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

Correlation

The correlation between ICFI and BAH is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

ICFI:

-1.01

BAH:

-0.42

Sortino Ratio

ICFI:

-1.29

BAH:

-0.29

Omega Ratio

ICFI:

0.80

BAH:

0.96

Calmar Ratio

ICFI:

-0.71

BAH:

-0.28

Martin Ratio

ICFI:

-1.35

BAH:

-0.52

Ulcer Index

ICFI:

29.45%

BAH:

23.76%

Daily Std Dev

ICFI:

39.67%

BAH:

34.01%

Max Drawdown

ICFI:

-56.24%

BAH:

-44.33%

Current Drawdown

ICFI:

-50.01%

BAH:

-30.19%

Fundamentals

Market Cap

ICFI:

$1.62B

BAH:

$15.98B

EPS

ICFI:

$5.82

BAH:

$6.70

PE Ratio

ICFI:

15.08

BAH:

19.23

PEG Ratio

ICFI:

1.88

BAH:

2.29

PS Ratio

ICFI:

0.80

BAH:

1.36

PB Ratio

ICFI:

1.68

BAH:

13.09

Total Revenue (TTM)

ICFI:

$2.01B

BAH:

$9.01B

Gross Profit (TTM)

ICFI:

$725.74M

BAH:

$4.97B

EBITDA (TTM)

ICFI:

$216.78M

BAH:

$1.24B

Returns By Period

In the year-to-date period, ICFI achieves a -26.25% return, which is significantly lower than BAH's 0.55% return. Over the past 10 years, ICFI has underperformed BAH with an annualized return of 9.69%, while BAH has yielded a comparatively higher 18.37% annualized return.


ICFI

YTD

-26.25%

1M

5.78%

6M

-35.85%

1Y

-41.14%

5Y*

8.80%

10Y*

9.69%

BAH

YTD

0.55%

1M

13.31%

6M

-13.37%

1Y

-14.15%

5Y*

14.71%

10Y*

18.37%

*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 77
Overall Rank
The Sharpe Ratio Rank of ICFI is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ICFI is 88
Sortino Ratio Rank
The Omega Ratio Rank of ICFI is 66
Omega Ratio Rank
The Calmar Ratio Rank of ICFI is 88
Calmar Ratio Rank
The Martin Ratio Rank of ICFI is 1010
Martin Ratio Rank

BAH
The Risk-Adjusted Performance Rank of BAH is 3131
Overall Rank
The Sharpe Ratio Rank of BAH is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 4040
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.


The current ICFI Sharpe Ratio is -1.01, which is lower than the BAH Sharpe Ratio of -0.42. 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.


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Dividends

ICFI vs. BAH - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.64%, less than BAH's 1.61% yield.


TTM20242023202220212020201920182017201620152014
ICFI
ICF International, Inc.
0.64%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
1.61%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 -44.33%. Use the drawdown chart below to compare losses from any high point for ICFI and BAH. For additional features, visit the drawdowns tool.


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Volatility

ICFI vs. BAH - Volatility Comparison

ICF International, Inc. (ICFI) has a higher volatility of 10.71% compared to Booz Allen Hamilton Holding Corporation (BAH) at 6.37%. 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.


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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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
487.62M
2.92B
(ICFI) Total Revenue
(BAH) Total Revenue
Values in USD except per share items

ICFI vs. BAH - Profitability Comparison

The chart below illustrates the profitability comparison between ICF International, Inc. and Booz Allen Hamilton Holding Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%20212022202320242025
38.0%
55.2%
(ICFI) Gross Margin
(BAH) Gross Margin
ICFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ICF International, Inc. reported a gross profit of 185.08M and revenue of 487.62M. Therefore, the gross margin over that period was 38.0%.

BAH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported a gross profit of 1.61B and revenue of 2.92B. Therefore, the gross margin over that period was 55.2%.

ICFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ICF International, Inc. reported an operating income of 38.39M and revenue of 487.62M, resulting in an operating margin of 7.9%.

BAH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported an operating income of 291.26M and revenue of 2.92B, resulting in an operating margin of 10.0%.

ICFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ICF International, Inc. reported a net income of 26.85M and revenue of 487.62M, resulting in a net margin of 5.5%.

BAH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Booz Allen Hamilton Holding Corporation reported a net income of 186.95M and revenue of 2.92B, resulting in a net margin of 6.4%.