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

Performance

FCN vs. EFX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-12.26%
3.34%
FCN
EFX

Returns By Period

In the year-to-date period, FCN achieves a -1.69% return, which is significantly lower than EFX's -0.37% return. Over the past 10 years, FCN has outperformed EFX with an annualized return of 17.41%, while EFX has yielded a comparatively lower 13.19% annualized return.


FCN

YTD

-1.69%

1M

-14.29%

6M

-12.90%

1Y

-10.63%

5Y (annualized)

12.53%

10Y (annualized)

17.41%

EFX

YTD

-0.37%

1M

-13.01%

6M

-2.26%

1Y

20.28%

5Y (annualized)

12.81%

10Y (annualized)

13.19%

Fundamentals


FCNEFX
Market Cap$7.04B$30.77B
EPS$8.71$4.44
PE Ratio22.4855.25
PEG Ratio1.610.90
Total Revenue (TTM)$3.73B$5.59B
Gross Profit (TTM)$1.22B$2.62B
EBITDA (TTM)$449.25M$1.66B

Key characteristics


FCNEFX
Sharpe Ratio-0.380.83
Sortino Ratio-0.391.25
Omega Ratio0.941.16
Calmar Ratio-0.570.77
Martin Ratio-1.192.77
Ulcer Index9.24%8.37%
Daily Std Dev28.64%27.96%
Max Drawdown-88.05%-56.83%
Current Drawdown-15.24%-20.04%

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Correlation

-0.50.00.51.00.3

The correlation between FCN and EFX is 0.26, 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.

Risk-Adjusted Performance

FCN vs. EFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTI Consulting, Inc. (FCN) and Equifax Inc. (EFX). 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 -0.38, compared to the broader market-4.00-2.000.002.004.00-0.380.83
The chart of Sortino ratio for FCN, currently valued at -0.39, compared to the broader market-4.00-2.000.002.004.00-0.391.25
The chart of Omega ratio for FCN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.16
The chart of Calmar ratio for FCN, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.570.77
The chart of Martin ratio for FCN, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.192.77
FCN
EFX

The current FCN Sharpe Ratio is -0.38, which is lower than the EFX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FCN and EFX, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.38
0.83
FCN
EFX

Dividends

FCN vs. EFX - Dividend Comparison

FCN has not paid dividends to shareholders, while EFX's dividend yield for the trailing twelve months is around 0.64%.


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%
EFX
Equifax Inc.
0.64%0.63%0.80%0.53%0.81%1.11%1.68%1.32%1.12%1.04%1.24%1.27%

Drawdowns

FCN vs. EFX - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.05%, which is greater than EFX's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for FCN and EFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.24%
-20.04%
FCN
EFX

Volatility

FCN vs. EFX - Volatility Comparison

FTI Consulting, Inc. (FCN) has a higher volatility of 14.07% compared to Equifax Inc. (EFX) at 7.10%. This indicates that FCN's price experiences larger fluctuations and is considered to be riskier than EFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.07%
7.10%
FCN
EFX

Financials

FCN vs. EFX - Financials Comparison

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


Values in USD except per share items