HURN vs. BWMN

Last updated Aug 1, 2026

HURN (Huron Consulting Group Inc.) and BWMN (Bowman Consulting Group Ltd.) are both stocks. Both operate in the Consulting Services industry within the Industrials sector. Over the past 5 years, HURN returned 25.30%/yr vs 15.97%/yr for BWMN. Their 0.19 correlation means their historical movements had little consistent relationship.

Performance

HURN vs. BWMN - Performance Comparison

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

Returns By Period

In the year-to-date period, HURN achieves a -12.23% return, which is significantly higher than BWMN's -18.69% return.

HURN

• 1D: -7.32%
• 1M: 56.21%
• 6M: -10.20%
• YTD: -12.23%
• 1Y: 24.42%
• 3Y*: 15.72%
• 5Y*: 25.30%
• 10Y*: 9.60%
• ALL TIME*: 10.14%

BWMN

• 1D: 3.87%
• 1M: -6.40%
• 6M: -22.91%
• YTD: -18.69%
• 1Y: -19.99%
• 3Y*: -7.80%
• 5Y*: 15.97%
• 10Y*: —
• ALL TIME*: 13.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BWMN Bowman Consulting Group Ltd.	$4.25M	$3.87M	$4.19M
HURN Huron Consulting Group Inc.	$74.18M	$49.88M	$38.11M

HURN vs. BWMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HURN Huron Consulting Group Inc.	-12.23%	39.15%	20.88%	41.60%	45.49%	-11.41%
BWMN Bowman Consulting Group Ltd.	-18.69%	32.34%	-29.76%	62.56%	2.85%	51.75%

Correlation

The correlation between HURN and BWMN is 0.16, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.16
Correlation (3Y) Balances recent behavior with more history.	0.25
Correlation (5Y) Shows whether the relationship held over a longer period.	0.20
Correlation (All Time) Calculated using the full available price history since May 7, 2021	0.19

Fundamentals

Market Cap HURN : $2.41B BWMN : $470.08M
EPS HURN : $6.66 BWMN : $0.63
PE Ratio HURN : 22.80 BWMN : 42.34
PEG Ratio HURN : 0.87 BWMN : 0.09
PS Ratio HURN : 1.46 BWMN : 1.19
PB Ratio HURN : 6.46 BWMN : 1.76
Total Revenue (TTM) HURN : $1.81B BWMN : $377.09M
Gross Profit (TTM) HURN : $397.53M BWMN : $175.89M
EBITDA (TTM) HURN : $209.69M BWMN : $42.71M

Return for Risk

HURN vs. BWMN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HURN

HURN Risk / Return Rank: 55
HURN Sharpe Ratio Rank: 54
HURN Sortino Ratio Rank: 57
HURN Omega Ratio Rank: 57
HURN Calmar Ratio Rank: 53
HURN Martin Ratio Rank: 52

BWMN

BWMN Risk / Return Rank: 24
BWMN Sharpe Ratio Rank: 22
BWMN Sortino Ratio Rank: 23
BWMN Omega Ratio Rank: 22
BWMN Calmar Ratio Rank: 26
BWMN Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HURN vs. BWMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) and Bowman Consulting Group Ltd. (BWMN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HURN	BWMN	Difference
Sharpe ratio: Return per unit of total volatility	0.25	-0.50	+0.74
Sortino ratio: Return per unit of downside risk	0.90	-0.41	+1.32
Omega ratio: Gain probability vs. loss probability	1.12	0.94	+0.18
Calmar ratio: Return relative to maximum drawdown	0.29	-0.53	+0.82
Martin ratio: Return relative to average drawdown	0.60	-0.92	+1.51

HURN vs. BWMN - Sharpe Ratio Comparison

The current HURN Sharpe Ratio is 0.25, which is higher than the BWMN Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of HURN and BWMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HURN vs. BWMN - Drawdown Comparison

The maximum HURN drawdown since its inception was -85.60%, which is greater than BWMN's maximum drawdown of -56.21%. Use the drawdown chart below to compare losses from any high point for HURN and BWMN.

Drawdown Indicators

	HURN	BWMN	Difference
Max Drawdown Largest peak-to-trough decline	-85.60%	-56.21%	-29.39%
Max Drawdown (1Y) Largest decline over 1 year	-51.42%	-43.03%	-8.39%
Max Drawdown (3Y) Largest decline over 3 years	-51.42%	-56.21%	+4.79%
Max Drawdown (5Y) Largest decline over 5 years	-51.42%	-56.21%	+4.79%
Max Drawdown (10Y) Largest decline over 10 years	-53.03%	—	—
Current Drawdown Current decline from peak	-18.22%	-39.57%	+21.35%
Average Drawdown Average peak-to-trough decline	-32.32%	-21.08%	-11.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.05%	24.64%	+0.41%

Volatility

HURN vs. BWMN - Volatility Comparison

Huron Consulting Group Inc. (HURN) has a higher volatility of 37.01% compared to Bowman Consulting Group Ltd. (BWMN) at 9.82%. This indicates that HURN's price experiences larger fluctuations and is considered to be riskier than BWMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HURN	BWMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.01%	9.82%	+27.19%
Volatility (6M) Calculated over the trailing 6-month period	52.88%	30.00%	+22.88%
Volatility (1Y) Calculated over the trailing 1-year period	60.82%	45.70%	+15.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.39%	47.19%	-6.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.29%	46.64%	-7.35%

Dividends

HURN vs. BWMN - Dividend Comparison

Neither HURN nor BWMN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both HURN and BWMN in my portfolio?

HURN and BWMN have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HURN or BWMN?

HURN has higher volatility (37.01%) compared to BWMN (9.82%). In terms of maximum drawdown, HURN dropped -85.60% vs BWMN's -56.21%.

Which has better risk-adjusted returns?

HURN currently has the higher Sharpe Ratio (0.25 vs -0.50), 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.