXS - Sharpe Ratio Comparison

The current CRAI Sharpe Ratio is 0.07, which is lower than the AXS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CRAI and AXS, 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

CRAI vs. AXS - Drawdown Comparison

The maximum CRAI drawdown since its inception was -76.40%, which is greater than AXS's maximum drawdown of -55.93%. Use the drawdown chart below to compare losses from any high point for CRAI and AXS.


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Drawdown Indicators


CRAIAXSDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-55.93%

-20.47%

Max Drawdown (1Y)

Largest decline over 1 year

-38.12%

-12.67%

-25.45%

Max Drawdown (3Y)

Largest decline over 3 years

-38.12%

-16.73%

-21.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.12%

-18.99%

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-60.74%

-49.31%

-11.43%

Current Drawdown

Current decline from peak

-19.26%

-11.70%

-7.56%

Average Drawdown

Average peak-to-trough decline

-33.44%

-12.10%

-21.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.66%

5.48%

+16.18%

Volatility

CRAI vs. AXS - Volatility Comparison

The current volatility for CRA International, Inc. (CRAI) is 12.84%, while AXIS Capital Holdings Limited (AXS) has a volatility of 13.85%. This indicates that CRAI experiences smaller price fluctuations and is considered to be less risky than AXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRAIAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

13.85%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

31.65%

20.40%

+11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

38.82%

25.05%

+13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.18%

25.39%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.89%

26.85%

+12.04%

Dividends

CRAI vs. AXS - Dividend Comparison

CRAI's dividend yield for the trailing twelve months is around 1.23%, less than AXS's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
AXS
AXIS Capital Holdings Limited
1.67%1.64%1.99%3.18%3.19%3.10%3.27%2.71%3.04%3.04%2.19%2.17%
CRAI
CRA International, Inc.
1.23%1.26%0.93%1.52%1.05%1.17%1.87%1.52%1.67%1.31%0.38%0.00%

Financials

CRAI vs. AXS - Financials Comparison

This section allows you to compare key financial metrics between CRA International, Inc. and AXIS Capital Holdings Limited. 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

Frequently Asked Questions


CRAI and AXS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXS has higher volatility (13.85%) compared to CRAI (12.84%). In terms of maximum drawdown, CRAI dropped -76.40% vs AXS's -55.93%.

AXS currently has the higher Sharpe Ratio (0.57 vs 0.07), 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 CRAI and AXS

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