FDS vs. J
Compare and contrast key facts about FactSet Research Systems Inc. (FDS) and Jacobs Engineering Group Inc. (J).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDS or J.
Key characteristics
| FDS | J | |
|---|---|---|
| YTD Return | 3.63% | 38.95% |
| 1Y Return | 7.84% | 31.60% |
| 3Y Return (Ann) | 3.35% | 8.09% |
| 5Y Return (Ann) | 15.12% | 14.66% |
| 10Y Return (Ann) | 14.87% | 15.01% |
| Sharpe Ratio | 0.44 | 1.62 |
| Sortino Ratio | 0.71 | 2.05 |
| Omega Ratio | 1.10 | 1.31 |
| Calmar Ratio | 0.49 | 2.15 |
| Martin Ratio | 0.94 | 6.14 |
| Ulcer Index | 9.80% | 5.65% |
| Daily Std Dev | 20.98% | 21.45% |
| Max Drawdown | -58.96% | -74.14% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| FDS | J | |
|---|---|---|
| Market Cap | $18.40B | $18.28B |
| EPS | $13.93 | $5.08 |
| PE Ratio | 34.76 | 28.96 |
| PEG Ratio | 2.67 | 1.38 |
| Total Revenue (TTM) | $2.20B | $12.66B |
| Gross Profit (TTM) | $1.19B | $2.57B |
| EBITDA (TTM) | $867.01M | $1.08B |
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.
Performance
FDS vs. J - Performance Comparison
In the year-to-date period, FDS achieves a 3.63% return, which is significantly lower than J's 38.95% return. Both investments have delivered pretty close results over the past 10 years, with FDS having a 14.87% annualized return and J not far ahead at 15.01%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
FDS vs. J - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 0.82%, more than J's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 0.82% | 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. | 0.71% | 0.88% | 0.84% | 0.63% | 0.73% | 0.91% | 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.
Volatility
FDS vs. J - Volatility Comparison
The current volatility for FactSet Research Systems Inc. (FDS) is 4.39%, while Jacobs Engineering Group Inc. (J) has a volatility of 6.02%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities