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EFX vs. BAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EFX vs. BAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equifax Inc. (EFX) and Booz Allen Hamilton Holding Corporation (BAH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
-7.90%
EFX
BAH

Returns By Period

In the year-to-date period, EFX achieves a -0.37% return, which is significantly lower than BAH's 11.39% return. Over the past 10 years, EFX has underperformed BAH with an annualized return of 13.19%, while BAH has yielded a comparatively higher 20.49% annualized return.


EFX

YTD

-0.37%

1M

-13.01%

6M

-2.26%

1Y

20.28%

5Y (annualized)

12.81%

10Y (annualized)

13.19%

BAH

YTD

11.39%

1M

-13.97%

6M

-7.80%

1Y

12.35%

5Y (annualized)

15.63%

10Y (annualized)

20.49%

Fundamentals


EFXBAH
Market Cap$30.77B$17.96B
EPS$4.44$6.35
PE Ratio55.2522.13
PEG Ratio0.902.29
Total Revenue (TTM)$5.59B$11.43B
Gross Profit (TTM)$2.62B$4.39B
EBITDA (TTM)$1.66B$1.48B

Key characteristics


EFXBAH
Sharpe Ratio0.830.38
Sortino Ratio1.250.75
Omega Ratio1.161.12
Calmar Ratio0.770.47
Martin Ratio2.772.74
Ulcer Index8.37%4.19%
Daily Std Dev27.96%30.00%
Max Drawdown-56.83%-32.40%
Current Drawdown-20.04%-24.19%

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Correlation

-0.50.00.51.00.4

The correlation between EFX and BAH is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

EFX vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equifax Inc. (EFX) and Booz Allen Hamilton Holding Corporation (BAH). 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 EFX, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.38
The chart of Sortino ratio for EFX, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.250.75
The chart of Omega ratio for EFX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.12
The chart of Calmar ratio for EFX, currently valued at 0.77, compared to the broader market0.002.004.006.000.770.47
The chart of Martin ratio for EFX, currently valued at 2.77, compared to the broader market-10.000.0010.0020.0030.002.772.74
EFX
BAH

The current EFX Sharpe Ratio is 0.83, which is higher than the BAH Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of EFX and BAH, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.83
0.38
EFX
BAH

Dividends

EFX vs. BAH - Dividend Comparison

EFX's dividend yield for the trailing twelve months is around 0.64%, less than BAH's 1.45% yield.


TTM20232022202120202019201820172016201520142013
EFX
Equifax Inc.
0.64%0.63%0.80%0.53%0.81%1.11%1.68%1.32%1.12%1.04%1.24%1.27%
BAH
Booz Allen Hamilton Holding Corporation
1.45%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%

Drawdowns

EFX vs. BAH - Drawdown Comparison

The maximum EFX drawdown since its inception was -56.83%, which is greater than BAH's maximum drawdown of -32.40%. Use the drawdown chart below to compare losses from any high point for EFX and BAH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.04%
-24.19%
EFX
BAH

Volatility

EFX vs. BAH - Volatility Comparison

The current volatility for Equifax Inc. (EFX) is 7.10%, while Booz Allen Hamilton Holding Corporation (BAH) has a volatility of 17.88%. This indicates that EFX experiences smaller price fluctuations and is considered to be less risky than BAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.10%
17.88%
EFX
BAH

Financials

EFX vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between Equifax Inc. and Booz Allen Hamilton Holding 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