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ICFI vs. VSEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ICFI vs. VSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICF International, Inc. (ICFI) and VSE Corporation (VSEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICFI achieves a -19.72% return, which is significantly lower than VSEC's 1.98% return. Over the past 10 years, ICFI has underperformed VSEC with an annualized return of 5.72%, while VSEC has yielded a comparatively higher 19.16% annualized return.


ICFI

1D
-1.90%
1M
-6.93%
YTD
-19.72%
6M
-17.97%
1Y
-18.20%
3Y*
-16.23%
5Y*
-5.00%
10Y*
5.72%

VSEC

1D
-2.31%
1M
4.71%
YTD
1.98%
6M
4.52%
1Y
34.31%
3Y*
51.83%
5Y*
29.45%
10Y*
19.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICFI vs. VSEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICFI
ICF International, Inc.
-19.72%-27.98%-10.76%35.99%-2.87%38.79%-18.20%42.44%24.39%-4.89%
VSEC
VSE Corporation
1.98%82.26%47.93%39.19%-22.35%59.55%2.54%28.56%-37.81%25.45%

Correlation

The correlation between ICFI and VSEC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2006

0.32

The correlation between ICFI and VSEC shifts across timeframes, from 0.18 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ICFI:

$1.25B

VSEC:

$4.90B

EPS

ICFI:

$4.62

VSEC:

$2.73

PE Ratio

ICFI:

14.78

VSEC:

64.50

PEG Ratio

ICFI:

1.56

VSEC:

0.91

PS Ratio

ICFI:

0.69

VSEC:

3.43

PB Ratio

ICFI:

1.21

VSEC:

1.84

Total Revenue (TTM)

ICFI:

$1.82B

VSEC:

$1.18B

Gross Profit (TTM)

ICFI:

$496.46M

VSEC:

$105.32M

EBITDA (TTM)

ICFI:

$189.41M

VSEC:

$128.59M

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Return for Risk

ICFI vs. VSEC — Risk / Return Rank

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

ICFI
ICFI Risk / Return Rank: 2121
Overall Rank
ICFI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ICFI Sortino Ratio Rank: 1919
Sortino Ratio Rank
ICFI Omega Ratio Rank: 1919
Omega Ratio Rank
ICFI Calmar Ratio Rank: 2525
Calmar Ratio Rank
ICFI Martin Ratio Rank: 2222
Martin Ratio Rank

VSEC
VSEC Risk / Return Rank: 6262
Overall Rank
VSEC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VSEC Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSEC Omega Ratio Rank: 5858
Omega Ratio Rank
VSEC Calmar Ratio Rank: 6363
Calmar Ratio Rank
VSEC Martin Ratio Rank: 6868
Martin Ratio Rank
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.

ICFI vs. VSEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICF International, Inc. (ICFI) and VSE Corporation (VSEC). 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.


ICFIVSECDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.93

1.16

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.45

1.14

-1.59

Martin ratioReturn relative to average drawdown

-0.96

3.29

-4.24

ICFI vs. VSEC - Sharpe Ratio Comparison

The current ICFI Sharpe Ratio is -0.52, which is lower than the VSEC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ICFI and VSEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ICFIVSECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.64

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.64

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.41

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.26

+0.01

Drawdowns

ICFI vs. VSEC - Drawdown Comparison

The maximum ICFI drawdown since its inception was -65.65%, smaller than the maximum VSEC drawdown of -76.09%. Use the drawdown chart below to compare losses from any high point for ICFI and VSEC.


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Drawdown Indicators


ICFIVSECDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-76.09%

+10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-40.22%

-30.31%

-9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-65.65%

-30.31%

-35.34%

Max Drawdown (5Y)

Largest decline over 5 years

-65.65%

-47.58%

-18.07%

Max Drawdown (10Y)

Largest decline over 10 years

-65.65%

-76.09%

+10.44%

Current Drawdown

Current decline from peak

-60.81%

-22.68%

-38.13%

Average Drawdown

Average peak-to-trough decline

-18.66%

-30.68%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.05%

10.47%

+8.58%

Volatility

ICFI vs. VSEC - Volatility Comparison

The current volatility for ICF International, Inc. (ICFI) is 14.61%, while VSE Corporation (VSEC) has a volatility of 22.49%. This indicates that ICFI experiences smaller price fluctuations and is considered to be less risky than VSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICFIVSECDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.61%

22.49%

-7.88%

Volatility (6M)

Calculated over the trailing 6-month period

29.31%

45.62%

-16.31%

Volatility (1Y)

Calculated over the trailing 1-year period

35.21%

53.79%

-18.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.94%

46.09%

-15.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.72%

46.97%

-15.25%

Dividends

ICFI vs. VSEC - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.82%, more than VSEC's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ICFI
ICF International, Inc.
0.82%0.66%0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%
VSEC
VSE Corporation
0.23%0.23%0.42%0.77%0.85%0.59%0.94%0.89%1.00%0.54%0.51%0.68%

Financials

ICFI vs. VSEC - Financials Comparison

This section allows you to compare key financial metrics between ICF International, Inc. and VSE 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


200.00M300.00M400.00M500.00M20222023202420252026
437.50M
324.58M
(ICFI) Total Revenue
(VSEC) Total Revenue
Values in USD except per share items

ICFI vs. VSEC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%2022202320242025202600
Portfolio components
ICFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ICF International, Inc. reported a gross profit of 0.00 and revenue of 437.50M. Therefore, the gross margin over that period was 0.0%.

VSEC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, VSE Corporation reported a gross profit of 0.00 and revenue of 324.58M. Therefore, the gross margin over that period was 0.0%.

ICFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ICF International, Inc. reported an operating income of 34.86M and revenue of 437.50M, resulting in an operating margin of 8.0%.

VSEC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, VSE Corporation reported an operating income of 32.75M and revenue of 324.58M, resulting in an operating margin of 10.1%.

ICFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ICF International, Inc. reported a net income of 20.52M and revenue of 437.50M, resulting in a net margin of 4.7%.

VSEC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, VSE Corporation reported a net income of 29.06M and revenue of 324.58M, resulting in a net margin of 9.0%.


Frequently Asked Questions


ICFI and VSEC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSEC has higher volatility (22.49%) compared to ICFI (14.61%). In terms of maximum drawdown, ICFI dropped -65.65% vs VSEC's -76.09%.

VSEC currently has the higher Sharpe Ratio (0.64 vs -0.52), 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.

Portfolio Optimizer

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