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

Correlation

The correlation between MUSA and BAH is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MUSA vs. BAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and Booz Allen Hamilton Holding Corporation (BAH). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,172.41%
679.14%
MUSA
BAH

Key characteristics

Sharpe Ratio

MUSA:

0.63

BAH:

-0.68

Sortino Ratio

MUSA:

1.04

BAH:

-0.78

Omega Ratio

MUSA:

1.12

BAH:

0.89

Calmar Ratio

MUSA:

0.72

BAH:

-0.51

Martin Ratio

MUSA:

1.81

BAH:

-1.13

Ulcer Index

MUSA:

8.57%

BAH:

20.14%

Daily Std Dev

MUSA:

24.56%

BAH:

33.73%

Max Drawdown

MUSA:

-33.72%

BAH:

-44.33%

Current Drawdown

MUSA:

-13.03%

BAH:

-39.44%

Fundamentals

Market Cap

MUSA:

$9.55B

BAH:

$13.86B

EPS

MUSA:

$24.11

BAH:

$6.70

PE Ratio

MUSA:

20.01

BAH:

16.68

PEG Ratio

MUSA:

1.77

BAH:

2.29

Total Revenue (TTM)

MUSA:

$15.40B

BAH:

$9.01B

Gross Profit (TTM)

MUSA:

$5.61B

BAH:

$3.98B

EBITDA (TTM)

MUSA:

$833.20M

BAH:

$1.23B

Returns By Period

In the year-to-date period, MUSA achieves a -3.72% return, which is significantly higher than BAH's -12.77% return. Over the past 10 years, MUSA has outperformed BAH with an annualized return of 21.21%, while BAH has yielded a comparatively lower 16.53% annualized return.


MUSA

YTD

-3.72%

1M

2.45%

6M

1.25%

1Y

15.21%

5Y*

42.46%

10Y*

21.21%

BAH

YTD

-12.77%

1M

5.62%

6M

-30.02%

1Y

-23.24%

5Y*

11.67%

10Y*

16.53%

*Annualized

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Risk-Adjusted Performance

MUSA vs. BAH — Risk-Adjusted Performance Rank

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

MUSA
The Risk-Adjusted Performance Rank of MUSA is 7373
Overall Rank
The Sharpe Ratio Rank of MUSA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MUSA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MUSA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MUSA is 7373
Martin Ratio Rank

BAH
The Risk-Adjusted Performance Rank of BAH is 2222
Overall Rank
The Sharpe Ratio Rank of BAH is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BAH is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BAH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BAH is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BAH is 2727
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.

MUSA vs. BAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) 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 MUSA, currently valued at 0.63, compared to the broader market-2.00-1.000.001.002.003.00
MUSA: 0.63
BAH: -0.68
The chart of Sortino ratio for MUSA, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
MUSA: 1.04
BAH: -0.78
The chart of Omega ratio for MUSA, currently valued at 1.12, compared to the broader market0.501.001.502.00
MUSA: 1.12
BAH: 0.89
The chart of Calmar ratio for MUSA, currently valued at 0.72, compared to the broader market0.001.002.003.004.005.00
MUSA: 0.72
BAH: -0.51
The chart of Martin ratio for MUSA, currently valued at 1.81, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MUSA: 1.81
BAH: -1.13

The current MUSA Sharpe Ratio is 0.63, which is higher than the BAH Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of MUSA 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.63
-0.68
MUSA
BAH

Dividends

MUSA vs. BAH - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.39%, less than BAH's 1.86% yield.


TTM20242023202220212020201920182017201620152014
MUSA
Murphy USA Inc.
0.39%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%
BAH
Booz Allen Hamilton Holding Corporation
1.86%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%

Drawdowns

MUSA vs. BAH - Drawdown Comparison

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum BAH drawdown of -44.33%. Use the drawdown chart below to compare losses from any high point for MUSA and BAH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.03%
-39.44%
MUSA
BAH

Volatility

MUSA vs. BAH - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 8.10%, while Booz Allen Hamilton Holding Corporation (BAH) has a volatility of 14.51%. This indicates that MUSA experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
8.10%
14.51%
MUSA
BAH

Financials

MUSA vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA 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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