EXPO vs. BAH
Compare and contrast key facts about Exponent, Inc. (EXPO) and Booz Allen Hamilton Holding Corporation (BAH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPO or BAH.
Key characteristics
| EXPO | BAH | |
|---|---|---|
| YTD Return | 17.55% | 35.87% |
| 1Y Return | 32.33% | 34.39% |
| 3Y Return (Ann) | -5.27% | 26.19% |
| 5Y Return (Ann) | 11.23% | 20.45% |
| 10Y Return (Ann) | 19.22% | 22.70% |
| Sharpe Ratio | 1.16 | 1.35 |
| Sortino Ratio | 1.82 | 2.13 |
| Omega Ratio | 1.27 | 1.31 |
| Calmar Ratio | 1.04 | 2.76 |
| Martin Ratio | 5.35 | 10.37 |
| Ulcer Index | 7.57% | 3.57% |
| Daily Std Dev | 35.02% | 27.45% |
| Max Drawdown | -86.44% | -32.40% |
| Current Drawdown | -15.56% | -7.53% |
Fundamentals
| EXPO | BAH | |
|---|---|---|
| Market Cap | $5.23B | $23.18B |
| EPS | $2.06 | $6.35 |
| PE Ratio | 49.99 | 28.57 |
| PEG Ratio | 3.14 | 2.29 |
| Total Revenue (TTM) | $812.48M | $11.43B |
| Gross Profit (TTM) | $194.31M | $4.39B |
| EBITDA (TTM) | $181.79M | $1.41B |
Correlation
The correlation between EXPO 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.
Performance
EXPO vs. BAH - Performance Comparison
In the year-to-date period, EXPO achieves a 17.55% return, which is significantly lower than BAH's 35.87% return. Over the past 10 years, EXPO has underperformed BAH with an annualized return of 19.22%, while BAH has yielded a comparatively higher 22.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXPO vs. BAH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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.
Dividends
EXPO vs. BAH - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.07%, more than BAH's 0.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.07% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% | 1.21% | 0.78% |
BAH Booz Allen Hamilton Holding Corporation | 0.89% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% | 7.26% |
Drawdowns
EXPO vs. BAH - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than BAH's maximum drawdown of -32.40%. Use the drawdown chart below to compare losses from any high point for EXPO and BAH. For additional features, visit the drawdowns tool.
Volatility
EXPO vs. BAH - Volatility Comparison
Exponent, Inc. (EXPO) and Booz Allen Hamilton Holding Corporation (BAH) have volatilities of 13.03% and 12.73%, 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.
Financials
EXPO vs. BAH - Financials Comparison
This section allows you to compare key financial metrics between Exponent, 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.
Total Revenue: Total amount of money received from sales and other business activities