PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
-13.79%
32.25%
SAIC
HWM

Key characteristics

Sharpe Ratio

SAIC:

-0.59

HWM:

3.71

Sortino Ratio

SAIC:

-0.56

HWM:

5.01

Omega Ratio

SAIC:

0.90

HWM:

1.68

Calmar Ratio

SAIC:

-0.57

HWM:

12.46

Martin Ratio

SAIC:

-1.22

HWM:

30.82

Ulcer Index

SAIC:

14.37%

HWM:

4.18%

Daily Std Dev

SAIC:

30.01%

HWM:

34.78%

Max Drawdown

SAIC:

-45.92%

HWM:

-64.81%

Current Drawdown

SAIC:

-30.59%

HWM:

-1.08%

Fundamentals

Market Cap

SAIC:

$5.40B

HWM:

$49.60B

EPS

SAIC:

$5.94

HWM:

$2.60

PE Ratio

SAIC:

18.60

HWM:

46.95

PEG Ratio

SAIC:

3.67

HWM:

0.80

Total Revenue (TTM)

SAIC:

$7.38B

HWM:

$5.54B

Gross Profit (TTM)

SAIC:

$852.00M

HWM:

$1.57B

EBITDA (TTM)

SAIC:

$488.00M

HWM:

$1.34B

Returns By Period

In the year-to-date period, SAIC achieves a -4.31% return, which is significantly lower than HWM's 15.53% return.


SAIC

YTD

-4.31%

1M

-3.47%

6M

-13.80%

1Y

-17.26%

5Y*

5.59%

10Y*

10.04%

HWM

YTD

15.53%

1M

14.58%

6M

32.25%

1Y

126.41%

5Y*

41.17%

10Y*

N/A

*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. HWM — 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

HWM
The Risk-Adjusted Performance Rank of HWM is 9999
Overall Rank
The Sharpe Ratio Rank of HWM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9999
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. 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 -0.59, compared to the broader market-2.000.002.00-0.593.71
The chart of Sortino ratio for SAIC, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.565.01
The chart of Omega ratio for SAIC, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.68
The chart of Calmar ratio for SAIC, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.5712.46
The chart of Martin ratio for SAIC, currently valued at -1.22, compared to the broader market0.0010.0020.00-1.2230.82
SAIC
HWM

The current SAIC Sharpe Ratio is -0.59, which is lower than the HWM Sharpe Ratio of 3.71. 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 Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.59
3.71
SAIC
HWM

Dividends

SAIC vs. HWM - Dividend Comparison

SAIC's dividend yield for the trailing twelve months is around 1.39%, more than HWM's 0.21% yield.


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%
HWM
Howmet Aerospace Inc.
0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.59%
-1.08%
SAIC
HWM

Volatility

SAIC vs. HWM - Volatility Comparison

Science Applications International Corporation (SAIC) has a higher volatility of 10.90% compared to Howmet Aerospace Inc. (HWM) at 8.78%. This indicates that SAIC's price experiences larger fluctuations and is considered to be riskier than HWM 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%
8.78%
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
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