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

Correlation

The correlation between FCN and ICFI is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FCN vs. ICFI - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
522.34%
618.02%
FCN
ICFI

Key characteristics

Sharpe Ratio

FCN:

-0.92

ICFI:

-1.13

Sortino Ratio

FCN:

-1.04

ICFI:

-1.50

Omega Ratio

FCN:

0.83

ICFI:

0.77

Calmar Ratio

FCN:

-0.75

ICFI:

-0.76

Martin Ratio

FCN:

-1.75

ICFI:

-1.80

Ulcer Index

FCN:

13.58%

ICFI:

23.68%

Daily Std Dev

FCN:

25.89%

ICFI:

37.81%

Max Drawdown

FCN:

-88.05%

ICFI:

-56.24%

Current Drawdown

FCN:

-31.62%

ICFI:

-52.11%

Fundamentals

Market Cap

FCN:

$5.67B

ICFI:

$1.55B

EPS

FCN:

$7.81

ICFI:

$5.82

PE Ratio

FCN:

20.22

ICFI:

14.45

PEG Ratio

FCN:

1.61

ICFI:

1.88

Total Revenue (TTM)

FCN:

$2.77B

ICFI:

$1.53B

Gross Profit (TTM)

FCN:

$878.33M

ICFI:

$540.67M

EBITDA (TTM)

FCN:

$291.25M

ICFI:

$164.65M

Returns By Period

In the year-to-date period, FCN achieves a -17.36% return, which is significantly higher than ICFI's -29.35% return. Over the past 10 years, FCN has outperformed ICFI with an annualized return of 15.35%, while ICFI has yielded a comparatively lower 8.06% annualized return.


FCN

YTD

-17.36%

1M

-6.85%

6M

-29.92%

1Y

-24.10%

5Y*

3.43%

10Y*

15.35%

ICFI

YTD

-29.35%

1M

-0.50%

6M

-49.33%

1Y

-42.39%

5Y*

4.32%

10Y*

8.06%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FCN vs. ICFI — Risk-Adjusted Performance Rank

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

FCN
The Risk-Adjusted Performance Rank of FCN is 1212
Overall Rank
The Sharpe Ratio Rank of FCN is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FCN is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FCN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FCN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FCN is 88
Martin Ratio Rank

ICFI
The Risk-Adjusted Performance Rank of ICFI is 77
Overall Rank
The Sharpe Ratio Rank of ICFI is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ICFI is 99
Sortino Ratio Rank
The Omega Ratio Rank of ICFI is 66
Omega Ratio Rank
The Calmar Ratio Rank of ICFI is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ICFI is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCN vs. ICFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTI Consulting, Inc. (FCN) and ICF International, Inc. (ICFI). 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 -0.92, compared to the broader market-2.00-1.000.001.002.00
FCN: -0.92
ICFI: -1.13
The chart of Sortino ratio for FCN, currently valued at -1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
FCN: -1.04
ICFI: -1.50
The chart of Omega ratio for FCN, currently valued at 0.83, compared to the broader market0.501.001.502.00
FCN: 0.83
ICFI: 0.77
The chart of Calmar ratio for FCN, currently valued at -0.75, compared to the broader market0.001.002.003.004.00
FCN: -0.75
ICFI: -0.76
The chart of Martin ratio for FCN, currently valued at -1.75, compared to the broader market-10.000.0010.0020.00
FCN: -1.75
ICFI: -1.80

The current FCN Sharpe Ratio is -0.92, which is comparable to the ICFI Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of FCN and ICFI, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.92
-1.13
FCN
ICFI

Dividends

FCN vs. ICFI - Dividend Comparison

FCN has not paid dividends to shareholders, while ICFI's dividend yield for the trailing twelve months is around 0.67%.


TTM2024202320222021202020192018
FCN
FTI Consulting, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICFI
ICF International, Inc.
0.67%0.47%0.42%0.57%0.55%0.75%0.61%0.86%

Drawdowns

FCN vs. ICFI - Drawdown Comparison

The maximum FCN drawdown since its inception was -88.05%, which is greater than ICFI's maximum drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for FCN and ICFI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.62%
-52.11%
FCN
ICFI

Volatility

FCN vs. ICFI - Volatility Comparison

The current volatility for FTI Consulting, Inc. (FCN) is 5.47%, while ICF International, Inc. (ICFI) has a volatility of 9.60%. This indicates that FCN experiences smaller price fluctuations and is considered to be less risky than ICFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
5.47%
9.60%
FCN
ICFI

Financials

FCN vs. ICFI - Financials Comparison

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