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

Performance

EXPO vs. KBR - Performance Comparison

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

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Returns By Period

In the year-to-date period, EXPO achieves a -15.59% return, which is significantly lower than KBR's -10.74% return. Over the past 10 years, EXPO has underperformed KBR with an annualized return of 9.12%, while KBR has yielded a comparatively higher 10.66% annualized return.


EXPO

1D
-3.31%
1M
-10.55%
YTD
-15.59%
6M
-19.60%
1Y
-23.03%
3Y*
-13.63%
5Y*
-6.83%
10Y*
9.12%

KBR

1D
0.20%
1M
-4.62%
YTD
-10.74%
6M
-17.54%
1Y
-29.05%
3Y*
-15.66%
5Y*
-1.42%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPO vs. KBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPO
Exponent, Inc.
-15.59%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%
KBR
KBR, Inc.
-10.74%-29.66%5.58%5.94%11.93%55.64%3.23%103.61%-22.05%21.16%

Correlation

The correlation between EXPO and KBR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2006

0.42

Fundamentals

Market Cap

EXPO:

$2.93B

KBR:

$4.54B

EPS

EXPO:

$2.14

KBR:

$3.11

PE Ratio

EXPO:

27.31

KBR:

11.49

PEG Ratio

EXPO:

12.94

KBR:

0.07

PS Ratio

EXPO:

6.81

KBR:

0.60

PB Ratio

EXPO:

8.65

KBR:

2.86

Total Revenue (TTM)

EXPO:

$436.51M

KBR:

$7.69B

Gross Profit (TTM)

EXPO:

$95.87M

KBR:

$1.12B

EBITDA (TTM)

EXPO:

$153.50M

KBR:

$883.00M

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Return for Risk

EXPO vs. KBR — Risk / Return Rank

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

EXPO
EXPO Risk / Return Rank: 1010
Overall Rank
EXPO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1010
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1212
Omega Ratio Rank
EXPO Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXPO Martin Ratio Rank: 22
Martin Ratio Rank

KBR
KBR Risk / Return Rank: 99
Overall Rank
KBR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KBR Sortino Ratio Rank: 88
Sortino Ratio Rank
KBR Omega Ratio Rank: 99
Omega Ratio Rank
KBR Calmar Ratio Rank: 1414
Calmar Ratio Rank
KBR Martin Ratio Rank: 66
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. KBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and KBR, Inc. (KBR). 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.


EXPOKBRDifference

Sharpe ratio

Return per unit of total volatility

-0.75

-0.92

+0.17

Sortino ratio

Return per unit of downside risk

-1.03

-1.24

+0.21

Omega ratio

Gain probability vs. loss probability

0.88

0.85

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.71

+0.02

Martin ratio

Return relative to average drawdown

-1.79

-1.43

-0.36

EXPO vs. KBR - Sharpe Ratio Comparison

The current EXPO Sharpe Ratio is -0.75, which is comparable to the KBR Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of EXPO and KBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXPOKBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.92

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.05

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.29

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.10

+0.12

Drawdowns

EXPO vs. KBR - Drawdown Comparison

The maximum EXPO drawdown since its inception was -86.44%, which is greater than KBR's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for EXPO and KBR.


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Drawdown Indicators


EXPOKBRDifference

Max Drawdown

Largest peak-to-trough decline

-86.44%

-77.47%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-32.45%

-43.18%

+10.73%

Max Drawdown (3Y)

Largest decline over 3 years

-52.37%

-57.39%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-54.79%

-57.39%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-54.79%

-57.94%

+3.15%

Current Drawdown

Current decline from peak

-50.82%

-49.37%

-1.45%

Average Drawdown

Average peak-to-trough decline

-32.71%

-33.93%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

21.32%

-8.90%

Volatility

EXPO vs. KBR - Volatility Comparison

The current volatility for Exponent, Inc. (EXPO) is 12.64%, while KBR, Inc. (KBR) has a volatility of 15.37%. This indicates that EXPO experiences smaller price fluctuations and is considered to be less risky than KBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPOKBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

15.37%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

25.18%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

31.75%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.04%

28.58%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

36.84%

-7.96%

Dividends

EXPO vs. KBR - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 2.07%, more than KBR's 1.85% yield.


PositionTTM20252024202320222021202020192018201720162015
EXPO
Exponent, Inc.
2.07%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%
KBR
KBR, Inc.
1.85%1.64%1.04%0.97%0.91%0.92%1.29%1.05%2.11%1.61%1.92%1.89%

Financials

EXPO vs. KBR - Financials Comparison

This section allows you to compare key financial metrics between Exponent, Inc. and KBR, 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


0.00500.00M1.00B1.50B2.00B2.50B202220232024202520260
1.92B
(EXPO) Total Revenue
(KBR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EXPO and KBR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBR has higher volatility (15.37%) compared to EXPO (12.64%). In terms of maximum drawdown, EXPO dropped -86.44% vs KBR's -77.47%.

EXPO currently has the higher Sharpe Ratio (-0.75 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EXPO and KBR

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