TTEK vs. KBR

In the year-to-date period, TTEK achieves a 22.67% return, which is significantly higher than KBR's 9.49% return. Over the past 10 years, TTEK has outperformed KBR with an annualized return of 25.23%, while KBR has yielded a comparatively lower 13.90% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and KBR, Inc. (KBR). 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.

The current TTEK Sharpe Ratio is 0.86, which is comparable to the KBR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TTEK and KBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TTEK's dividend yield for the trailing twelve months is around 0.54%, less than KBR's 0.97% yield.

The maximum TTEK drawdown since its inception was -77.89%, roughly equal to the maximum KBR drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for TTEK and KBR. For additional features, visit the drawdowns tool.

Tetra Tech, Inc. (TTEK) has a higher volatility of 17.76% compared to KBR, Inc. (KBR) at 16.74%. This indicates that TTEK's price experiences larger fluctuations and is considered to be riskier than KBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Tetra Tech, Inc. and KBR, 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.