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

Correlation

The correlation between J and ACM is 0.64, 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.


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Performance

J vs. ACM - Performance Comparison

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

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
10.62%
22.02%
J
ACM

Key characteristics

Sharpe Ratio

J:

1.07

ACM:

0.96

Sortino Ratio

J:

1.48

ACM:

1.51

Omega Ratio

J:

1.21

ACM:

1.18

Calmar Ratio

J:

1.75

ACM:

1.32

Martin Ratio

J:

3.61

ACM:

3.53

Ulcer Index

J:

6.09%

ACM:

5.94%

Daily Std Dev

J:

20.50%

ACM:

21.85%

Max Drawdown

J:

-74.14%

ACM:

-59.97%

Current Drawdown

J:

-11.32%

ACM:

-9.27%

Fundamentals

Market Cap

J:

$16.51B

ACM:

$14.22B

EPS

J:

$4.79

ACM:

$3.71

PE Ratio

J:

27.79

ACM:

28.93

PEG Ratio

J:

1.62

ACM:

1.09

Total Revenue (TTM)

J:

$11.46B

ACM:

$12.21B

Gross Profit (TTM)

J:

$2.50B

ACM:

$840.37M

EBITDA (TTM)

J:

$908.15M

ACM:

$862.09M

Returns By Period

In the year-to-date period, J achieves a -0.95% return, which is significantly lower than ACM's -0.65% return. Both investments have delivered pretty close results over the past 10 years, with J having a 15.70% annualized return and ACM not far behind at 15.45%.


J

YTD

-0.95%

1M

-2.70%

6M

10.62%

1Y

19.46%

5Y*

12.72%

10Y*

15.70%

ACM

YTD

-0.65%

1M

-5.27%

6M

22.02%

1Y

18.09%

5Y*

18.34%

10Y*

15.45%

*Annualized

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Jacobs Engineering Group Inc.

AECOM

Risk-Adjusted Performance

J vs. ACM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

J
The Risk-Adjusted Performance Rank of J is 8080
Overall Rank
The Sharpe Ratio Rank of J is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 7474
Sortino Ratio Rank
The Omega Ratio Rank of J is 7575
Omega Ratio Rank
The Calmar Ratio Rank of J is 9090
Calmar Ratio Rank
The Martin Ratio Rank of J is 7878
Martin Ratio Rank

ACM
The Risk-Adjusted Performance Rank of ACM is 7878
Overall Rank
The Sharpe Ratio Rank of ACM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

J vs. ACM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for J, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.070.96
The chart of Sortino ratio for J, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.481.51
The chart of Omega ratio for J, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.18
The chart of Calmar ratio for J, currently valued at 1.75, compared to the broader market0.002.004.006.001.751.32
The chart of Martin ratio for J, currently valued at 3.61, compared to the broader market0.0010.0020.003.613.53
J
ACM

The current J Sharpe Ratio is 1.07, which is comparable to the ACM Sharpe Ratio of 0.96. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.07
0.96
J
ACM

Dividends

J vs. ACM - Dividend Comparison

J's dividend yield for the trailing twelve months is around 0.80%, less than ACM's 0.87% yield.


TTM20242023202220212020201920182017
J
Jacobs Engineering Group Inc.
0.80%0.80%0.84%0.84%0.69%0.73%0.79%1.18%1.09%
ACM
AECOM
0.87%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.32%
-9.27%
J
ACM

Volatility

J vs. ACM - Volatility Comparison

Jacobs Engineering Group Inc. (J) and AECOM (ACM) have volatilities of 4.03% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.03%
4.10%
J
ACM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B3.20B3.40B3.60B3.80B4.00B4.20B2020AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
2.96B
4.11B
(J) Total Revenue
(ACM) Total Revenue
Values in USD except per share items

User Portfolios with J or ACM


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