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FCN vs. BAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FCN 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.


-0.50.00.51.00.4

Performance

FCN vs. BAH - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
457.49%
2,311.05%
FCN
BAH

Key characteristics

Sharpe Ratio

FCN:

-0.05

BAH:

0.21

Sortino Ratio

FCN:

0.12

BAH:

0.52

Omega Ratio

FCN:

1.02

BAH:

1.08

Calmar Ratio

FCN:

-0.07

BAH:

0.21

Martin Ratio

FCN:

-0.20

BAH:

0.79

Ulcer Index

FCN:

6.81%

BAH:

8.27%

Daily Std Dev

FCN:

27.35%

BAH:

31.12%

Max Drawdown

FCN:

-88.05%

BAH:

-32.40%

Current Drawdown

FCN:

-15.46%

BAH:

-29.23%

Fundamentals

Market Cap

FCN:

$7.07B

BAH:

$17.35B

EPS

FCN:

$8.70

BAH:

$6.34

PE Ratio

FCN:

22.62

BAH:

21.42

PEG Ratio

FCN:

1.61

BAH:

2.29

Total Revenue (TTM)

FCN:

$3.73B

BAH:

$11.43B

Gross Profit (TTM)

FCN:

$1.22B

BAH:

$4.39B

EBITDA (TTM)

FCN:

$448.34M

BAH:

$1.48B

Returns By Period

In the year-to-date period, FCN achieves a -1.94% return, which is significantly lower than BAH's 3.98% return. Over the past 10 years, FCN has underperformed BAH with an annualized return of 17.40%, while BAH has yielded a comparatively higher 19.16% annualized return.


FCN

YTD

-1.94%

1M

-1.85%

6M

-6.96%

1Y

-1.74%

5Y*

11.56%

10Y*

17.40%

BAH

YTD

3.98%

1M

-9.02%

6M

-14.70%

1Y

5.75%

5Y*

14.71%

10Y*

19.16%

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Risk-Adjusted Performance

FCN vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTI Consulting, Inc. (FCN) 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.


Sharpe ratio
The chart of Sharpe ratio for FCN, currently valued at -0.05, compared to the broader market-4.00-2.000.002.00-0.050.21
The chart of Sortino ratio for FCN, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.120.52
The chart of Omega ratio for FCN, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.08
The chart of Calmar ratio for FCN, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.070.21
The chart of Martin ratio for FCN, currently valued at -0.20, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.200.79
FCN
BAH

The current FCN Sharpe Ratio is -0.05, which is lower than the BAH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FCN 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
0.21
FCN
BAH

Dividends

FCN vs. BAH - Dividend Comparison

FCN has not paid dividends to shareholders, while BAH's dividend yield for the trailing twelve months is around 1.55%.


TTM20232022202120202019201820172016201520142013
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%
BAH
Booz Allen Hamilton Holding Corporation
1.55%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%

Drawdowns

FCN vs. BAH - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.05%, which is greater than BAH's maximum drawdown of -32.40%. Use the drawdown chart below to compare losses from any high point for FCN and BAH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.46%
-29.23%
FCN
BAH

Volatility

FCN vs. BAH - Volatility Comparison

The current volatility for FTI Consulting, Inc. (FCN) is 5.37%, while Booz Allen Hamilton Holding Corporation (BAH) has a volatility of 9.31%. This indicates that FCN 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.37%
9.31%
FCN
BAH

Financials

FCN vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between FTI Consulting, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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