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

Correlation

The correlation between ICFI and BAH is 0.37, 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.


-0.50.00.51.00.4

Performance

ICFI vs. BAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICF International, Inc. (ICFI) 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%AugustSeptemberOctoberNovemberDecember2025
439.83%
2,400.55%
ICFI
BAH

Key characteristics

Sharpe Ratio

ICFI:

-0.02

BAH:

0.29

Sortino Ratio

ICFI:

0.16

BAH:

0.63

Omega Ratio

ICFI:

1.02

BAH:

1.09

Calmar Ratio

ICFI:

-0.02

BAH:

0.29

Martin Ratio

ICFI:

-0.05

BAH:

0.81

Ulcer Index

ICFI:

12.77%

BAH:

11.17%

Daily Std Dev

ICFI:

29.12%

BAH:

31.20%

Max Drawdown

ICFI:

-56.24%

BAH:

-32.40%

Current Drawdown

ICFI:

-26.40%

BAH:

-26.61%

Fundamentals

Market Cap

ICFI:

$2.43B

BAH:

$17.42B

EPS

ICFI:

$5.70

BAH:

$6.34

PE Ratio

ICFI:

22.71

BAH:

21.46

PEG Ratio

ICFI:

1.88

BAH:

2.29

Total Revenue (TTM)

ICFI:

$1.52B

BAH:

$8.86B

Gross Profit (TTM)

ICFI:

$545.35M

BAH:

$3.00B

EBITDA (TTM)

ICFI:

$170.28M

BAH:

$1.19B

Returns By Period

In the year-to-date period, ICFI achieves a 8.58% return, which is significantly higher than BAH's 5.72% return. Over the past 10 years, ICFI has underperformed BAH with an annualized return of 13.36%, while BAH has yielded a comparatively higher 18.95% annualized return.


ICFI

YTD

8.58%

1M

5.47%

6M

-7.70%

1Y

-0.56%

5Y*

7.63%

10Y*

13.36%

BAH

YTD

5.72%

1M

5.75%

6M

-12.22%

1Y

8.19%

5Y*

13.26%

10Y*

18.95%

*Annualized

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Risk-Adjusted Performance

ICFI vs. BAH — Risk-Adjusted Performance Rank

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

ICFI
The Risk-Adjusted Performance Rank of ICFI is 4141
Overall Rank
The Sharpe Ratio Rank of ICFI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ICFI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ICFI is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ICFI is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ICFI is 4444
Martin Ratio Rank

BAH
The Risk-Adjusted Performance Rank of BAH is 5454
Overall Rank
The Sharpe Ratio Rank of BAH is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ICFI vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICF International, Inc. (ICFI) 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 ICFI, currently valued at -0.02, compared to the broader market-2.000.002.004.00-0.020.29
The chart of Sortino ratio for ICFI, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.160.63
The chart of Omega ratio for ICFI, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.09
The chart of Calmar ratio for ICFI, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.29
The chart of Martin ratio for ICFI, currently valued at -0.05, compared to the broader market-10.000.0010.0020.00-0.050.81
ICFI
BAH

The current ICFI Sharpe Ratio is -0.02, which is lower than the BAH Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ICFI 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.02
0.29
ICFI
BAH

Dividends

ICFI vs. BAH - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.43%, less than BAH's 1.50% yield.


TTM20242023202220212020201920182017201620152014
ICFI
ICF International, Inc.
0.43%0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%0.00%
BAH
Booz Allen Hamilton Holding Corporation
1.50%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%

Drawdowns

ICFI vs. BAH - Drawdown Comparison

The maximum ICFI drawdown since its inception was -56.24%, which is greater than BAH's maximum drawdown of -32.40%. Use the drawdown chart below to compare losses from any high point for ICFI and BAH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.40%
-26.61%
ICFI
BAH

Volatility

ICFI vs. BAH - Volatility Comparison

ICF International, Inc. (ICFI) has a higher volatility of 8.36% compared to Booz Allen Hamilton Holding Corporation (BAH) at 6.65%. This indicates that ICFI's price experiences larger fluctuations and is considered to be riskier than BAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.36%
6.65%
ICFI
BAH

Financials

ICFI vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between ICF International, 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
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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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