ACM vs. J

The year-to-date returns for both stocks are quite close, with ACM having a -8.40% return and J slightly lower at -8.79%. Over the past 10 years, ACM has underperformed J with an annualized return of 11.89%, while J has yielded a comparatively higher 13.50% annualized return.

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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.

The current ACM Sharpe Ratio is 0.18, which is higher than the J Sharpe Ratio of 0.06. 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.

ACM's dividend yield for the trailing twelve months is around 0.99%, more than J's 0.90% yield.

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.

AECOM (ACM) and Jacobs Engineering Group Inc. (J) have volatilities of 12.04% and 12.37%, 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.

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.