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

Performance

HURN vs. BAH - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JuneJulyAugustSeptemberOctoberNovember
454.28%
2,645.53%
HURN
BAH

Returns By Period

In the year-to-date period, HURN achieves a 17.11% return, which is significantly lower than BAH's 18.40% return. Over the past 10 years, HURN has underperformed BAH with an annualized return of 5.77%, while BAH has yielded a comparatively higher 21.31% annualized return.


HURN

YTD

17.11%

1M

11.44%

6M

37.34%

1Y

13.22%

5Y (annualized)

12.59%

10Y (annualized)

5.77%

BAH

YTD

18.40%

1M

-8.56%

6M

-0.90%

1Y

19.42%

5Y (annualized)

17.16%

10Y (annualized)

21.31%

Fundamentals


HURNBAH
Market Cap$2.28B$23.18B
EPS$4.57$6.35
PE Ratio28.1828.57
PEG Ratio1.522.29
Total Revenue (TTM)$1.47B$11.43B
Gross Profit (TTM)$440.37M$4.39B
EBITDA (TTM)$401.35M$1.41B

Key characteristics


HURNBAH
Sharpe Ratio0.470.66
Sortino Ratio0.811.13
Omega Ratio1.121.17
Calmar Ratio0.651.00
Martin Ratio1.454.99
Ulcer Index9.64%3.90%
Daily Std Dev29.84%29.35%
Max Drawdown-85.60%-32.40%
Current Drawdown-7.27%-19.42%

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Correlation

-0.50.00.51.00.3

The correlation between HURN and BAH is 0.34, 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

HURN vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) 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 HURN, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.470.63
The chart of Sortino ratio for HURN, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.811.09
The chart of Omega ratio for HURN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.17
The chart of Calmar ratio for HURN, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.95
The chart of Martin ratio for HURN, currently valued at 1.45, compared to the broader market0.0010.0020.0030.001.454.52
HURN
BAH

The current HURN Sharpe Ratio is 0.47, which is comparable to the BAH Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of HURN 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.47
0.63
HURN
BAH

Dividends

HURN vs. BAH - Dividend Comparison

HURN has not paid dividends to shareholders, while BAH's dividend yield for the trailing twelve months is around 1.37%.


TTM20232022202120202019201820172016201520142013
HURN
Huron Consulting Group 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
1.37%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%

Drawdowns

HURN vs. BAH - Drawdown Comparison

The maximum HURN drawdown since its inception was -85.60%, which is greater than BAH's maximum drawdown of -32.40%. Use the drawdown chart below to compare losses from any high point for HURN and BAH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.27%
-19.42%
HURN
BAH

Volatility

HURN vs. BAH - Volatility Comparison

The current volatility for Huron Consulting Group Inc. (HURN) is 13.66%, while Booz Allen Hamilton Holding Corporation (BAH) has a volatility of 16.97%. This indicates that HURN 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.66%
16.97%
HURN
BAH

Financials

HURN vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between Huron Consulting Group 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