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EXPO vs. BAH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EXPO vs. BAH - Performance Comparison

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

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EXPO vs. BAH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPO
Exponent, Inc.
-5.67%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%
BAH
Booz Allen Hamilton Holding Corporation
-6.80%-33.02%2.00%24.47%25.71%-1.04%24.46%60.16%20.21%7.77%

Fundamentals

Market Cap

EXPO:

$3.30B

BAH:

$9.62B

EPS

EXPO:

$2.07

BAH:

$6.77

PE Ratio

EXPO:

31.59

BAH:

11.53

PEG Ratio

EXPO:

14.97

BAH:

0.38

PS Ratio

EXPO:

7.71

BAH:

0.85

PB Ratio

EXPO:

8.46

BAH:

9.38

Total Revenue (TTM)

EXPO:

$434.59M

BAH:

$11.41B

Gross Profit (TTM)

EXPO:

$197.45M

BAH:

$6.01B

EBITDA (TTM)

EXPO:

$144.86M

BAH:

$1.13B

Returns By Period

In the year-to-date period, EXPO achieves a -5.67% return, which is significantly higher than BAH's -6.80% return. Over the past 10 years, EXPO has underperformed BAH with an annualized return of 11.21%, while BAH has yielded a comparatively higher 11.80% annualized return.


EXPO

1D
0.02%
1M
-9.97%
YTD
-5.67%
6M
-5.31%
1Y
-18.19%
3Y*
-11.99%
5Y*
-6.88%
10Y*
11.21%

BAH

1D
-1.17%
1M
-1.01%
YTD
-6.80%
6M
-20.82%
1Y
-23.53%
3Y*
-3.83%
5Y*
0.93%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EXPO vs. BAH — Risk / Return Rank

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

EXPO
EXPO Risk / Return Rank: 1111
Overall Rank
EXPO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1717
Omega Ratio Rank
EXPO Calmar Ratio Rank: 44
Calmar Ratio Rank
EXPO Martin Ratio Rank: 66
Martin Ratio Rank

BAH
BAH Risk / Return Rank: 2020
Overall Rank
BAH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BAH Sortino Ratio Rank: 1818
Sortino Ratio Rank
BAH Omega Ratio Rank: 1717
Omega Ratio Rank
BAH Calmar Ratio Rank: 2323
Calmar Ratio Rank
BAH Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXPO vs. BAH - Risk-Adjusted Trends 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.


EXPOBAHDifference

Sharpe ratio

Return per unit of total volatility

-0.61

-0.59

-0.02

Sortino ratio

Return per unit of downside risk

-0.80

-0.58

-0.22

Omega ratio

Gain probability vs. loss probability

0.91

0.92

0.00

Calmar ratio

Return relative to maximum drawdown

-0.98

-0.58

-0.39

Martin ratio

Return relative to average drawdown

-1.68

-0.95

-0.72

EXPO vs. BAH - Sharpe Ratio Comparison

The current EXPO Sharpe Ratio is -0.61, which is comparable to the BAH Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of EXPO 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.


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Sharpe Ratios by Period


EXPOBAHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

-0.59

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.03

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.42

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.58

-0.35

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.


Dividends

EXPO vs. BAH - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 1.85%, less than BAH's 2.87% yield.


TTM20252024202320222021202020192018201720162015
EXPO
Exponent, Inc.
1.85%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%
BAH
Booz Allen Hamilton Holding Corporation
2.87%2.61%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%

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 -58.75%. Use the drawdown chart below to compare losses from any high point for EXPO and BAH.


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Drawdown Indicators


EXPOBAHDifference

Max Drawdown

Largest peak-to-trough decline

-86.44%

-58.75%

-27.69%

Max Drawdown (1Y)

Largest decline over 1 year

-19.85%

-41.32%

+21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

-58.75%

+13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

-58.75%

+13.05%

Current Drawdown

Current decline from peak

-45.04%

-56.66%

+11.62%

Average Drawdown

Average peak-to-trough decline

-32.65%

-10.16%

-22.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.55%

25.21%

-13.66%

Volatility

EXPO vs. BAH - Volatility Comparison

The current volatility for Exponent, Inc. (EXPO) is 6.75%, while Booz Allen Hamilton Holding Corporation (BAH) has a volatility of 9.46%. This indicates that EXPO 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.


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Volatility by Period


EXPOBAHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

9.46%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

23.89%

31.63%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

29.90%

39.94%

-10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.69%

30.40%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.64%

28.38%

+0.26%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202220232024202520260
2.62B
(EXPO) Total Revenue
(BAH) Total Revenue
Values in USD except per share items