J vs. ACM
J (Jacobs Engineering Group Inc.) and ACM (AECOM) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, J returned 12.23%/yr vs 8.66%/yr for ACM. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
J vs. ACM - Performance Comparison
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Returns By Period
In the year-to-date period, J achieves a -9.87% return, which is significantly higher than ACM's -28.33% return. Over the past 10 years, J has outperformed ACM with an annualized return of 12.23%, while ACM has yielded a comparatively lower 8.66% annualized return.
J
- 1D
- -1.88%
- 1M
- 3.50%
- YTD
- -9.87%
- 6M
- -12.01%
- 1Y
- -5.81%
- 3Y*
- 9.18%
- 5Y*
- 2.78%
- 10Y*
- 12.23%
ACM
- 1D
- -1.38%
- 1M
- -5.80%
- YTD
- -28.33%
- 6M
- -29.98%
- 1Y
- -37.37%
- 3Y*
- -6.29%
- 5Y*
- 2.74%
- 10Y*
- 8.66%
J vs. ACM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | -9.87% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
ACM AECOM | -28.33% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
Correlation
The correlation between J and ACM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.64 |
The correlation between J and ACM has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
Fundamentals
J:
$2.83
ACM:
$3.82
J:
41.93
ACM:
17.75
J:
7.54
ACM:
0.10
J:
0.81
ACM:
0.56
J:
$13.17B
ACM:
$15.99B
J:
$3.08B
ACM:
$1.24B
J:
$845.72M
ACM:
$976.83M
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Return for Risk
J vs. ACM — Risk / Return Rank
J
ACM
J vs. ACM - Risk-Adjusted Trends Comparison
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.
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.
| J | ACM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.78 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.76 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.37 | -1.43 | +1.06 |
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Drawdowns
J vs. ACM - Drawdown Comparison
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.
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Drawdown Indicators
| J | ACM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -59.97% | -14.17% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -49.15% | +14.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -49.15% | +14.71% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -49.15% | +14.71% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -54.12% | +14.79% |
Current DrawdownCurrent decline from peak | -27.22% | -49.15% | +21.93% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -18.51% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.89% | 26.16% | -10.27% |
Volatility
J vs. ACM - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 9.15% compared to AECOM (ACM) at 8.71%. 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.
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Volatility by Period
| J | ACM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 8.71% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.65% | 26.43% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 32.33% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.17% | 26.69% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.87% | 31.17% | -3.30% |
Dividends
J vs. ACM - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.15%, less than ACM's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.68% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
J Jacobs Engineering Group Inc. | 1.15% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% |
Financials
J vs. ACM - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
J vs. ACM - Profitability Comparison
J - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
ACM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AECOM reported a gross profit of 296.50M and revenue of 3.80B. Therefore, the gross margin over that period was 7.8%.
J - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
ACM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AECOM reported an operating income of 229.65M and revenue of 3.80B, resulting in an operating margin of 6.0%.
J - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
ACM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AECOM reported a net income of 179.86M and revenue of 3.80B, resulting in a net margin of 4.7%.
Frequently Asked Questions
J and ACM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
J has higher volatility (9.15%) compared to ACM (8.71%). In terms of maximum drawdown, J dropped -74.14% vs ACM's -59.97%.
J currently has the higher Sharpe Ratio (-0.18 vs -1.16), 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.
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