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ICFI vs. ICF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICFI and ICF is 0.33, 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

ICFI vs. ICF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICF International, Inc. (ICFI) and iShares Cohen & Steers REIT ETF (ICF). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
918.89%
138.50%
ICFI
ICF

Key characteristics

Sharpe Ratio

ICFI:

-0.36

ICF:

0.41

Sortino Ratio

ICFI:

-0.31

ICF:

0.66

Omega Ratio

ICFI:

0.96

ICF:

1.08

Calmar Ratio

ICFI:

-0.32

ICF:

0.25

Martin Ratio

ICFI:

-1.03

ICF:

1.49

Ulcer Index

ICFI:

9.88%

ICF:

4.46%

Daily Std Dev

ICFI:

28.55%

ICF:

16.09%

Max Drawdown

ICFI:

-56.24%

ICF:

-76.73%

Current Drawdown

ICFI:

-32.04%

ICF:

-14.74%

Returns By Period

In the year-to-date period, ICFI achieves a -10.53% return, which is significantly lower than ICF's 4.57% return. Over the past 10 years, ICFI has outperformed ICF with an annualized return of 11.62%, while ICF has yielded a comparatively lower 5.02% annualized return.


ICFI

YTD

-10.53%

1M

-12.33%

6M

-14.73%

1Y

-9.71%

5Y*

5.75%

10Y*

11.62%

ICF

YTD

4.57%

1M

-5.86%

6M

7.24%

1Y

5.69%

5Y*

3.36%

10Y*

5.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ICFI vs. ICF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICF International, Inc. (ICFI) and iShares Cohen & Steers REIT ETF (ICF). 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 -0.36, compared to the broader market-4.00-2.000.002.00-0.360.41
The chart of Sortino ratio for ICFI, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.310.66
The chart of Omega ratio for ICFI, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.08
The chart of Calmar ratio for ICFI, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.320.25
The chart of Martin ratio for ICFI, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.031.49
ICFI
ICF

The current ICFI Sharpe Ratio is -0.36, which is lower than the ICF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ICFI and ICF, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
0.41
ICFI
ICF

Dividends

ICFI vs. ICF - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.47%, less than ICF's 2.68% yield.


TTM20232022202120202019201820172016201520142013
ICFI
ICF International, Inc.
0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%0.00%0.00%
ICF
iShares Cohen & Steers REIT ETF
2.68%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.32%3.30%3.00%3.41%

Drawdowns

ICFI vs. ICF - Drawdown Comparison

The maximum ICFI drawdown since its inception was -56.24%, smaller than the maximum ICF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for ICFI and ICF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.04%
-14.74%
ICFI
ICF

Volatility

ICFI vs. ICF - Volatility Comparison

ICF International, Inc. (ICFI) has a higher volatility of 6.70% compared to iShares Cohen & Steers REIT ETF (ICF) at 5.46%. This indicates that ICFI's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.70%
5.46%
ICFI
ICF
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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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