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SAIC vs. HWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAIC and HWM is 0.39, 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.


-0.50.00.51.00.4

Performance

SAIC vs. HWM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-4.82%
43.50%
SAIC
HWM

Key characteristics

Sharpe Ratio

SAIC:

-0.30

HWM:

3.20

Sortino Ratio

SAIC:

-0.19

HWM:

4.54

Omega Ratio

SAIC:

0.97

HWM:

1.62

Calmar Ratio

SAIC:

-0.30

HWM:

10.63

Martin Ratio

SAIC:

-0.71

HWM:

27.85

Ulcer Index

SAIC:

11.95%

HWM:

3.94%

Daily Std Dev

SAIC:

28.49%

HWM:

34.33%

Max Drawdown

SAIC:

-45.92%

HWM:

-64.81%

Current Drawdown

SAIC:

-27.76%

HWM:

-6.70%

Fundamentals

Market Cap

SAIC:

$5.60B

HWM:

$45.47B

EPS

SAIC:

$5.94

HWM:

$2.60

PE Ratio

SAIC:

19.30

HWM:

43.05

PEG Ratio

SAIC:

3.67

HWM:

0.80

Total Revenue (TTM)

SAIC:

$7.38B

HWM:

$7.27B

Gross Profit (TTM)

SAIC:

$852.00M

HWM:

$2.07B

EBITDA (TTM)

SAIC:

$488.00M

HWM:

$1.73B

Returns By Period

In the year-to-date period, SAIC achieves a -9.41% return, which is significantly lower than HWM's 107.65% return.


SAIC

YTD

-9.41%

1M

-10.37%

6M

-4.38%

1Y

-9.02%

5Y*

6.37%

10Y*

10.01%

HWM

YTD

107.65%

1M

-5.40%

6M

43.50%

1Y

109.79%

5Y*

36.61%

10Y*

N/A

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Risk-Adjusted Performance

SAIC vs. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) and Howmet Aerospace Inc. (HWM). 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 -0.32, compared to the broader market-4.00-2.000.002.00-0.323.20
The chart of Sortino ratio for SAIC, currently valued at -0.21, compared to the broader market-4.00-2.000.002.004.00-0.214.54
The chart of Omega ratio for SAIC, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.62
The chart of Calmar ratio for SAIC, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.3210.63
The chart of Martin ratio for SAIC, currently valued at -0.75, compared to the broader market0.0010.0020.00-0.7527.85
SAIC
HWM

The current SAIC Sharpe Ratio is -0.30, which is lower than the HWM Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of SAIC and HWM, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
3.20
SAIC
HWM

Dividends

SAIC vs. HWM - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.33%, more than HWM's 0.23% yield.


TTM20232022202120202019201820172016201520142013
SAIC
Science Applications International Corporation
1.33%1.19%1.33%1.77%1.56%1.63%1.95%1.62%1.46%2.58%2.26%0.85%
HWM
Howmet Aerospace Inc.
0.23%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%0.00%

Drawdowns

SAIC vs. HWM - Drawdown Comparison

The maximum SAIC drawdown since its inception was -45.92%, smaller than the maximum HWM drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for SAIC and HWM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.76%
-6.70%
SAIC
HWM

Volatility

SAIC vs. HWM - Volatility Comparison

The current volatility for Science Applications International Corporation (SAIC) is 5.95%, while Howmet Aerospace Inc. (HWM) has a volatility of 7.73%. This indicates that SAIC experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
7.73%
SAIC
HWM

Financials

SAIC vs. HWM - Financials Comparison

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