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SAIC vs. BAH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAIC vs. BAH - Performance Comparison

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

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Returns By Period

In the year-to-date period, SAIC achieves a 0.66% return, which is significantly higher than BAH's -23.79% return. Over the past 10 years, SAIC has underperformed BAH with an annualized return of 7.60%, while BAH has yielded a comparatively higher 10.28% annualized return.


SAIC

1D
-1.75%
1M
0.59%
YTD
0.66%
6M
-1.45%
1Y
-1.56%
3Y*
-0.88%
5Y*
3.42%
10Y*
7.60%

BAH

1D
-4.57%
1M
-18.90%
YTD
-23.79%
6M
-25.66%
1Y
-34.94%
3Y*
-14.52%
5Y*
-4.37%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAIC vs. BAH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAIC
Science Applications International Corporation
0.66%-8.73%-9.04%13.58%34.95%-10.20%10.81%39.15%-15.48%-8.18%
BAH
Booz Allen Hamilton Holding Corporation
-23.79%-33.02%2.00%24.47%25.71%-1.04%24.46%60.16%20.21%7.77%

Correlation

The correlation between SAIC and BAH is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.67

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

0.69

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2013

0.59

The correlation between SAIC and BAH shifts across timeframes, from 0.59 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SAIC:

$4.43B

BAH:

$7.65B

EPS

SAIC:

$8.85

BAH:

$6.91

PE Ratio

SAIC:

11.37

BAH:

9.17

PEG Ratio

SAIC:

0.69

BAH:

0.27

PS Ratio

SAIC:

0.63

BAH:

0.69

PB Ratio

SAIC:

3.11

BAH:

6.92

Total Revenue (TTM)

SAIC:

$7.29B

BAH:

$11.22B

Gross Profit (TTM)

SAIC:

$912.00M

BAH:

$4.99B

EBITDA (TTM)

SAIC:

$691.00M

BAH:

$1.11B

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Return for Risk

SAIC vs. BAH — Risk / Return Rank

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

SAIC
SAIC Risk / Return Rank: 3939
Overall Rank
SAIC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SAIC Sortino Ratio Rank: 3737
Sortino Ratio Rank
SAIC Omega Ratio Rank: 3737
Omega Ratio Rank
SAIC Calmar Ratio Rank: 4141
Calmar Ratio Rank
SAIC Martin Ratio Rank: 4040
Martin Ratio Rank

BAH
BAH Risk / Return Rank: 99
Overall Rank
BAH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BAH Sortino Ratio Rank: 1010
Sortino Ratio Rank
BAH Omega Ratio Rank: 1010
Omega Ratio Rank
BAH Calmar Ratio Rank: 1111
Calmar Ratio Rank
BAH Martin Ratio Rank: 66
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.

SAIC vs. BAH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAICBAHDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.03

0.85

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.80

+0.75

Martin ratioReturn relative to average drawdown

-0.09

-1.50

+1.40

SAIC vs. BAH - Sharpe Ratio Comparison

The current SAIC Sharpe Ratio is -0.04, which is higher than the BAH Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of SAIC and BAH, 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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Drawdowns

SAIC vs. BAH - Drawdown Comparison

The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum BAH drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SAIC and BAH.


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Drawdown Indicators


SAICBAHDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-64.56%

+18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-31.34%

-43.91%

+12.57%

Max Drawdown (3Y)

Largest decline over 3 years

-45.74%

-64.56%

+18.82%

Max Drawdown (5Y)

Largest decline over 5 years

-45.74%

-64.56%

+18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-45.92%

-64.56%

+18.64%

Current Drawdown

Current decline from peak

-33.35%

-64.56%

+31.21%

Average Drawdown

Average peak-to-trough decline

-12.63%

-10.82%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.03%

23.40%

-6.37%

Volatility

SAIC vs. BAH - Volatility Comparison

Science Applications International Corporation (SAIC) and Booz Allen Hamilton Holding Corporation (BAH) have volatilities of 13.46% and 13.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAICBAHDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

13.38%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

30.22%

31.48%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

38.57%

38.89%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.09%

31.31%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%

28.83%

+3.73%

Dividends

SAIC vs. BAH - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.47%, less than BAH's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
BAH
Booz Allen Hamilton Holding Corporation
3.60%2.61%1.59%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%
SAIC
Science Applications International Corporation
1.47%1.47%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%

Financials

SAIC vs. BAH - Financials Comparison

This section allows you to compare key financial metrics between Science Applications International Corporation 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


2.00B2.50B3.00B20222023202420252026
1.91B
2.78B
(SAIC) Total Revenue
(BAH) Total Revenue
Values in USD except per share items

SAIC vs. BAH - Profitability Comparison

The chart below illustrates the profitability comparison between Science Applications International Corporation 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

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
13.1%
20.9%
Portfolio components
SAIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported a gross profit of 249.00M and revenue of 1.91B. Therefore, the gross margin over that period was 13.1%.

BAH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a gross profit of 581.00M and revenue of 2.78B. Therefore, the gross margin over that period was 20.9%.

SAIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported an operating income of 179.00M and revenue of 1.91B, resulting in an operating margin of 9.4%.

BAH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported an operating income of 263.00M and revenue of 2.78B, resulting in an operating margin of 9.5%.

SAIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Science Applications International Corporation reported a net income of 115.00M and revenue of 1.91B, resulting in a net margin of 6.0%.

BAH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a net income of 205.00M and revenue of 2.78B, resulting in a net margin of 7.4%.


Frequently Asked Questions


SAIC and BAH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIC has higher volatility (13.46%) compared to BAH (13.38%). In terms of maximum drawdown, SAIC dropped -45.92% vs BAH's -64.56%.

SAIC currently has the higher Sharpe Ratio (-0.04 vs -0.90), 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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