PortfoliosLab logoPortfoliosLab logo
FCN vs. CLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCN vs. CLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTI Consulting, Inc. (FCN) and Clean Harbors, Inc. (CLH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FCN achieves a -7.11% return, which is significantly lower than CLH's 18.71% return. Over the past 10 years, FCN has underperformed CLH with an annualized return of 13.95%, while CLH has yielded a comparatively higher 18.14% annualized return.


FCN

1D
-0.63%
1M
-3.18%
YTD
-7.11%
6M
-4.07%
1Y
-3.25%
3Y*
-6.02%
5Y*
2.81%
10Y*
13.95%

CLH

1D
-1.65%
1M
-4.39%
YTD
18.71%
6M
16.47%
1Y
23.18%
3Y*
21.19%
5Y*
24.01%
10Y*
18.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCN vs. CLH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCN
FTI Consulting, Inc.
-7.11%-10.62%-4.03%25.41%3.51%37.33%0.96%66.06%55.12%-4.70%
CLH
Clean Harbors, Inc.
18.71%1.89%31.88%52.92%14.38%31.10%-11.25%73.76%-8.95%-2.61%

Correlation

The correlation between FCN and CLH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

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

0.24

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 10, 1996

0.18

Fundamentals

EPS

FCN:

$10.96

CLH:

$7.40

PE Ratio

FCN:

14.47

CLH:

37.63

PEG Ratio

FCN:

2.66

CLH:

1.50

PS Ratio

FCN:

1.00

CLH:

2.46

Total Revenue (TTM)

FCN:

$3.87B

CLH:

$6.06B

Gross Profit (TTM)

FCN:

$1.23B

CLH:

$1.81B

EBITDA (TTM)

FCN:

$462.64M

CLH:

$1.07B

Compare stocks, funds, or ETFs

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


Return for Risk

FCN vs. CLH — Risk / Return Rank

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

FCN
FCN Risk / Return Rank: 3434
Overall Rank
FCN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FCN Sortino Ratio Rank: 3232
Sortino Ratio Rank
FCN Omega Ratio Rank: 3232
Omega Ratio Rank
FCN Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCN Martin Ratio Rank: 3535
Martin Ratio Rank

CLH
CLH Risk / Return Rank: 6666
Overall Rank
CLH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CLH Sortino Ratio Rank: 6161
Sortino Ratio Rank
CLH Omega Ratio Rank: 6565
Omega Ratio Rank
CLH Calmar Ratio Rank: 6666
Calmar Ratio Rank
CLH Martin Ratio Rank: 7171
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.

FCN vs. CLH - Risk-Adjusted Trends Comparison

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


FCNCLHDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.00

1.19

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.14

1.20

-1.34

Martin ratioReturn relative to average drawdown

-0.42

3.75

-4.16

FCN vs. CLH - Sharpe Ratio Comparison

The current FCN Sharpe Ratio is -0.12, which is lower than the CLH Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FCN and CLH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FCNCLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.87

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.84

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.29

0.00

Drawdowns

FCN vs. CLH - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.02%, smaller than the maximum CLH drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for FCN and CLH.


Loading charts...

Drawdown Indicators


FCNCLHDifference

Max Drawdown

Largest peak-to-trough decline

-88.02%

-93.48%

+5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-19.45%

-3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-37.77%

-30.86%

-6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

-30.86%

-6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-37.77%

-64.51%

+26.74%

Current Drawdown

Current decline from peak

-31.30%

-11.27%

-20.03%

Average Drawdown

Average peak-to-trough decline

-30.30%

-32.90%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

6.20%

+1.59%

Volatility

FCN vs. CLH - Volatility Comparison

FTI Consulting, Inc. (FCN) has a higher volatility of 11.27% compared to Clean Harbors, Inc. (CLH) at 8.50%. This indicates that FCN's price experiences larger fluctuations and is considered to be riskier than CLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FCNCLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

8.50%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

22.70%

18.65%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

26.95%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.02%

28.61%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.48%

34.75%

-4.27%

Dividends

FCN vs. CLH - Dividend Comparison

Neither FCN nor CLH has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FCN vs. CLH - Financials Comparison

This section allows you to compare key financial metrics between FTI Consulting, Inc. and Clean Harbors, 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
983.35M
1.46B
(FCN) Total Revenue
(CLH) Total Revenue
Values in USD except per share items

FCN vs. CLH - Profitability Comparison

The chart below illustrates the profitability comparison between FTI Consulting, Inc. and Clean Harbors, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

24.0%26.0%28.0%30.0%32.0%34.0%20222023202420252026
31.2%
30.5%
Portfolio components
FCN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported a gross profit of 306.83M and revenue of 983.35M. Therefore, the gross margin over that period was 31.2%.

CLH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported a gross profit of 445.42M and revenue of 1.46B. Therefore, the gross margin over that period was 30.5%.

FCN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported an operating income of 83.92M and revenue of 983.35M, resulting in an operating margin of 8.5%.

CLH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported an operating income of 118.94M and revenue of 1.46B, resulting in an operating margin of 8.2%.

FCN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FTI Consulting, Inc. reported a net income of 57.63M and revenue of 983.35M, resulting in a net margin of 5.9%.

CLH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Clean Harbors, Inc. reported a net income of 63.20M and revenue of 1.46B, resulting in a net margin of 4.3%.


Frequently Asked Questions


FCN and CLH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCN has higher volatility (11.27%) compared to CLH (8.50%). In terms of maximum drawdown, FCN dropped -88.02% vs CLH's -93.48%.

CLH currently has the higher Sharpe Ratio (0.87 vs -0.12), 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 FCN and CLH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer