PortfoliosLab logo
EXAS vs. BAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXAS and BAH is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EXAS vs. BAH - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

EXAS:

0.15

BAH:

-0.42

Sortino Ratio

EXAS:

0.56

BAH:

-0.29

Omega Ratio

EXAS:

1.08

BAH:

0.96

Calmar Ratio

EXAS:

0.06

BAH:

-0.28

Martin Ratio

EXAS:

0.20

BAH:

-0.52

Ulcer Index

EXAS:

22.45%

BAH:

23.76%

Daily Std Dev

EXAS:

58.98%

BAH:

34.01%

Max Drawdown

EXAS:

-98.01%

BAH:

-44.33%

Current Drawdown

EXAS:

-63.60%

BAH:

-30.19%

Fundamentals

Market Cap

EXAS:

$10.64B

BAH:

$15.98B

EPS

EXAS:

-$5.53

BAH:

$6.70

PEG Ratio

EXAS:

-1.07

BAH:

2.29

PS Ratio

EXAS:

3.76

BAH:

1.36

PB Ratio

EXAS:

4.44

BAH:

13.21

Total Revenue (TTM)

EXAS:

$2.83B

BAH:

$9.01B

Gross Profit (TTM)

EXAS:

$1.93B

BAH:

$4.97B

EBITDA (TTM)

EXAS:

-$848.74M

BAH:

$1.24B

Returns By Period

In the year-to-date period, EXAS achieves a 0.41% return, which is significantly lower than BAH's 0.55% return. Over the past 10 years, EXAS has underperformed BAH with an annualized return of 8.46%, while BAH has yielded a comparatively higher 19.88% annualized return.


EXAS

YTD

0.41%

1M

35.69%

6M

14.37%

1Y

11.99%

5Y*

-7.48%

10Y*

8.46%

BAH

YTD

0.55%

1M

13.31%

6M

-13.37%

1Y

-14.15%

5Y*

14.24%

10Y*

19.88%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EXAS vs. BAH — Risk-Adjusted Performance Rank

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

EXAS
The Risk-Adjusted Performance Rank of EXAS is 5454
Overall Rank
The Sharpe Ratio Rank of EXAS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EXAS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EXAS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EXAS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EXAS is 5353
Martin Ratio Rank

BAH
The Risk-Adjusted Performance Rank of BAH is 3131
Overall Rank
The Sharpe Ratio Rank of BAH is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXAS vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) 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.


The current EXAS Sharpe Ratio is 0.15, which is higher than the BAH Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of EXAS 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.


Loading data...

Dividends

EXAS vs. BAH - Dividend Comparison

EXAS has not paid dividends to shareholders, while BAH's dividend yield for the trailing twelve months is around 1.61%.


TTM20242023202220212020201920182017201620152014
EXAS
Exact Sciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAH
Booz Allen Hamilton Holding Corporation
1.61%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%

Drawdowns

EXAS vs. BAH - Drawdown Comparison

The maximum EXAS drawdown since its inception was -98.01%, which is greater than BAH's maximum drawdown of -44.33%. Use the drawdown chart below to compare losses from any high point for EXAS and BAH. For additional features, visit the drawdowns tool.


Loading data...

Volatility

EXAS vs. BAH - Volatility Comparison

Exact Sciences Corporation (EXAS) has a higher volatility of 11.88% compared to Booz Allen Hamilton Holding Corporation (BAH) at 6.37%. This indicates that EXAS's price experiences larger fluctuations and is considered to be riskier than BAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

EXAS vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between Exact Sciences Corporation 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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
706.79M
2.92B
(EXAS) Total Revenue
(BAH) Total Revenue
Values in USD except per share items

EXAS vs. BAH - Profitability Comparison

The chart below illustrates the profitability comparison between Exact Sciences Corporation and Booz Allen Hamilton Holding Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%20212022202320242025
70.8%
55.2%
(EXAS) Gross Margin
(BAH) Gross Margin
EXAS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Exact Sciences Corporation reported a gross profit of 500.55M and revenue of 706.79M. Therefore, the gross margin over that period was 70.8%.

BAH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported a gross profit of 1.61B and revenue of 2.92B. Therefore, the gross margin over that period was 55.2%.

EXAS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Exact Sciences Corporation reported an operating income of -96.01M and revenue of 706.79M, resulting in an operating margin of -13.6%.

BAH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported an operating income of 291.26M and revenue of 2.92B, resulting in an operating margin of 10.0%.

EXAS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Exact Sciences Corporation reported a net income of -101.22M and revenue of 706.79M, resulting in a net margin of -14.3%.

BAH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported a net income of 186.95M and revenue of 2.92B, resulting in a net margin of 6.4%.