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FTV vs. J
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTV vs. J - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTV achieves a 7.47% return, which is significantly higher than J's 2.45% return. Over the past 10 years, FTV has underperformed J with an annualized return of 7.51%, while J has yielded a comparatively higher 12.95% annualized return.


FTV

1D
1.25%
1M
-5.49%
6M
12.35%
YTD
7.47%
1Y
27.89%
3Y*
0.57%
5Y*
2.03%
10Y*
7.51%
ALL TIME*
6.93%

J

1D
1.64%
1M
5.50%
6M
0.33%
YTD
2.45%
1Y
-1.98%
3Y*
10.13%
5Y*
4.89%
10Y*
12.95%
ALL TIME*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$210.83M$179.67M$185.80M
$108.51M$112.80M$159.36M

FTV vs. J - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTV
Fortive Corporation
7.47%-1.77%2.28%15.08%-15.41%8.14%11.23%13.33%-6.14%35.49%
J
Jacobs Engineering Group Inc.
2.45%2.13%24.23%9.02%-13.12%28.60%22.36%54.99%-10.58%16.98%

Correlation

The correlation between FTV and J is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2016

0.53

The correlation between FTV and J shifts across timeframes, from 0.43 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FTV:

$17.88B

J:

$15.93B

EPS

FTV:

$1.68

J:

$3.19

PE Ratio

FTV:

35.27

J:

42.26

PEG Ratio

FTV:

9.00

J:

7.60

PS Ratio

FTV:

4.37

J:

0.82

Total Revenue (TTM)

FTV:

$4.32B

J:

$13.17B

Gross Profit (TTM)

FTV:

$2.73B

J:

$3.08B

EBITDA (TTM)

FTV:

$1.07B

J:

$845.72M

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Return for Risk

FTV vs. J — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTV
FTV Risk / Return Rank: 7474
Overall Rank
FTV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTV Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTV Omega Ratio Rank: 6969
Omega Ratio Rank
FTV Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTV Martin Ratio Rank: 8181
Martin Ratio Rank

J
J Risk / Return Rank: 3838
Overall Rank
J Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
J Sortino Ratio Rank: 3434
Sortino Ratio Rank
J Omega Ratio Rank: 3535
Omega Ratio Rank
J Calmar Ratio Rank: 4141
Calmar Ratio Rank
J Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTV vs. J - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortive Corporation (FTV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTVJDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.83

-0.11

+1.94

Martin ratioReturn relative to average drawdown

5.51

-0.23

+5.74

FTV vs. J - Sharpe Ratio Comparison

The current FTV Sharpe Ratio is 0.90, which is higher than the J Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of FTV and J, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTV vs. J - Drawdown Comparison

The maximum FTV drawdown since its inception was -52.65%, smaller than the maximum J drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for FTV and J.


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Drawdown Indicators


FTVJDifference

Max Drawdown

Largest peak-to-trough decline

-52.65%

-74.14%

+21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-34.44%

+21.13%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-34.44%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

-34.44%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-52.65%

-39.33%

-13.32%

Current Drawdown

Current decline from peak

-7.96%

-17.27%

+9.31%

Average Drawdown

Average peak-to-trough decline

-11.23%

-26.15%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

17.35%

-12.94%

Volatility

FTV vs. J - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 10.50% compared to Jacobs Engineering Group Inc. (J) at 8.43%. This indicates that FTV'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.


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Volatility by Period


FTVJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

8.43%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

26.57%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.22%

32.78%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

26.29%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

27.83%

-1.28%

Dividends

FTV vs. J - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.49%, less than J's 1.01% yield.


PositionTTM2025202420232022202120202019201820172016
FTV
Fortive Corporation
0.49%0.53%0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%
J
Jacobs Engineering Group Inc.
1.01%1.96%0.76%0.80%0.77%0.60%0.70%0.76%1.03%0.91%0.00%

Financials

FTV vs. J - Financials Comparison

This section allows you to compare key financial metrics between Fortive Corporation 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

FTV vs. J - Profitability Comparison

The chart below illustrates the profitability comparison between Fortive Corporation and Jacobs Engineering Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FTV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fortive Corporation reported a gross profit of 695.30M and revenue of 1.10B. Therefore, the gross margin over that period was 63.4%.

J - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported a gross profit of 794.89M and revenue of 3.69B. Therefore, the gross margin over that period was 21.5%.

FTV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fortive Corporation reported an operating income of 209.90M and revenue of 1.10B, resulting in an operating margin of 19.1%.

J - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported an operating income of -81.18M and revenue of 3.69B, resulting in an operating margin of -2.2%.

FTV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fortive Corporation reported a net income of 157.30M and revenue of 1.10B, resulting in a net margin of 14.3%.

J - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported a net income of -175.69M and revenue of 3.69B, resulting in a net margin of -4.8%.


Frequently Asked Questions


FTV and J have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTV has higher volatility (10.50%) compared to J (8.43%). In terms of maximum drawdown, FTV dropped -52.65% vs J's -74.14%.

FTV currently has the higher Sharpe Ratio (0.90 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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