PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EFX vs. FCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EFX vs. FCN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
3.34%
-12.26%
EFX
FCN

Returns By Period

In the year-to-date period, EFX achieves a -0.37% return, which is significantly higher than FCN's -1.69% return. Over the past 10 years, EFX has underperformed FCN with an annualized return of 13.19%, while FCN has yielded a comparatively higher 17.41% annualized return.


EFX

YTD

-0.37%

1M

-13.01%

6M

-2.26%

1Y

20.28%

5Y (annualized)

12.81%

10Y (annualized)

13.19%

FCN

YTD

-1.69%

1M

-14.29%

6M

-12.90%

1Y

-10.63%

5Y (annualized)

12.53%

10Y (annualized)

17.41%

Fundamentals


EFXFCN
Market Cap$30.77B$7.04B
EPS$4.44$8.71
PE Ratio55.2522.48
PEG Ratio0.901.61
Total Revenue (TTM)$5.59B$3.73B
Gross Profit (TTM)$2.62B$1.22B
EBITDA (TTM)$1.66B$449.25M

Key characteristics


EFXFCN
Sharpe Ratio0.83-0.38
Sortino Ratio1.25-0.39
Omega Ratio1.160.94
Calmar Ratio0.77-0.57
Martin Ratio2.77-1.19
Ulcer Index8.37%9.24%
Daily Std Dev27.96%28.64%
Max Drawdown-56.83%-88.05%
Current Drawdown-20.04%-15.24%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between EFX and FCN is 0.26, 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. FCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equifax Inc. (EFX) 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.


Sharpe ratio
The chart of Sharpe ratio for EFX, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83-0.38
The chart of Sortino ratio for EFX, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25-0.39
The chart of Omega ratio for EFX, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.94
The chart of Calmar ratio for EFX, currently valued at 0.77, compared to the broader market0.002.004.006.000.77-0.57
The chart of Martin ratio for EFX, currently valued at 2.77, compared to the broader market-10.000.0010.0020.0030.002.77-1.19
EFX
FCN

The current EFX Sharpe Ratio is 0.83, which is higher than the FCN Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of EFX and FCN, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.83
-0.38
EFX
FCN

Dividends

EFX vs. FCN - Dividend Comparison

EFX's dividend yield for the trailing twelve months is around 0.64%, while FCN has not paid dividends to shareholders.


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%
FCN
FTI Consulting, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFX vs. FCN - Drawdown Comparison

The maximum EFX drawdown since its inception was -56.83%, smaller than the maximum FCN drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for EFX and FCN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.04%
-15.24%
EFX
FCN

Volatility

EFX vs. FCN - Volatility Comparison

The current volatility for Equifax Inc. (EFX) is 7.10%, while FTI Consulting, Inc. (FCN) has a volatility of 14.07%. This indicates that EFX 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.10%
14.07%
EFX
FCN

Financials

EFX vs. FCN - Financials Comparison

This section allows you to compare key financial metrics between Equifax 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


Values in USD except per share items