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

Correlation

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.


-0.50.00.51.00.6

Performance

ACM vs. J - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and Jacobs Engineering Group Inc. (J). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
20.95%
11.87%
ACM
J

Key characteristics

Sharpe Ratio

ACM:

1.03

J:

1.29

Sortino Ratio

ACM:

1.61

J:

1.73

Omega Ratio

ACM:

1.20

J:

1.24

Calmar Ratio

ACM:

1.42

J:

2.11

Martin Ratio

ACM:

3.77

J:

4.29

Ulcer Index

ACM:

5.98%

J:

6.19%

Daily Std Dev

ACM:

21.92%

J:

20.50%

Max Drawdown

ACM:

-59.97%

J:

-74.14%

Current Drawdown

ACM:

-7.57%

J:

-7.32%

Fundamentals

Market Cap

ACM:

$14.47B

J:

$16.89B

EPS

ACM:

$3.69

J:

$4.79

PE Ratio

ACM:

29.61

J:

28.44

PEG Ratio

ACM:

1.11

J:

1.64

Total Revenue (TTM)

ACM:

$12.21B

J:

$11.46B

Gross Profit (TTM)

ACM:

$840.37M

J:

$2.50B

EBITDA (TTM)

ACM:

$862.09M

J:

$908.15M

Returns By Period

In the year-to-date period, ACM achieves a 1.21% return, which is significantly lower than J's 3.52% return. Both investments have delivered pretty close results over the past 10 years, with ACM having a 15.74% annualized return and J not far ahead at 16.48%.


ACM

YTD

1.21%

1M

-2.07%

6M

20.95%

1Y

24.57%

5Y*

17.20%

10Y*

15.74%

J

YTD

3.52%

1M

2.73%

6M

11.87%

1Y

28.10%

5Y*

13.02%

10Y*

16.48%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACM vs. J — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACM
The Risk-Adjusted Performance Rank of ACM is 7878
Overall Rank
The Sharpe Ratio Rank of ACM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7878
Martin Ratio Rank

J
The Risk-Adjusted Performance Rank of J is 8282
Overall Rank
The Sharpe Ratio Rank of J is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 7777
Sortino Ratio Rank
The Omega Ratio Rank of J is 7878
Omega Ratio Rank
The Calmar Ratio Rank of J is 9191
Calmar Ratio Rank
The Martin Ratio Rank of J is 7979
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 1.03, compared to the broader market-2.000.002.004.001.031.29
The chart of Sortino ratio for ACM, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.611.73
The chart of Omega ratio for ACM, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.24
The chart of Calmar ratio for ACM, currently valued at 1.42, compared to the broader market0.002.004.006.001.422.11
The chart of Martin ratio for ACM, currently valued at 3.77, compared to the broader market-10.000.0010.0020.0030.003.774.29
ACM
J

The current ACM Sharpe Ratio is 1.03, which is comparable to the J Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ACM and J, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.03
1.29
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 0.77% yield.


TTM20242023202220212020201920182017
ACM
AECOM
0.85%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%
J
Jacobs Engineering Group Inc.
0.77%0.80%0.92%0.88%0.60%0.73%0.79%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.57%
-7.32%
ACM
J

Volatility

ACM vs. J - Volatility Comparison

AECOM (ACM) has a higher volatility of 5.23% compared to Jacobs Engineering Group Inc. (J) at 4.57%. 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%AugustSeptemberOctoberNovemberDecember2025
5.23%
4.57%
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
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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.

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