SAIC vs. BJ
SAIC (Science Applications International Corporation) and BJ (BJ's Wholesale Club Holdings, Inc.) are both stocks. SAIC operates in Information Technology Services (Technology), while BJ operates in Discount Stores (Consumer Defensive). Over the past 5 years, SAIC returned 7.69%/yr vs 12.93%/yr for BJ. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
SAIC vs. BJ - Performance Comparison
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Returns By Period
In the year-to-date period, SAIC achieves a 19.45% return, which is significantly higher than BJ's 3.23% return.
SAIC
- 1D
- 2.14%
- 1M
- 11.95%
- 6M
- 8.81%
- YTD
- 19.45%
- 1Y
- 5.12%
- 3Y*
- 1.52%
- 5Y*
- 7.69%
- 10Y*
- 8.52%
- ALL TIME*
- 12.80%
BJ
- 1D
- 1.81%
- 1M
- 7.68%
- 6M
- -4.63%
- YTD
- 3.23%
- 1Y
- -10.81%
- 3Y*
- 12.53%
- 5Y*
- 12.93%
- 10Y*
- —
- ALL TIME*
- 20.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.84M | $164.52M | $193.09M | |
| $49.96M | $54.61M | $59.26M |
SAIC vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | 19.45% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -21.91% |
BJ BJ's Wholesale Club Holdings, Inc. | 3.23% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
Correlation
The correlation between SAIC and BJ is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.21 |
The correlation between SAIC and BJ shifts across timeframes, from 0.08 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SAIC:
$5.03B
BJ:
$11.87B
SAIC:
$8.85
BJ:
$4.35
SAIC:
13.45
BJ:
21.35
SAIC:
0.82
BJ:
2.36
SAIC:
0.75
BJ:
0.56
SAIC:
3.68
BJ:
4.79
SAIC:
$7.29B
BJ:
$21.97B
SAIC:
$912.00M
BJ:
$4.06B
SAIC:
$691.00M
BJ:
$1.05B
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Return for Risk
SAIC vs. BJ — Risk / Return Rank
SAIC
BJ
SAIC vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.
| SAIC | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.97 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.43 | +0.59 |
| Martin ratioReturn relative to average drawdown | 0.29 | -0.69 | +0.98 |
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Drawdowns
SAIC vs. BJ - Drawdown Comparison
The maximum SAIC drawdown since its inception was -45.92%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for SAIC and BJ.
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Drawdown Indicators
| SAIC | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.92% | -38.76% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -31.34% | -23.79% | -7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -45.74% | -30.12% | -15.62% |
Max Drawdown (5Y)Largest decline over 5 years | -45.74% | -30.12% | -15.62% |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | — | — |
Current DrawdownCurrent decline from peak | -20.91% | -22.51% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -12.67% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.10% | 14.84% | +2.26% |
Volatility
SAIC vs. BJ - Volatility Comparison
Science Applications International Corporation (SAIC) has a higher volatility of 10.65% compared to BJ's Wholesale Club Holdings, Inc. (BJ) at 7.97%. This indicates that SAIC's price experiences larger fluctuations and is considered to be riskier than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAIC | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 7.97% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 30.83% | 22.54% | +8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.72% | 29.99% | +9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.41% | 32.42% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.68% | 37.04% | -4.36% |
Dividends
SAIC vs. BJ - Dividend Comparison
SAIC's dividend yield for the trailing twelve months is around 1.24%, while BJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAIC Science Applications International Corporation | 1.24% | 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. BJ - Financials Comparison
This section allows you to compare key financial metrics between Science Applications International Corporation and BJ's Wholesale Club Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SAIC vs. BJ - Profitability Comparison
SAIC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
SAIC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
SAIC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
Frequently Asked Questions
SAIC and BJ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIC has higher volatility (10.65%) compared to BJ (7.97%). In terms of maximum drawdown, SAIC dropped -45.92% vs BJ's -38.76%.
SAIC currently has the higher Sharpe Ratio (0.13 vs -0.34), 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.
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