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

Correlation

The correlation between HURN and FCN is 0.35, 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.


-0.50.00.51.00.3

Performance

HURN vs. FCN - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
545.24%
914.49%
HURN
FCN

Key characteristics

Sharpe Ratio

HURN:

0.78

FCN:

-0.05

Sortino Ratio

HURN:

1.22

FCN:

0.12

Omega Ratio

HURN:

1.18

FCN:

1.02

Calmar Ratio

HURN:

1.03

FCN:

-0.07

Martin Ratio

HURN:

2.45

FCN:

-0.20

Ulcer Index

HURN:

9.00%

FCN:

6.81%

Daily Std Dev

HURN:

28.12%

FCN:

27.35%

Max Drawdown

HURN:

-85.60%

FCN:

-88.05%

Current Drawdown

HURN:

-6.07%

FCN:

-15.46%

Fundamentals

Market Cap

HURN:

$2.14B

FCN:

$7.07B

EPS

HURN:

$4.57

FCN:

$8.70

PE Ratio

HURN:

26.37

FCN:

22.62

PEG Ratio

HURN:

1.52

FCN:

1.61

Total Revenue (TTM)

HURN:

$1.47B

FCN:

$3.73B

Gross Profit (TTM)

HURN:

$446.69M

FCN:

$1.22B

EBITDA (TTM)

HURN:

$158.98M

FCN:

$448.34M

Returns By Period

In the year-to-date period, HURN achieves a 18.63% return, which is significantly higher than FCN's -1.94% return. Over the past 10 years, HURN has underperformed FCN with an annualized return of 5.89%, while FCN has yielded a comparatively higher 17.40% annualized return.


HURN

YTD

18.63%

1M

1.15%

6M

24.24%

1Y

22.48%

5Y*

11.78%

10Y*

5.89%

FCN

YTD

-1.94%

1M

-1.85%

6M

-6.96%

1Y

-1.74%

5Y*

11.56%

10Y*

17.40%

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Risk-Adjusted Performance

HURN vs. FCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) and FTI Consulting, Inc. (FCN). 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 0.78, compared to the broader market-4.00-2.000.002.000.78-0.05
The chart of Sortino ratio for HURN, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.220.12
The chart of Omega ratio for HURN, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.02
The chart of Calmar ratio for HURN, currently valued at 1.03, compared to the broader market0.002.004.006.001.03-0.07
The chart of Martin ratio for HURN, currently valued at 2.45, compared to the broader market-5.000.005.0010.0015.0020.0025.002.45-0.20
HURN
FCN

The current HURN Sharpe Ratio is 0.78, which is higher than the FCN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of HURN and FCN, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.78
-0.05
HURN
FCN

Dividends

HURN vs. FCN - Dividend Comparison

Neither HURN nor FCN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HURN vs. FCN - Drawdown Comparison

The maximum HURN drawdown since its inception was -85.60%, roughly equal to the maximum FCN drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for HURN and FCN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.07%
-15.46%
HURN
FCN

Volatility

HURN vs. FCN - Volatility Comparison

The current volatility for Huron Consulting Group Inc. (HURN) is 4.63%, while FTI Consulting, Inc. (FCN) has a volatility of 5.37%. This indicates that HURN experiences smaller price fluctuations and is considered to be less risky than FCN 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%JulyAugustSeptemberOctoberNovemberDecember
4.63%
5.37%
HURN
FCN

Financials

HURN vs. FCN - Financials Comparison

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