Booz Allen Hamilton Holding

10-Year Study

BAH.US · Industrials · US · Common Stock

Executive Summary: Booz Allen Hamilton Holding has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 55.6% and an annualized volatility of 31.7%.

1Y CAGR
-21.9%
3Y CAGR
-4.7%
5Y CAGR
+1.3%
10Y CAGR
+13.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
55.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +60.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -33.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.8-10.2-1.06.0————————-1.2%
20250.2-17.4-1.414.8-11.5-1.53.11.8-8.1-12.8-3.61.1-33.0%
202410.15.30.5-0.53.11.5-6.911.22.511.6-18.2-13.12.0%
2023-9.50.6-2.23.35.111.48.5-6.1-3.69.84.72.224.5%
2022-9.55.88.9-7.15.25.86.20.2-3.517.9-1.9-1.825.7%
2021-2.3-9.04.43.02.40.70.7-4.1-3.19.5-3.01.0-1.0%
20209.7-8.3-3.77.08.6-2.15.18.1-5.8-5.411.00.424.5%
20199.08.110.02.06.55.23.810.2-5.9-0.93.8-2.260.2%
20182.8-2.72.12.413.8-2.68.18.6-3.0-0.24.0-12.220.2%
2017-6.26.3-1.11.59.8-17.15.4-0.09.61.12.9-1.47.8%
2016———-8.96.21.84.2-1.24.1-3.624.7-4.620.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.7%. The dominant macroeconomic risk driver is QUAL.US, accounting for 37.1% of variance. Idiosyncratic stock-specific factors contribute 37.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019105.025676624413
2016-05-019666.440533568932
2016-06-019838.880167864383
2016-07-0110250.455553013751
2016-08-0110128.107029321047
2016-09-0110545.125385543786
2016-10-0110164.827363156608
2016-11-0112672.735447940744
2016-12-0112089.548706702742
2017-01-0111335.421120305438
2017-02-0112048.05591272314
2017-03-0111920.06720886021
2017-04-0112101.933437985628
2017-05-0113284.162531849268
2017-06-0111009.040065000117
2017-07-0111604.453770243515
2017-08-0111601.25898287436
2017-09-0112716.831401998912
2017-10-0112852.86623701378
2017-11-0113220.345668104977
2017-12-0113028.97396051085
2018-01-0113387.776191340155
2018-02-0113026.84410226475
2018-03-0113298.164377726416
2018-04-0113610.701354432078
2018-05-0115485.923214666047
2018-06-0115082.393960668618
2018-07-0116303.354921155804
2018-08-0117713.518289171643
2018-09-0117183.775213183035
2018-10-0117152.61617587896
2018-11-0117831.331003636536
2018-12-0115662.81977455056
2019-01-0117073.732537134474
2019-02-0118448.753244089643
2019-03-0120291.55392879963
2019-04-0120692.913882731584
2019-05-0122047.06986723884
2019-06-0123189.659932633374
2019-07-0124079.270168574338
2019-08-0126530.579242559306
2019-09-0124953.024793127657
2019-10-0124724.617217142993
2019-11-0125660.177172652624
2019-12-0125085.312655302165
2020-01-0127522.26490703563
2020-02-0125248.16792749016
2020-03-0124306.218397242228
2020-04-0126005.963603089083
2020-05-0128243.93187608958
2020-06-0127657.47146384369
2020-07-0129068.975853718184
2020-08-0131422.508657479353
2020-09-0129609.841522769762
2020-10-0128011.225141793337
2020-11-0131080.705850799484
2020-12-0131220.369333196602
2021-01-0130500.55612965315
2021-02-0127747.793230206127
2021-03-0128967.21595973779
2021-04-0129837.696913283216
2021-05-0130549.937287507193
2021-06-0130769.036594120014
2021-07-0130996.61589189786
2021-08-0129722.684567993754
2021-09-0128793.750838138665
2021-10-0131518.904464025116
2021-11-0130587.564783188325
2021-12-0130897.301390718552
2022-01-0127960.2663111644
2022-02-0129571.582957978688
2022-03-0132191.939669793082
2022-04-0129916.067808375865
2022-05-0131466.289076982543
2022-06-0133287.317877399044
2022-07-0135357.61897624814
2022-08-0135415.20403253161
2022-09-0134175.468766023245
2022-10-0140281.53570667908
2022-11-0139527.60532937864
2022-12-0138829.209033754305
2023-01-0135158.792764792655
2023-02-0135364.67906191576
2023-03-0134603.09697165711
2023-04-0135734.28835125307
2023-05-0137548.61204237629
2023-06-0141847.691470312144
2023-07-0145402.464324874374
2023-08-0142655.02607104261
2023-09-0141134.18895786825
2023-10-0145147.0785444391
2023-11-0147279.10609060575
2023-12-0148329.52062412735
2024-01-0153188.51611987158
2024-02-0156008.25122861267
2024-03-0156285.05391696709
2024-04-0155993.06612815435
2024-05-0157714.54377647533
2024-06-0158551.93304356744
2024-07-0154522.91175287334
2024-08-0160619.90707507356
2024-09-0162139.40316638926
2024-10-0169355.16569508318
2024-11-0156760.248956763884
2024-12-0149298.4483588259
2025-01-0149413.381820476614
2025-02-0140816.68231192168
2025-03-0140247.10299836711
2025-04-0146189.09197043441
2025-05-0140889.76800321845
2025-06-0140294.117647058825
2025-07-0141532.35412443105
2025-08-0142278.55390513453
2025-09-0138868.098667655344
2025-10-0133894.406361176625
2025-11-0132668.909591461637
2025-12-0133021.20392209452
2026-01-0134610.433150060344
2026-02-0131091.986211139945
2026-03-0130776.451656161997
2026-04-0132614.44043890857
Annual Return Matrix
YearAnnual Return
20170.07770556838794729
20180.20215297244606956
20190.6015834323817966
20200.24456767839398252
2021-0.010347985926436043
20220.2567184603836785
20230.24466920204618137
20240.02004836220566264
2025-0.33017762178345045
2026-0.012318251149946335
Total Factor Risk
0.31655870024924493
VTI.US Exposure
-0.04481713430752143
VEA.US Exposure
0.00368528881313917
VWO.US Exposure
0.0071614857309415135
QQQ.US Exposure
-0.013400308633125756
VTV.US Exposure
-0.019089044993259273
IJR.US Exposure
0.04261423074740501
QUAL.US Exposure
0.37062766077282383
SHV.US Exposure
0.04166137523926052
TLT.US Exposure
0.03707067308686866
LQD.US Exposure
0.05067841512320217
HYG.US Exposure
0.05069144584540717
GLD.US Exposure
-0.0004553178252929665
USO.US Exposure
-0.0001553319646437409
VNQ.US Exposure
0.034114646784403124
BTC-USD.CC Exposure
-0.003345045252957394
CPER.US Exposure
-0.0004453688107080739
VIX.INDX Exposure
0.0012733454879253773
UUP.US Exposure
0.0647626541954578
TIP.US Exposure
-0.00011510761060945489
Idiosyncratic Exposure
0.3774814375712838
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.74%
Market Cap$10.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$233
Avg Yield on Cost
2.33%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$232.712.33%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-10.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
34.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Booz Allen Hamilton Holding a high-risk investment?

Booz Allen Hamilton Holding (BAH.US) has an annualized volatility of 31.7% and experienced a maximum drawdown of 55.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of BAH.US?

Over the past 10 years, BAH.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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