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

Key characteristics


FTVJ
YTD Return3.43%14.33%
1Y Return19.85%29.52%
3Y Return (Ann)2.36%3.09%
5Y Return (Ann)1.41%14.88%
Sharpe Ratio0.901.42
Daily Std Dev21.45%20.88%
Max Drawdown-52.65%-74.14%
Current Drawdown-11.83%-3.66%

Fundamentals


FTVJ
Market Cap$26.74B$18.21B
EPS$2.52$5.61
PE Ratio30.1525.83
PEG Ratio1.390.90
Revenue (TTM)$6.13B$16.71B
Gross Profit (TTM)$3.36B$3.50B
EBITDA (TTM)$1.61B$1.48B

Correlation

-0.50.00.51.00.5

The correlation between FTV and J is 0.53, 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.

Performance

FTV vs. J - Performance Comparison

In the year-to-date period, FTV achieves a 3.43% return, which is significantly lower than J's 14.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%December2024FebruaryMarchAprilMay
118.45%
210.45%
FTV
J

Compare stocks, funds, or ETFs

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


Fortive Corporation

Jacobs Engineering Group Inc.

Risk-Adjusted Performance

FTV vs. J - Risk-Adjusted Performance 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.


FTV
Sharpe ratio
The chart of Sharpe ratio for FTV, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The chart of Sortino ratio for FTV, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for FTV, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for FTV, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for FTV, currently valued at 2.54, compared to the broader market-10.000.0010.0020.0030.002.54
J
Sharpe ratio
The chart of Sharpe ratio for J, currently valued at 1.42, compared to the broader market-2.00-1.000.001.002.003.004.001.42
Sortino ratio
The chart of Sortino ratio for J, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.92
Omega ratio
The chart of Omega ratio for J, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for J, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for J, currently valued at 6.56, compared to the broader market-10.000.0010.0020.0030.006.56

FTV vs. J - Sharpe Ratio Comparison

The current FTV Sharpe Ratio is 0.90, which is lower than the J Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of FTV and J.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.90
1.42
FTV
J

Dividends

FTV vs. J - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.39%, less than J's 0.72% yield.


TTM20232022202120202019201820172016
FTV
Fortive Corporation
0.39%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%
J
Jacobs Engineering Group Inc.
0.72%0.80%0.77%0.60%0.70%0.76%1.03%0.91%0.00%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-11.83%
-3.66%
FTV
J

Volatility

FTV vs. J - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 7.01% compared to Jacobs Engineering Group Inc. (J) at 4.53%. 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
7.01%
4.53%
FTV
J

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