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

Key characteristics


ACMJ
YTD Return1.74%11.30%
1Y Return17.00%29.04%
3Y Return (Ann)12.28%2.63%
5Y Return (Ann)23.65%13.70%
10Y Return (Ann)11.36%9.46%
Sharpe Ratio0.771.33
Daily Std Dev20.61%20.93%
Max Drawdown-59.97%-74.14%
Current Drawdown-4.66%-6.21%

Fundamentals


ACMJ
Market Cap$12.70B$18.07B
EPS$0.90$5.61
PE Ratio103.7225.64
PEG Ratio0.350.90
Revenue (TTM)$14.90B$16.71B
Gross Profit (TTM)$945.47M$3.50B
EBITDA (TTM)$998.11M$1.48B

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 1.74% return, which is significantly lower than J's 11.30% return. Over the past 10 years, ACM has outperformed J with an annualized return of 11.36%, while J has yielded a comparatively lower 9.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.28%
8.56%
ACM
J

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AECOM

Jacobs Engineering Group Inc.

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 0.77, compared to the broader market-2.00-1.000.001.002.003.004.000.77
Sortino ratio
The chart of Sortino ratio for ACM, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.006.001.20
Omega ratio
The chart of Omega ratio for ACM, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for ACM, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Martin ratio
The chart of Martin ratio for ACM, currently valued at 2.88, compared to the broader market0.0010.0020.0030.002.88
J
Sharpe ratio
The chart of Sharpe ratio for J, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for J, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for J, currently valued at 1.25, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for J, currently valued at 1.10, compared to the broader market0.002.004.006.001.10
Martin ratio
The chart of Martin ratio for J, currently valued at 6.30, compared to the broader market0.0010.0020.0030.006.30

ACM vs. J - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is 0.77, which is lower than the J Sharpe Ratio of 1.33. The chart below compares the 12-month rolling Sharpe Ratio of ACM and J.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.77
1.33
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 0.74% 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.
0.74%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%NovemberDecember2024FebruaryMarchApril
-4.66%
-6.21%
ACM
J

Volatility

ACM vs. J - Volatility Comparison

AECOM (ACM) and Jacobs Engineering Group Inc. (J) have volatilities of 4.22% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
4.22%
4.14%
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