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

Correlation

The correlation between FCN and HURN is 0.35, 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.


-0.50.00.51.00.3

Performance

FCN vs. HURN - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
901.71%
530.16%
FCN
HURN

Key characteristics

Sharpe Ratio

FCN:

-0.19

HURN:

0.76

Sortino Ratio

FCN:

-0.10

HURN:

1.19

Omega Ratio

FCN:

0.99

HURN:

1.17

Calmar Ratio

FCN:

-0.28

HURN:

0.99

Martin Ratio

FCN:

-0.80

HURN:

2.36

Ulcer Index

FCN:

6.68%

HURN:

8.98%

Daily Std Dev

FCN:

27.38%

HURN:

28.09%

Max Drawdown

FCN:

-88.05%

HURN:

-85.60%

Current Drawdown

FCN:

-16.52%

HURN:

-8.26%

Fundamentals

Market Cap

FCN:

$7.07B

HURN:

$2.14B

EPS

FCN:

$8.70

HURN:

$4.57

PE Ratio

FCN:

22.62

HURN:

26.37

PEG Ratio

FCN:

1.61

HURN:

1.52

Total Revenue (TTM)

FCN:

$3.73B

HURN:

$1.47B

Gross Profit (TTM)

FCN:

$1.22B

HURN:

$446.69M

EBITDA (TTM)

FCN:

$448.34M

HURN:

$158.98M

Returns By Period

In the year-to-date period, FCN achieves a -3.17% return, which is significantly lower than HURN's 15.86% return. Over the past 10 years, FCN has outperformed HURN with an annualized return of 17.25%, while HURN has yielded a comparatively lower 5.57% annualized return.


FCN

YTD

-3.17%

1M

-1.51%

6M

-7.36%

1Y

-4.02%

5Y*

11.30%

10Y*

17.25%

HURN

YTD

15.86%

1M

0.19%

6M

23.10%

1Y

20.10%

5Y*

11.27%

10Y*

5.57%

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Risk-Adjusted Performance

FCN vs. HURN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTI Consulting, Inc. (FCN) and Huron Consulting Group Inc. (HURN). 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 -0.19, compared to the broader market-4.00-2.000.002.00-0.190.76
The chart of Sortino ratio for FCN, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.101.19
The chart of Omega ratio for FCN, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.17
The chart of Calmar ratio for FCN, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.280.99
The chart of Martin ratio for FCN, currently valued at -0.80, compared to the broader market0.0010.0020.00-0.802.36
FCN
HURN

The current FCN Sharpe Ratio is -0.19, which is lower than the HURN Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FCN and HURN, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
0.76
FCN
HURN

Dividends

FCN vs. HURN - Dividend Comparison

Neither FCN nor HURN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FCN vs. HURN - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.05%, roughly equal to the maximum HURN drawdown of -85.60%. Use the drawdown chart below to compare losses from any high point for FCN and HURN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.52%
-8.26%
FCN
HURN

Volatility

FCN vs. HURN - Volatility Comparison

FTI Consulting, Inc. (FCN) has a higher volatility of 5.33% compared to Huron Consulting Group Inc. (HURN) at 4.47%. This indicates that FCN's price experiences larger fluctuations and is considered to be riskier than HURN 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%JulyAugustSeptemberOctoberNovemberDecember
5.33%
4.47%
FCN
HURN

Financials

FCN vs. HURN - Financials Comparison

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