J vs. ACM

In the year-to-date period, J achieves a 26.04% return, which is significantly higher than ACM's 22.94% return. Over the past 10 years, J has outperformed ACM with an annualized return of 13.94%, while ACM has yielded a comparatively lower 13.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and AECOM (ACM). 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.

The current J Sharpe Ratio is 1.49, which is comparable to the ACM Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of J and ACM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

J's dividend yield for the trailing twelve months is around 0.79%, more than ACM's 0.78% yield.

The maximum J drawdown since its inception was -74.14%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for J and ACM. For additional features, visit the drawdowns tool.

Jacobs Engineering Group Inc. (J) has a higher volatility of 9.97% compared to AECOM (ACM) at 8.75%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than ACM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and AECOM. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.