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ACM vs. J
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ACMJ
YTD Return7.26%11.59%
1Y Return18.39%8.30%
3Y Return (Ann)15.29%3.49%
5Y Return (Ann)21.34%10.43%
10Y Return (Ann)10.41%11.18%
Sharpe Ratio0.800.49
Daily Std Dev22.81%21.60%
Max Drawdown-59.97%-74.14%
Current Drawdown-3.20%-5.97%

Fundamentals


ACMJ
Market Cap$13.11B$17.89B
EPS$2.71$5.08
PE Ratio36.1028.34
PEG Ratio0.320.77
Total Revenue (TTM)$15.84B$16.95B
Gross Profit (TTM)$1.04B$3.48B
EBITDA (TTM)$1.03B$1.44B

Correlation

-0.50.00.51.00.6

The correlation between ACM and J 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.

Performance

ACM vs. J - Performance Comparison

In the year-to-date period, ACM achieves a 7.26% return, which is significantly lower than J's 11.59% return. Over the past 10 years, ACM has underperformed J with an annualized return of 10.41%, while J has yielded a comparatively higher 11.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%AprilMayJuneJulyAugustSeptember
377.88%
184.72%
ACM
J

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Risk-Adjusted Performance

ACM vs. J - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Jacobs Engineering Group Inc. (J). 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.


ACM
Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 0.80, compared to the broader market-4.00-2.000.002.000.80
Sortino ratio
The chart of Sortino ratio for ACM, currently valued at 1.32, compared to the broader market-6.00-4.00-2.000.002.004.001.32
Omega ratio
The chart of Omega ratio for ACM, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for ACM, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.001.05
Martin ratio
The chart of Martin ratio for ACM, currently valued at 2.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.92
J
Sharpe ratio
The chart of Sharpe ratio for J, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.39
Sortino ratio
The chart of Sortino ratio for J, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.000.63
Omega ratio
The chart of Omega ratio for J, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for J, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.000.51
Martin ratio
The chart of Martin ratio for J, currently valued at 1.33, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.33

ACM vs. J - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is 0.80, which is higher than the J Sharpe Ratio of 0.49. The chart below compares the 12-month rolling Sharpe Ratio of ACM and J.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.80
0.39
ACM
J

Dividends

ACM vs. J - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.85%, more than J's 0.78% yield.


TTM2023202220212020201920182017
ACM
AECOM
0.85%0.78%0.71%0.00%0.00%0.00%0.00%0.00%
J
Jacobs Engineering Group Inc.
0.78%0.80%0.77%0.60%0.70%0.76%1.03%0.91%

Drawdowns

ACM vs. J - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum J drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for ACM and J. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.20%
-5.97%
ACM
J

Volatility

ACM vs. J - Volatility Comparison

AECOM (ACM) has a higher volatility of 5.85% compared to Jacobs Engineering Group Inc. (J) at 4.67%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than J based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.85%
4.67%
ACM
J

Financials

ACM vs. J - Financials Comparison

This section allows you to compare key financial metrics between AECOM and Jacobs Engineering Group 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