HURN vs. BWMN

Last updated Apr 2, 2026

Compare and contrast key facts about Huron Consulting Group Inc. (HURN) and Bowman Consulting Group Ltd. (BWMN).

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.

HURN vs. BWMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HURN Huron Consulting Group Inc.	-25.84%	39.15%	20.88%	41.60%	45.49%	-11.93%
BWMN Bowman Consulting Group Ltd.	-13.87%	32.34%	-29.76%	62.56%	2.85%	51.75%

Fundamentals

Market Cap HURN : $2.29B BWMN : $479.95M
EPS HURN : $5.90 BWMN : $0.75
PE Ratio HURN : 21.74 BWMN : 37.95
PEG Ratio HURN : 0.83 BWMN : 0.08
PS Ratio HURN : 1.36 BWMN : 1.32
PB Ratio HURN : 4.33 BWMN : 1.84
Total Revenue (TTM) HURN : $1.68B BWMN : $361.05M
Gross Profit (TTM) HURN : $385.94M BWMN : $183.71M
EBITDA (TTM) HURN : $132.50M BWMN : $42.64M

Returns By Period

In the year-to-date period, HURN achieves a -25.84% return, which is significantly lower than BWMN's -13.87% return.

HURN

• 1D: 0.58%
• 1M: -11.23%
• YTD: -25.84%
• 6M: -13.14%
• 1Y: -12.40%
• 3Y*: 16.85%
• 5Y*: 19.89%
• 10Y*: 8.13%

BWMN

• 1D: 1.94%
• 1M: -14.44%
• YTD: -13.87%
• 6M: -33.16%
• 1Y: 29.80%
• 3Y*: -0.31%
• 5Y*: —
• 10Y*: —

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

Return for Risk

HURN vs. BWMN — Risk / Return Rank

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

HURN

HURN Risk / Return Rank: 26
HURN Sharpe Ratio Rank: 25
HURN Sortino Ratio Rank: 23
HURN Omega Ratio Rank: 23
HURN Calmar Ratio Rank: 31
HURN Martin Ratio Rank: 27

BWMN

BWMN Risk / Return Rank: 60
BWMN Sharpe Ratio Rank: 66
BWMN Sortino Ratio Rank: 58
BWMN Omega Ratio Rank: 61
BWMN Calmar Ratio Rank: 57
BWMN Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	HURN	BWMN	Difference
Sharpe ratio Return per unit of total volatility	-0.34	0.67	-1.00
Sortino ratio Return per unit of downside risk	-0.24	1.09	-1.33
Omega ratio Gain probability vs. loss probability	0.97	1.16	-0.19
Calmar ratio Return relative to maximum drawdown	-0.30	0.64	-0.94
Martin ratio Return relative to average drawdown	-0.80	1.56	-2.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HURN vs. BWMN - Sharpe Ratio Comparison

The current HURN Sharpe Ratio is -0.34, which is lower than the BWMN Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of HURN and BWMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HURN	BWMN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	0.67	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.33	-0.11

Correlation

The correlation between HURN and BWMN is 0.21, 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.

Dividends

HURN vs. BWMN - Dividend Comparison

Neither HURN nor BWMN has paid dividends to shareholders.

Tickers have no history of dividend payments

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	-35.14%	-39.93%	+4.79%
Max Drawdown (5Y) Largest decline over 5 years	-35.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.61%	—	—
Current Drawdown Current decline from peak	-30.90%	-35.99%	+5.09%
Average Drawdown Average peak-to-trough decline	-32.24%	-20.37%	-11.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.24%	16.24%	-3.00%

Volatility

HURN vs. BWMN - Volatility Comparison

The current volatility for Huron Consulting Group Inc. (HURN) is 9.91%, while Bowman Consulting Group Ltd. (BWMN) has a volatility of 18.87%. This indicates that HURN experiences smaller price fluctuations and is considered to be less risky 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	9.91%	18.87%	-8.96%
Volatility (6M) Calculated over the trailing 6-month period	28.66%	40.23%	-11.57%
Volatility (1Y) Calculated over the trailing 1-year period	36.87%	45.79%	-8.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.84%	47.34%	-13.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.00%	47.34%	-11.34%

Financials