HURN vs. BWMN

Last updated Jun 23, 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 12.26%/yr vs 16.82%/yr for BWMN. At a 0.20 correlation, their price movements are largely independent.

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 -47.67% return, which is significantly lower than BWMN's -10.21% return.

HURN

• 1D: -0.09%
• 1M: -14.20%
• YTD: -47.67%
• 6M: -49.45%
• 1Y: -31.53%
• 3Y*: 2.52%
• 5Y*: 12.26%
• 10Y*: 4.19%

BWMN

• 1D: -1.76%
• 1M: -6.56%
• YTD: -10.21%
• 6M: -12.49%
• 1Y: 10.80%
• 3Y*: -1.00%
• 5Y*: 16.82%
• 10Y*: —

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

HURN vs. BWMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HURN Huron Consulting Group Inc.	-47.67%	39.15%	20.88%	41.60%	45.49%	-11.41%
BWMN Bowman Consulting Group Ltd.	-10.21%	32.34%	-29.76%	62.56%	2.85%	51.75%

Correlation

The correlation between HURN and BWMN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since May 7, 2021	0.20

Fundamentals

Market Cap HURN : $1.57B BWMN : $487.84M
EPS HURN : $5.86 BWMN : $0.64
PE Ratio HURN : 15.44 BWMN : 46.68
PEG Ratio HURN : 0.59 BWMN : 0.10
PS Ratio HURN : 0.92 BWMN : 1.31
PB Ratio HURN : 3.96 BWMN : 1.94
Total Revenue (TTM) HURN : $1.74B BWMN : $377.09M
Gross Profit (TTM) HURN : $405.21M BWMN : $175.89M
EBITDA (TTM) HURN : $204.05M BWMN : $42.71M

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: 12
HURN Sharpe Ratio Rank: 10
HURN Sortino Ratio Rank: 13
HURN Omega Ratio Rank: 12
HURN Calmar Ratio Rank: 20
HURN Martin Ratio Rank: 6

BWMN

BWMN Risk / Return Rank: 48
BWMN Sharpe Ratio Rank: 50
BWMN Sortino Ratio Rank: 46
BWMN Omega Ratio Rank: 47
BWMN Calmar Ratio Rank: 49
BWMN Martin Ratio Rank: 48

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.

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	-0.78	0.23	-1.01
Sortino ratio: Return per unit of downside risk	-0.92	0.61	-1.53
Omega ratio: Gain probability vs. loss probability	0.87	1.09	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.62	0.27	-0.89
Martin ratio: Return relative to average drawdown	-1.50	0.51	-2.01

HURN vs. BWMN - Sharpe Ratio Comparison

The current HURN Sharpe Ratio is -0.78, which is lower than the BWMN Sharpe Ratio of 0.23. 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	-51.24%	-39.93%	-11.31%
Max Drawdown (3Y) Largest decline over 3 years	-51.24%	-56.21%	+4.97%
Max Drawdown (5Y) Largest decline over 5 years	-51.24%	-56.21%	+4.97%
Max Drawdown (10Y) Largest decline over 10 years	-53.61%	—	—
Current Drawdown Current decline from peak	-51.24%	-33.27%	-17.97%
Average Drawdown Average peak-to-trough decline	-32.28%	-20.71%	-11.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.04%	21.12%	-0.08%

Volatility

HURN vs. BWMN - Volatility Comparison

Huron Consulting Group Inc. (HURN) has a higher volatility of 18.08% compared to Bowman Consulting Group Ltd. (BWMN) at 10.31%. 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	18.08%	10.31%	+7.77%
Volatility (6M) Calculated over the trailing 6-month period	35.12%	30.49%	+4.63%
Volatility (1Y) Calculated over the trailing 1-year period	40.65%	46.46%	-5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.17%	47.10%	-11.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.66%	46.92%	-10.26%

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 0.24, 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 (18.08%) compared to BWMN (10.31%). In terms of maximum drawdown, HURN dropped -85.60% vs BWMN's -56.21%.

Which has better risk-adjusted returns?

BWMN currently has the higher Sharpe Ratio (0.23 vs -0.78), 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.