J vs. ALL

Last updated Jun 13, 2026

J (Jacobs Engineering Group Inc.) and ALL (The Allstate Corporation) are both stocks. J operates in Engineering & Construction (Industrials), while ALL operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, J returned 12.69%/yr vs 15.27%/yr for ALL. At a 0.33 correlation, their price movements are largely independent.

Performance

J vs. ALL - Performance Comparison

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

Returns By Period

In the year-to-date period, J achieves a -3.57% return, which is significantly lower than ALL's 7.58% return. Over the past 10 years, J has underperformed ALL with an annualized return of 12.69%, while ALL has yielded a comparatively higher 15.27% annualized return.

J

• 1D: 0.55%
• 1M: 12.99%
• YTD: -3.57%
• 6M: -5.89%
• 1Y: 1.93%
• 3Y*: 10.99%
• 5Y*: 2.92%
• 10Y*: 12.69%

ALL

• 1D: 0.94%
• 1M: 2.93%
• YTD: 7.58%
• 6M: 8.08%
• 1Y: 13.66%
• 3Y*: 27.76%
• 5Y*: 13.66%
• 10Y*: 15.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

J vs. ALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
J Jacobs Engineering Group Inc.	-3.57%	2.13%	24.23%	9.02%	-13.12%	28.60%	22.36%	54.99%	-10.58%	16.98%
ALL The Allstate Corporation	7.58%	10.09%	40.61%	6.37%	18.37%	9.86%	-0.12%	38.82%	-19.52%	43.64%

Correlation

The correlation between J and ALL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jun 3, 1993	0.33

The correlation between J and ALL shifts across timeframes, from 0.22 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS J : $2.83 ALL : $45.76
PE Ratio J : 44.87 ALL : 4.84
PEG Ratio J : 8.07 ALL : 0.13
PS Ratio J : 0.87 ALL : 0.88
Total Revenue (TTM) J : $13.17B ALL : $67.14B
Gross Profit (TTM) J : $3.08B ALL : $19.06B
EBITDA (TTM) J : $845.72M ALL : $13.09B

Return for Risk

J vs. ALL — Risk / Return Rank

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

J

J Risk / Return Rank: 41
J Sharpe Ratio Rank: 43
J Sortino Ratio Rank: 37
J Omega Ratio Rank: 38
J Calmar Ratio Rank: 43
J Martin Ratio Rank: 42

ALL

ALL Risk / Return Rank: 60
ALL Sharpe Ratio Rank: 62
ALL Sortino Ratio Rank: 54
ALL Omega Ratio Rank: 53
ALL Calmar Ratio Rank: 66
ALL Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

J vs. ALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and The Allstate Corporation (ALL). 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	ALL	Difference
Sharpe ratio: Return per unit of total volatility	0.02	0.55	-0.53
Sortino ratio: Return per unit of downside risk	0.24	0.90	-0.66
Omega ratio: Gain probability vs. loss probability	1.03	1.11	-0.08
Calmar ratio: Return relative to maximum drawdown	0.02	1.13	-1.11
Martin ratio: Return relative to average drawdown	0.04	2.90	-2.86

J vs. ALL - Sharpe Ratio Comparison

The current J Sharpe Ratio is 0.02, which is lower than the ALL Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of J and ALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

J vs. ALL - Drawdown Comparison

The maximum J drawdown since its inception was -74.14%, roughly equal to the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for J and ALL.

Drawdown Indicators

	J	ALL	Difference
Max Drawdown Largest peak-to-trough decline	-74.14%	-77.03%	+2.89%
Max Drawdown (1Y) Largest decline over 1 year	-34.44%	-11.48%	-22.96%
Max Drawdown (3Y) Largest decline over 3 years	-34.44%	-14.11%	-20.33%
Max Drawdown (5Y) Largest decline over 5 years	-34.44%	-27.35%	-7.09%
Max Drawdown (10Y) Largest decline over 10 years	-39.33%	-41.39%	+2.06%
Current Drawdown Current decline from peak	-22.14%	-0.79%	-21.35%
Average Drawdown Average peak-to-trough decline	-26.17%	-16.43%	-9.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.50%	4.46%	+11.04%

Volatility

J vs. ALL - Volatility Comparison

Jacobs Engineering Group Inc. (J) has a higher volatility of 9.83% compared to The Allstate Corporation (ALL) at 8.80%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	J	ALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.83%	8.80%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	25.51%	17.29%	+8.22%
Volatility (1Y) Calculated over the trailing 1-year period	31.96%	23.73%	+8.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.20%	25.46%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.84%	24.95%	+2.89%

Dividends

J vs. ALL - Dividend Comparison

J's dividend yield for the trailing twelve months is around 1.07%, less than ALL's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	1.88%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
J Jacobs Engineering Group Inc.	1.07%	1.96%	0.76%	0.80%	0.77%	0.60%	0.70%	0.76%	1.03%	0.91%	0.00%	0.00%

Financials

J vs. ALL - Profitability Comparison

The chart below illustrates the profitability comparison between Jacobs Engineering Group Inc. and The Allstate Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

ALL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a gross profit of 0.00 and revenue of 16.94B. Therefore, the gross margin over that period was 0.0%.

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%.

ALL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported an operating income of 0.00 and revenue of 16.94B, resulting in an operating margin of 0.0%.

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%.

ALL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a net income of 2.46B and revenue of 16.94B, resulting in a net margin of 14.5%.

Frequently Asked Questions

Can I hold both J and ALL in my portfolio?

J and ALL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, J or ALL?

J has higher volatility (9.83%) compared to ALL (8.80%). In terms of maximum drawdown, J dropped -74.14% vs ALL's -77.03%.

Which has better risk-adjusted returns?

ALL currently has the higher Sharpe Ratio (0.55 vs 0.02), 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.