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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-3.16%
15.98%
FTV
J

Returns By Period

In the year-to-date period, FTV achieves a 1.50% return, which is significantly lower than J's 24.26% return.


FTV

YTD

1.50%

1M

-3.83%

6M

-3.16%

1Y

10.55%

5Y (annualized)

5.12%

10Y (annualized)

N/A

J

YTD

24.26%

1M

-7.02%

6M

15.98%

1Y

17.74%

5Y (annualized)

12.39%

10Y (annualized)

13.42%

Fundamentals


FTVJ
Market Cap$25.96B$18.28B
EPS$2.49$5.08
PE Ratio29.9628.96
PEG Ratio1.231.38
Total Revenue (TTM)$5.56B$12.66B
Gross Profit (TTM)$3.07B$2.57B
EBITDA (TTM)$1.64B$1.08B

Key characteristics


FTVJ
Sharpe Ratio0.460.86
Sortino Ratio0.751.17
Omega Ratio1.101.18
Calmar Ratio0.441.20
Martin Ratio0.903.35
Ulcer Index10.91%5.73%
Daily Std Dev21.59%22.44%
Max Drawdown-52.65%-74.14%
Current Drawdown-13.47%-10.54%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for FTV, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.460.86
The chart of Sortino ratio for FTV, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.751.17
The chart of Omega ratio for FTV, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.18
The chart of Calmar ratio for FTV, currently valued at 0.44, compared to the broader market0.002.004.006.000.441.20
The chart of Martin ratio for FTV, currently valued at 0.90, compared to the broader market-10.000.0010.0020.0030.000.903.35
FTV
J

The current FTV Sharpe Ratio is 0.46, which is lower than the J Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FTV 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.46
0.86
FTV
J

Dividends

FTV vs. J - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.43%, less than J's 0.80% yield.


TTM20232022202120202019201820172016
FTV
Fortive Corporation
0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%
J
Jacobs Engineering Group Inc.
0.80%0.88%0.92%0.69%0.73%0.79%1.18%1.00%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%JuneJulyAugustSeptemberOctoberNovember
-13.47%
-10.54%
FTV
J

Volatility

FTV vs. J - Volatility Comparison

The current volatility for Fortive Corporation (FTV) is 6.68%, while Jacobs Engineering Group Inc. (J) has a volatility of 9.69%. This indicates that FTV 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%12.00%JuneJulyAugustSeptemberOctoberNovember
6.68%
9.69%
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