PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDS vs. J
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDS and J is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FDS vs. J - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.38%
12.95%
FDS
J

Key characteristics

Sharpe Ratio

FDS:

0.19

J:

1.29

Sortino Ratio

FDS:

0.40

J:

1.72

Omega Ratio

FDS:

1.05

J:

1.24

Calmar Ratio

FDS:

0.22

J:

1.98

Martin Ratio

FDS:

0.42

J:

4.77

Ulcer Index

FDS:

9.79%

J:

5.60%

Daily Std Dev

FDS:

21.38%

J:

20.74%

Max Drawdown

FDS:

-58.96%

J:

-74.14%

Current Drawdown

FDS:

-4.37%

J:

-11.18%

Fundamentals

Market Cap

FDS:

$18.57B

J:

$16.70B

EPS

FDS:

$13.90

J:

$4.79

PE Ratio

FDS:

35.17

J:

28.11

PEG Ratio

FDS:

2.68

J:

1.64

Total Revenue (TTM)

FDS:

$1.66B

J:

$15.62B

Gross Profit (TTM)

FDS:

$900.52M

J:

$3.35B

EBITDA (TTM)

FDS:

$647.44M

J:

$1.19B

Returns By Period

In the year-to-date period, FDS achieves a 0.09% return, which is significantly lower than J's 23.36% return. Over the past 10 years, FDS has underperformed J with an annualized return of 13.97%, while J has yielded a comparatively higher 14.77% annualized return.


FDS

YTD

0.09%

1M

-2.44%

6M

16.72%

1Y

6.42%

5Y*

13.36%

10Y*

13.97%

J

YTD

23.36%

1M

-5.55%

6M

13.10%

1Y

24.38%

5Y*

13.03%

10Y*

14.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FDS vs. J - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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 FDS, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.191.29
The chart of Sortino ratio for FDS, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.401.72
The chart of Omega ratio for FDS, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.24
The chart of Calmar ratio for FDS, currently valued at 0.22, compared to the broader market0.002.004.006.000.221.98
The chart of Martin ratio for FDS, currently valued at 0.42, compared to the broader market0.0010.0020.000.424.77
FDS
J

The current FDS Sharpe Ratio is 0.19, which is lower than the J Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FDS 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.19
1.29
FDS
J

Dividends

FDS vs. J - Dividend Comparison

FDS's dividend yield for the trailing twelve months is around 0.87%, more than J's 0.77% yield.


TTM20232022202120202019201820172016201520142013
FDS
FactSet Research Systems Inc.
0.87%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
J
Jacobs Engineering Group Inc.
0.77%0.84%0.88%0.63%0.77%0.83%1.18%1.00%0.00%0.00%0.00%0.00%

Drawdowns

FDS vs. J - Drawdown Comparison

The maximum FDS drawdown since its inception was -58.96%, smaller than the maximum J drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for FDS and J. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.37%
-11.18%
FDS
J

Volatility

FDS vs. J - Volatility Comparison

The current volatility for FactSet Research Systems Inc. (FDS) is 5.20%, while Jacobs Engineering Group Inc. (J) has a volatility of 6.94%. This indicates that FDS experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
5.20%
6.94%
FDS
J

Financials

FDS vs. J - Financials Comparison

This section allows you to compare key financial metrics between FactSet Research Systems Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab