PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SAIC vs. CACI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAIC and CACI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SAIC vs. CACI - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-13.79%
-16.42%
SAIC
CACI

Key characteristics

Sharpe Ratio

SAIC:

-0.59

CACI:

0.47

Sortino Ratio

SAIC:

-0.56

CACI:

0.75

Omega Ratio

SAIC:

0.90

CACI:

1.12

Calmar Ratio

SAIC:

-0.57

CACI:

0.39

Martin Ratio

SAIC:

-1.22

CACI:

1.15

Ulcer Index

SAIC:

14.37%

CACI:

11.05%

Daily Std Dev

SAIC:

30.01%

CACI:

26.96%

Max Drawdown

SAIC:

-45.92%

CACI:

-90.90%

Current Drawdown

SAIC:

-30.59%

CACI:

-32.62%

Fundamentals

Market Cap

SAIC:

$5.40B

CACI:

$9.43B

EPS

SAIC:

$5.94

CACI:

$21.30

PE Ratio

SAIC:

18.60

CACI:

19.76

PEG Ratio

SAIC:

3.67

CACI:

3.38

Total Revenue (TTM)

SAIC:

$7.38B

CACI:

$8.13B

Gross Profit (TTM)

SAIC:

$852.00M

CACI:

$1.65B

EBITDA (TTM)

SAIC:

$488.00M

CACI:

$895.37M

Returns By Period

In the year-to-date period, SAIC achieves a -4.31% return, which is significantly higher than CACI's -4.54% return. Over the past 10 years, SAIC has underperformed CACI with an annualized return of 10.04%, while CACI has yielded a comparatively higher 16.43% annualized return.


SAIC

YTD

-4.31%

1M

-3.47%

6M

-13.80%

1Y

-17.26%

5Y*

5.59%

10Y*

10.04%

CACI

YTD

-4.54%

1M

-4.11%

6M

-16.42%

1Y

12.49%

5Y*

7.63%

10Y*

16.43%

*Annualized

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

SAIC vs. CACI — Risk-Adjusted Performance Rank

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

SAIC
The Risk-Adjusted Performance Rank of SAIC is 1515
Overall Rank
The Sharpe Ratio Rank of SAIC is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIC is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SAIC is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SAIC is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SAIC is 1414
Martin Ratio Rank

CACI
The Risk-Adjusted Performance Rank of CACI is 6060
Overall Rank
The Sharpe Ratio Rank of CACI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CACI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CACI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CACI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of CACI is 6060
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.

SAIC vs. CACI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) and CACI International Inc (CACI). 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 SAIC, currently valued at -0.59, compared to the broader market-2.000.002.00-0.590.47
The chart of Sortino ratio for SAIC, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.560.75
The chart of Omega ratio for SAIC, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.12
The chart of Calmar ratio for SAIC, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.570.39
The chart of Martin ratio for SAIC, currently valued at -1.22, compared to the broader market0.0010.0020.00-1.221.15
SAIC
CACI

The current SAIC Sharpe Ratio is -0.59, which is lower than the CACI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SAIC and CACI, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.59
0.47
SAIC
CACI

Dividends

SAIC vs. CACI - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.39%, while CACI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SAIC
Science Applications International Corporation
1.39%1.32%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%2.26%
CACI
CACI International 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%

Drawdowns

SAIC vs. CACI - Drawdown Comparison

The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum CACI drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for SAIC and CACI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.59%
-32.62%
SAIC
CACI

Volatility

SAIC vs. CACI - Volatility Comparison

The current volatility for Science Applications International Corporation (SAIC) is 10.90%, while CACI International Inc (CACI) has a volatility of 15.26%. This indicates that SAIC experiences smaller price fluctuations and is considered to be less risky than CACI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.90%
15.26%
SAIC
CACI

Financials

SAIC vs. CACI - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab